Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Christina Anderl, Guglielmo Maria Caporale
| Year of publication: |
2022
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|---|---|
| Authors: | Anderl, Christina ; Caporale, Guglielmo Maria |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 33.2022, 4, p. 705-749
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| 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://www.econbiz.de/10013455611