New Evidence on the Puzzles: Monetary Policy and Exchange Rates
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- Haroon Mumtaz & Konstantinos Theodoridis, 2015.
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- Schenkelberg, Heike & Watzka, Sebastian, 2013.
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More about this item
Keywordsvector autoregressions; agnostic identification; forward discount bias puzzle; exchange rate puzzle; monetary policy;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-07-15 (Central Banking)
- NEP-FMK-2006-07-15 (Financial Markets)
- NEP-IFN-2006-07-15 (International Finance)
- NEP-MAC-2006-07-15 (Macroeconomics)
- NEP-MON-2006-07-15 (Monetary Economics)
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