Trend Fundamentals and Exchange Rate Dynamics
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- Florian Huber & Daniel Kaufmann, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Papers wuwp214, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Kaufmann, Daniel, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Paper Series 4808, WU Vienna University of Economics and Business.
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More about this item
KeywordsExchange rate models; Trend inflation; Natural rate of unemployment; Taylor rule; Unobserved components-stochastic volatility model;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-18 (All new papers)
- NEP-CBA-2015-09-18 (Central Banking)
- NEP-MAC-2015-09-18 (Macroeconomics)
- NEP-MON-2015-09-18 (Monetary Economics)
- NEP-OPM-2015-09-18 (Open Economy Macroeconomics)
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