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The long-run relationship between real exchange rates and real interest rate differentials : a panel study

MacDonald, Ronald; Nagayasu, Jun - 1999

Persistent link: https://www.econbiz.de/10001369475

On the Japanese yen-US dollar exchange rate : a structural econometric model based on real interest differentials

MacDonald, Ronald - In: Journal of the Japanese and international economies : … 12 (1998) 1, pp. 75-102

Persistent link: https://www.econbiz.de/10001238901

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

The long-run relationship between real exchange rates and real interest rate differentials : a panel study

MacDonald, Ronald; Nagayasu, Jun - In: IMF staff papers 47 (2000) 1, pp. 116-128

Persistent link: https://www.econbiz.de/10001541492

Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - 2013

Persistent link: https://www.econbiz.de/10010259001

Cyclical reaction of fiscal policy and its relationship with the current account balance

Bazzaoui, Lamia; Nagayasu, Jun; MacDonald, Ronald - 2020

Persistent link: https://www.econbiz.de/10012432735

On the Japanese yen-US dollar exchange rate : a structural econometric model based on real interest differentials

MacDonald, Ronald - 1997

Persistent link: https://www.econbiz.de/10013422332

Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate

MacDonald, Ronald; Nagayasu, Jun - Scottish Institute for Research in Economics (SIRE) - 2013

Using survey expectations data and Markov-switching models, this paper evaluates the characteristics and evolution of investors' forecast errors about the yen/dollar exchange rate. Since our model is derived from the uncovered interest rate parity (UIRP) condition and our data cover a period of...

Persistent link: https://www.econbiz.de/10010722681

Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - Economics Department, University of Strathclyde - 2013

Using survey expectations data and Markov-switching models, this paper evaluates the characteristics and evolution of investorsâ€™ forecast errors about the yen/dollar exchange rate. Since our model is derived from the uncovered interest rate parity (UIRP) condition and our data cover a...

Persistent link: https://www.econbiz.de/10011134460

Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of International Money and Finance 53 (2015) C, pp. 1-19

Using survey expectations data and a variant of the uncovered interest rate parity (UIRP), this paper evaluates the relationship between interest rates and investors' forecast errors about the yen/dollar exchange rate. This study therefore is related to the forward premium puzzle and the...

Persistent link: https://www.econbiz.de/10011263945