Rules-based Optimal Mitigation of Economic Uncertainty: Dataset

Published: 9 January 2023| Version 1 | DOI: 10.17632/pkwnm438t7.1
Contributor:
Pei-Tha Gan

Description

The dataset (i.e., economic uncertainty index, anti-economic uncertainty index, and the target changes of the exchange rate and the interest rate) is for the article 'Rules-based Optimal Mitigation of Economic Uncertainty' published in the Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2023.

Files

Steps to reproduce

By using the specifications illustrated in the article 'Rules-based Optimal Mitigation of Economic Uncertainty', the dataset, namely economic uncertainty index, anti-economic uncertainty index, and the target changes of the exchange rate and the interest rate, can be computed.

Institutions

Universiti Malaya, Universiti Pendidikan Sultan Idris

Categories

Interest Rate, Exchange Rate, Targeting, Economic Uncertainty, Optimal Control Theory

Licence