The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules
收藏NBER2017-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w24059
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资源简介：
Recent research has found that the Taylor-rule fundamentals have power to forecast changes in U.S. dollar exchange rates out of sample. Our work casts some doubt on that claim. However, we find strong evidence of a related in-sample anomaly. When we include U.S. inflation in the well-known uncovered
提供机构：
美国国家经济研究局
创建时间：
2017-11-01
