Exchange rate parities and Taylor rule deviations

This paper investigates the PPP and UIP conditions by taking into account possible nonlinearities as well as the role of Taylor rule deviations under alternative monetary policy frameworks. The analysis is conducted using monthly data from January 1993 to December 2020 for five inflation-targeting c...

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Detalles Bibliográficos
Autores principales: Anderl, Christina, Caporale, Guglielmo Maria
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8749350/
https://www.ncbi.nlm.nih.gov/pubmed/35035060
http://dx.doi.org/10.1007/s00181-021-02192-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8749350/
https://www.ncbi.nlm.nih.gov/pubmed/35035060
http://dx.doi.org/10.1007/s00181-021-02192-3

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