Connecting Exchange Rates to Fundamentals Under Indeterminacy
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More about this item
Keywords
Exchange rate disconnect; UIP puzzle; Indeterminacy; Bayesian estimation;All these keywords.
JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-OPM-2025-01-13 (Open Economy Macroeconomics)
- NEP-UPT-2025-01-13 (Utility Models and Prospect Theory)
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