NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
loading...

Identifying Exchange Rate Common Factors

Ryan Greenaway-McGrevy, Donggyu Sul, Nelson Mark, Jyh-Lin Wu

NBER Working Paper No. 23726
Issued in August 2017

---- Acknowledgments ----

Some of the work was performed while Mark was a Visiting Fellow at the HKIMR (Hong Kong Institute for Monetary Research) and the Federal Reserve Bank of St. Louis. Research support provided by these institutions is gratefully acknowledged. This is a revision of a paper originally circulated in March 2012 under the title ‘Exchange Rates as Exchange Rate Common Factors.’ We have benefitted from comments by seminar participants at Michigan State University and the Bank of Canada. Thoughtful comments and suggestions from two anonymous referees helped us to improve the paper. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us