Can monetary policy cause the uncovered interest parity puzzle?

Keyphrases

• Change of Direction 33%
• Empirical Validity 33%
• Exchange Rate Returns 33%
• Futures Exchange 33%
• Global Financial Crisis 33%
• Inflation 100%
• Interest Rate Differential 33%
• Long-term Data Series 33%
• Macroeconomic Models 33%
• Monetary Policy 100%
• Monetary Policy Rules 100%
• Policy Rate 33%
• Positive Slope 33%
• Rule Types 33%
• Slope Coefficient 100%
• Taylor Rule 33%
• UIP Puzzle 33%
• Uncovered Interest Parity Puzzle 100%

Economics, Econometrics and Finance

• Futures Exchange 25%
• Interest Rate Parity 100%
• Interest Rate Policy 25%
• Taylor Rule 25%