Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations

Christina Anderl, Guglielmo Maria Caporale

Year of publication:	2022
Authors:	Anderl, Christina ; Caporale, Guglielmo Maria
Subject:	Asymmetric adjustment \| CVAR (Cointegrated VAR) \| Exchange rate \| Interest rate announcements \| Interest rate expectations \| Nonlinearities \| STCVAR (Smooth Transition Cointegrated VAR) \| UIP \| Zins \| Interest rate \| Wechselkurs \| Kointegration \| Cointegration \| VAR-Modell \| VAR model \| Ankündigungseffekt \| Announcement effect \| Zeitreihenanalyse \| Time series analysis \| Nichtlineare Regression \| Nonlinear regression \| Schätzung \| Estimation \| Geldmenge \| Money supply \| Großbritannien \| United Kingdom \| Rationale Erwartung \| Rational expectations \| Erwartungsbildung \| Expectation formation \| Zinsparität \| Interest rate parity

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s11079-021-09640-8 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013455611