Dataset for "Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models"

551 41 9620 4 27600 document 9620 Copy of RATS_real time data for paper.xls application/vnd.ms-excel 87f245d63fd746ff419f7435773330b7 MD5 141312 2018-09-17 13:21:40 https://researchdata.bath.ac.uk/551/1/Copy%20of%20RATS_real%20time%20data%20for%20paper.xls 551 1 1 application/vnd.ms-excel other MS Excel file with all the data for the Taylor rule estimation and forecasting. en public cc_by

Copy of RATS_real time data for paper.xls

data 9621 5 27602 document 9621 nonlinear estimation_USAUS.RPF text/plain 92b1cb62751dbe97b0b2e2ec8263d7bd MD5 7314 2018-09-17 13:22:01 https://researchdata.bath.ac.uk/551/2/nonlinear%20estimation_USAUS.RPF 551 2 2 text/plain other RATS Code for estimating the nonlinear model for the US/Australia exchange rate en public cc_mit

nonlinear estimation_USAUS.RPF

code 9622 5 27604 document 9622 nonlinear estimation_USSD.RPF text/plain f61599a63569133b6da3b6e88c379598 MD5 7365 2018-09-17 13:22:14 https://researchdata.bath.ac.uk/551/3/nonlinear%20estimation_USSD.RPF 551 3 3 text/plain other RATS Code for estimating the nonlinear model for the US/Sweden exchange rate en public cc_mit

nonlinear estimation_USSD.RPF

code 9623 5 27606 document 9623 nonlinear estimation_USUK(shadow).RPF text/plain de2cf7261074219db2722729c9c52590 MD5 7272 2018-09-17 13:22:20 https://researchdata.bath.ac.uk/551/4/nonlinear%20estimation_USUK%28shadow%29.RPF 551 4 4 text/plain other RATS Code for estimating the nonlinear model for the US/UK shadow exchange rate. en public cc_mit

nonlinear estimation_USUK(shadow).RPF

code 9624 5 27608 document 9624 nonlinear estimation_USUK.RPF text/plain 2c33adf2de7b93283d701e57d66edb01 MD5 7684 2018-09-17 13:22:32 https://researchdata.bath.ac.uk/551/5/nonlinear%20estimation_USUK.RPF 551 5 5 text/plain other RATS Code for estimating the nonlinear model for the US/UK exchange rate en public cc_mit

nonlinear estimation_USUK.RPF

code archive 1179 disk0/00/00/05/51 2022-09-21 08:11:12 2024-06-13 10:07:29 2022-09-21 08:11:12 data_collection show Wang Rudan R.Wang@bath.ac.uk Coventry University FALSE Morley Bruce B.Morley@bath.ac.uk 0000-0002-7115-2840 University of Bath TRUE Stamatogiannis Michalis 0000-0002-7283-7550 University of Liverpool FALSE Dataset for "Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models" DV0010 dept_economics This dataset contains a compilation of exchange rate data and also data for the Taylor rule for each country covering the UK, Sweden and Australia against the US dollar between 1979 and 2008. It is also for the estimation of the shadow interest rate for the UK and US. It is used with the included set of scripts for estimating a non-linear Taylor rule model for each exchange rate. Results arising from this dataset are published in the paper "Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models". 2018-12-28 University of Bath public RightsHolder University of Bath University of Bath https://doi.org/10.13039/501100000835 The data were selected based on the availability of the data over a sufficiently long time period, resulting in the UK, Australia and Sweden against the US dollar. This also represented a mix of countries with strong stock markets and housing markets. The data were compiled into a single dataset for use and in a form relevant to the Taylor rule model of the exchange rate. All the data is taken secondary online sources. The .rpf files are RATS program files, written for use with RATS 9.2 for Windows (https://estima.com/ratsmain.shtml). 2015 2018 1979 2008 UK, USA, Australia and Sweden en 1 10.15125/BATH-00551 https://doi.org/10.1016/j.ijforecast.2018.07.017 pub open