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Uncovered interest parity

Author: Peter Isard; International Monetary Fund.; IMF Institute.
Publisher: [Washington, D.C.] : International Monetary Fund, IMF Institute, 2006.
Series: IMF working paper, WP/06/96.
Edition/Format:   eBook : International government publication : EnglishView all editions and formats
Database:WorldCat
Summary:
This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and discusses different interpretations of the evidence and the implications for macroeconomic analysis. The uncovered interest parity assumption has been an important building block in multiperiod models of open  Read more...
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Details

Genre/Form: Electronic books
Material Type: Government publication, International government publication, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Peter Isard; International Monetary Fund.; IMF Institute.
ISBN: 1283101262 9781283101264
OCLC Number: 698585636
Notes: "April 2006."
Description: 1 online resource (12 p.)
Series Title: IMF working paper, WP/06/96.
Responsibility: prepared by Peter Isard.

Abstract:

This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and discusses different interpretations of the evidence and the implications for macroeconomic analysis. The uncovered interest parity assumption has been an important building block in multiperiod models of open economies, and although its validity is strongly challenged by the empirical evidence, at least at short time horizons, its retention in macroeconomic models is supported on pragmatic grounds by the lack of much empirical support for existing models of the exchange risk premium.

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