Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations |
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Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (English)
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22 February 2023
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UIP
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exchange rate
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nonlinearities
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asymmetric adjustment
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CVaR (Cointegrated VAR)
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STCVAR (Smooth Transition Cointegrated VAR)
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interest rate expectations
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interest rate announcements
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