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Exchange Rate Dynamics, Learning and Misperception / Pierre-Olivier Gourinchas, Aaron Tornell.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Gourinchas, Pierre-Olivier.
Contributor:
National Bureau of Economic Research.
Tornell, Aaron.
Series:
Working Paper Series (National Bureau of Economic Research) no. w9391.
NBER working paper series no. w9391
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2002.
Summary:
We propose a new explanation for the forward-premium and the delayed-overshooting puzzles. Both puzzles arise from a systematic under-reaction of short-term interest rate forecasts to current innovations. Accordingly, the forward premium is always a biased predictor of future depreciation; the bias can be so severe as to lead to negative coeffcients in the 'Fama' regression; delayed overshooting may or may not occur depending upon the persistence of interest rate innovations and the degree of under-reaction; lastly, for G-7 countries against the U.S., these puzzles can be rationalized for values of the model's parameters that match empirical estimates
Notes:
Print version record
December 2002.

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