Na_Xie_ReplicationPackage_2025

Mendeley Data2026-04-09 收录

未抛补利率平价

宏观经济预期建模

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https://data.mendeley.com/datasets/sjmrhpgxnf/1 数据链接链接失效反馈

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This is the replication package for the paper, "Expectations and the UIP Puzzles when Foresight is Limited," by Seunghoon Na and Yinxi Xie.

A New Test for Market Efficiency and Uncovered Interest Parity

金融市场效率

未抛补利率平价

We suggest a new single-equation test for Uncovered Interest Parity (UIP) based on a dynamic regression approach. The method provides consistent and asymptotically efficient parameter estimates, and i

NBER2022-11-01 更新110

A Reconsideration of the Uncovered Interest Parity Relationship

未抛补利率平价

外汇市场效率

The paper first presents reasons for viewing the uncovered interest-parity (VIP) relationship as more important, in terms of economic analysis, than the unbiasedness of forward rates as predictors of

NBER1992-07-01 更新80

Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound

未抛补利率平价

零利率下限货币政策

Relying upon a standard New Keynesian DSGE, we propose an explanation for two empirical findings in the international finance literature. First, the unbiasedness hypothesis the proposition that expos

NBER2015-05-01 更新70

The New Fama Puzzle

远期溢价谜题

未抛补利率平价

We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are ze

NBER2018-02-01 更新100

Data for: Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two-Way Unobserved Components

面板数据

未抛补利率平价

Eviews file containing the data and replicating the results of: Herger, Nils (2016), ‘Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two-Way Unobserved Components’, Interna

Mendeley Data2024-01-31 更新80

Na_Xie_ReplicationPackage_2025

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