C3 - Multiple or Simultaneous Equation Models; Multiple Variables - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:54:14+00:00Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
https://www.bankofcanada.ca/2017/06/staff-working-paper-2017-22/
This paper presents a new testing method for the scapegoat model of exchange rates that aims to tighten the link between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps.2017-06-19T09:10:04+00:00enDetecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals2017-06-19Econometric and statistical methodsExchange ratesInternational financial marketsStaff Working Paper 2017-22https://www.bankofcanada.ca/wp-content/uploads/2017/06/swp2017-22.pdfDetecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic FundamentalsLorenzo PozziBarbara SadabaJune 2017CC3C32FF3F31GG1G15