Browsing by Author "Rogoff, KS"

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    • Can exchange rates forecast commodity prices? 

      Chen, YC; Rogoff, KS; Rossi, B (Quarterly Journal of Economics, 2010-08-01)
      We show that "commodity currency" exchange rates have surprisingly robust power in predicting global commodity prices, both in-sample and out-of-sample, and against a variety of alternative benchmarks. This result is of ...