Replication Package: Exchange rate expectations over longer horizons and the role of monetary policy and uncertainty

Published: 3 July 2026| Version 1 | DOI: 10.17632/msy9m4gmxp.1
Contributors:
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Description

This repository holds the replication package for "Exchange rate expectations over longer horizons and the role of monetary policy and uncertainty". It includes the R code and the datasets to replicate all tables and figures shown in the paper.

Files

Steps to reproduce

See README.txt and EMR_replication.R, all steps are described there. The replication requires the software R.

Institutions

Categories

Economics, Finance

Licence