Exchange rates, uncovered interest parity, and time-varying Fama regressions
Bowen Fu, Mengheng Li and Qazi Haque (2025)
Journal of Applied Econometrics, Forthcoming.
Journal of Economic Dynamics and Control, Volume 147, February 2023, 104606.[Journal Version] [Working paper].
Is the Slope of the Phillips Curve Time-Varying? Evidence from Unobserved Components Models (2020).
Economic Modelling, Volume 88, June 2020, Pages 320-340 [Journal Version] [Working Paper]
Bubbles and crises: Replicating the Anundsen et al. (2016) results (2019).
Journal of Applied Econometrics, Volume 34, Issue 5, Pages 822-826 [Journal Version] [Working Paper] [Online Appendix]
Estimating Output Gap with the Time-Varying Slope New Keynesian Phillips Curve (with Chenghan Hou and Kelly Trihn)
Trend inflation and structural shocks (with Ivan Mendieta-Muñoz)
Email: fu_bowen@hotmail.com