𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Country-Specific Risk Premium, Taylor Rules, and Exchange Rates

✍ Scribed by Barbara Annicchiarico; Alessandro Piergallini

Book ID
111056429
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
194 KB
Volume
40
Category
Article
ISSN
0391-5026

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Taylor rules and the Canadian–US equilib
Taylor rules and the Canadian–US equilibrium exchange rate
✍ Tino Berger; Bernd Kempa πŸ“‚ Article πŸ“… 2012 πŸ› Elsevier Science 🌐 English βš– 677 KB

This paper identifies the Canadian–US equilibrium exchange rate based on a simple structural model of the real exchange rate, in which monetary policy follows a Taylor-rule interest rate reaction function. The exchange rate is explained by relative output and inflation as observable variables, and b