Regime-specific exchange rate predictability

DOI10.1016/J.JEDC.2025.105095MaRDI QIDQ6920552zbMATH OpenFDO

Authors Joscha Beckmann, Marco Kerkemeier, Robinson Kruse-Becher

Publication date 7 October 2025

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

exchange ratesuncertaintyinterest ratessentimentsthreshold predictive regression

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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