The DOI matches its Crossref record; 45 of the 45 references it cites were found in a registry or an index.
Out-of-sample exchange rate predictability with Taylor rule fundamentals
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing
Benjamini, Y., & Hochberg, Y. (1995) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1995.tb02031.x · Cited by 109,482
Statistical significance for genomewide studies
Storey, J. D., & Tibshirani, R. (2003) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1530509100 · Cited by 9,692
Discretion versus policy rules in practice
Taylor, J. B. (1993) · Carnegie-Rochester Conference Series on Public Policy · doi:10.1016/0167-2231(93)90009-l · Cited by 9,065
Postwar U.S. Business Cycles: An Empirical Investigation
Hodrick, R. J., & Prescott, E. C. (1997) · Journal of Money, Credit and Banking · doi:10.2307/2953682 · Cited by 7,349
A Direct Approach to False Discovery Rates
Storey, J. D. (2002) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/1467-9868.00346 · Cited by 5,603
Diebold, F., & Mariano, R. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,185
Expectations and Exchange Rate Dynamics
Dornbusch, R. (1976) · Journal of Political Economy · doi:10.1086/260506 · Cited by 4,665
Empirical exchange rate models of the seventies
Meese, R. A., & Rogoff, K. (1983) · Journal of International Economics · doi:10.1016/0022-1996(83)90017-x · Cited by 4,107
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Andrews, D. W. K. (1991) · Econometrica · doi:10.2307/2938229 · Cited by 4,030
Approximately normal tests for equal predictive accuracy in nested models
Clark, T. E., & West, K. D. (2007) · Journal of Econometrics · doi:10.1016/j.jeconom.2006.05.023 · Cited by 2,489
Cited by
Rossi, B. (2013) · Journal of Economic Literature · doi:10.1257/jel.51.4.1063 · Cited by 649
Exchange Rates and Interest Parity
Engel, C. (2014) · Handbook of International Economics · doi:10.1016/b978-0-444-54314-1.00008-2 · Cited by 258
Metadata
- Authors
- Molodtsova, T., & Papell, D. H.
- Venue
- Journal of International Economics
- Publisher
- Elsevier BV
- Published
- 2009-04
- Volume
- 77
- Issue
- 2
- Pages
- 167-180
- ISSN
- 0022-1996 (ISSN-L)
- OpenAlex
- W2027318326
- Cited by
- 434
- References
- 45
- FWCI
- 46.71
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Out-of-sample exchange rate predictability with Taylor rule fundamentals. https://app.cochat.ai/papers/10.1016/j.jinteco.2008.11.001
- The paper
- Molodtsova, T., & Papell, D. H. (2009). Out-of-sample exchange rate predictability with Taylor rule fundamentals. Journal of International Economics. https://doi.org/10.1016/j.jinteco.2008.11.001
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.