New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
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- Scholl, Almuth & Uhlig, Harald, 2008. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
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More about this item
Keywords
vector autoregressions; agnostic identification; forward discount bias puzzle; exchange rate puzzle; exchange rates; monetary policy;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2005-10-29 (Central Banking)
- NEP-IFN-2005-10-29 (International Finance)
- NEP-MAC-2005-10-29 (Macroeconomics)
- NEP-MON-2005-10-29 (Monetary Economics)
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