Exchange rate predictability and dynamic Bayesian learning

This is code replicates results in the paper

Beckmann, J, Koop, G., Korobilis, D. and Schüssler, R. (forthcoming). Exchange rate predictability and dynamic Bayesian learning, Journal of Applied Econometrics

Inside the code there is a README file included that will give you further instructions, as well as a copy of the Technical Appendix.

Download code here: bkks-files.zip