Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
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- Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules," Working Papers 362011, Hong Kong Institute for Monetary Research.
- Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," CESifo Working Paper Series 3577, CESifo.
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Citations
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Cited by:
- Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James, 2012.
"The Determinants of Australian Exchange Rate: A Time Series Analysis,"
EconStor Preprints
65665, ZBW - Leibniz Information Centre for Economics.
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More about this item
Keywords
Taylor Rule; Exchange Rate Determination; Mean Squared Prediction Error; Direction of Change; Foreign Exchange Risk Premium;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-10-15 (Central Banking)
- NEP-MON-2011-10-15 (Monetary Economics)
- NEP-OPM-2011-10-15 (Open Economy Macroeconomics)
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