Forward guidance and the exchange rate: empirical evidence

Nurlankul, Aruzhan (A.A. 2021/2022) Forward guidance and the exchange rate: empirical evidence. Tesi di Laurea in Advanced macroeconomics, Luiss Guido Carli, relatore Facundo Piguillem Juan, pp. 32. [Master's Degree Thesis]

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Abstract/Index

Literature review. Data source. Descriptive statistics. Estimation framework. Empirical findings. OLS specification. Extracting the surprise component using SPD. The effects of dispersion. Identification-through-censoring technique. Timing of the effect. Discussion.

References

Bibliografia: pp. 24-25.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Advanced macroeconomics
Thesis Supervisor: Piguillem Juan, Facundo
Thesis Co-Supervisor: Michelacci, Claudio
Academic Year: 2021/2022
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 29 Sep 2022 13:34
Last Modified: 29 Sep 2022 13:34
URI: https://tesi.luiss.it/id/eprint/33503

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