New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates

Journal of International Economics

Volumn 76, Issue 1, 2008, Pages 1-13

  Scholl, Almuth ^a   Uhlig, Harald ^b  

^a GOETHE UNIVERSITY   (Germany)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Agnostic identification; Delayed overshooting; Exchange rates; Forward discount puzzle; Monetary policy; Vector autoregressions

Indexed keywords

ECONOMIC CONDITIONS; EXCHANGE RATE; FINANCIAL SYSTEM; IDENTIFICATION METHOD; MONETARY POLICY; VECTOR AUTOREGRESSION;

EID: 48849102886     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2008.02.005     Document Type: Article

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