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Can monetary policy cause the uncovered interest parity puzzle?
16 references·0 citing·42 second hop
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2006Optimal simple and implementable monetary and fiscal rules932 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1998Interest-Rate Rules in an Estimated Sticky Price Model562 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 1997Approximate Asymptotic P Values for StructuraS-Change Tests520 cited
  • 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 2008Out-of-sample exchange rate predictability with Taylor rule fundamentals436 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited

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1997
Approximate Asymptotic P Values for Structural-Change Tests
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