Showing 1 - 10 of 11,231
This paper re-investigates the implications of monetary policy rules on changes in exchange rate, in a risk … macroeconomic fundamentals, together with the time varying currency risk premia and exchange rate forecast errors. -- Exchange Rate …
Persistent link: https://www.econbiz.de/10009244259
between risk and uncertainty is implemented by applying the Gilboa-Schmeidler (1989) maxmin with multiple priors framework to …
Persistent link: https://www.econbiz.de/10013122330
Cross-country estimates of Taylor rules suggest that higher data uncertainty is associated with a more inertial behavior of interest rates. Data uncertainty is measured by the volatility of differences between real-time data and their revisions. Using a simple structural model with Kalman filter...
Persistent link: https://www.econbiz.de/10013242211
Persistent link: https://www.econbiz.de/10000890127
Persistent link: https://www.econbiz.de/10003888281
Euro area (Germany, France, Italy and Spain), the UK and the USA. The result are very different for the countries …
Persistent link: https://www.econbiz.de/10003485609
Persistent link: https://www.econbiz.de/10003461294
Persistent link: https://www.econbiz.de/10011487253
Persistent link: https://www.econbiz.de/10010483130
Persistent link: https://www.econbiz.de/10003145776