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)

Full work available at URL https://doi.org/10.1016/J.JEDC.2025.105095

zbMATH Keywords

exchange ratesinterest ratessentimentsthreshold predictive regressionuncertainty

Mathematics Subject Classification ID

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

Cites work

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