On the Effects of Monetary Policy Shocks on Exchange Rates
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More about this item
Keywordsmonetary policy; exchange rate overshooting; forward premium; global vector error correction Model;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
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