Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Luis Antonio Molinas, Jane M. Binner and Meng Tong
| Year of publication: |
2023
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| Authors: | Molinas, Luis Antonio ; Binner, Jane M. ; Tong, Meng |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 7, p. 780-799
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| Subject: | Bayesian vector autoregression | exchange rates | Forecasting | sticky price | uncovered interest rate | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zins | Interest rate | Geldmenge | Money supply | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Zinsparität | Interest rate parity | Prognose | Forecast | Preisrigidität | Price stickiness | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2124120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014322555