Can Oil Prices Forecast Exchange Rates?

Domenico Ferraro, Kenneth S. Rogoff, Barbara Rossi

NBER Working Paper No. 17998
Issued in April 2012

---- Acknowledgements -----

We would like to thank K. Sheppard and D. Wang for providing data related to this project, as well as R. Alquist, H. Guay, A. Herrera, M. Chinn, L. Kilian, M. Obstfeld, J. Wright and participants at the 2011 Bank of Canada-ECB conference on “Exchange Rates and Macroeconomic Adjustment”, the 2012 American Economic Association Meetings and the Paris School of Economics for comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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