Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Year of publication: |
April 2021
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Authors: | Anderl, Christina ; Caporale, Guglielmo Maria |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | UIP | exchange rate | nonlinearities | asymmetric adjustment | CVAR (Cointegrated VAR) | CVSTAR (Cointegrated Smooth Transition VAR) | interest rate expectations | interest rate announcements | Zins | Interest rate | Kointegration | Cointegration | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zinsparität | Interest rate parity | Ankündigungseffekt | Announcement effect | Erwartungsbildung | Expectation formation | Geldmenge | Money supply |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 9027 (2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/235397 [Handle] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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