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Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors

Moon, Seongman - In: East Asian Economic Review (EAER) 22 (2018) 4, pp. 467-505

to generate negative serial dependence of excess returns, while expectational errors models tend to generate positive …

Persistent link: https://www.econbiz.de/10015397979

Foreign exchange return predictability : rational expectations risk premium vs. expectational errors

Moon, Seongman - In: East Asian economic review 22 (2018) 4, pp. 467-505

Persistent link: https://www.econbiz.de/10011998656

On the Determinacy of Monetary Policy under Expectational Errors

Chadha, J.S.; Corrado, L. - Faculty of Economics, University of Cambridge - 2007

Forward looking agents with expectational errors provide a problem for monetary policy. We show that under such …

Persistent link: https://www.econbiz.de/10005783791

On the Determinacy of Monetary Policy under Expectational Errors

Chadha, Jagjit S.; Corrado, Luisa - Centre for Dynamic Macroeconomic Analysis, University … - 2006

Forward looking agents with expectational errors provide a problem for monetary policy. We show that under such … Expectational Errors * Jagjit S. Chadha † BNP Paribas Luisa Corrado ‡ University of Cambridge and University of Rome Tor Vergata … MARCH 2006 REVISED APRIL 2007 ABSTRACT Forward looking agents with expectational errors provide a problem for …

Persistent link: https://www.econbiz.de/10005671101