The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules
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NBER Working Paper No. 24059
---- Acknowledgments ----
We are grateful for comments from participants at the conference sponsored by the Global Research Unit of the Department of Economics at the City University of Hong Kong, in May 2017, “Exchange Rate Models for a New Era: Major and Emerging Market Currencies.” We are especially grateful to our discussant, Daniel Law, and to an anonymous referee. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.