Testing Uncovered Interest Parity at Short and Long Horizons During the Post-Bretton Woods Era

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Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010, methodology): “After substituting (25) and (26) into the Bellman equation Vt+k = Et+kVt+k+1, we have”
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle (2012, unknown): “I model this as an exogenous stochastic process, which is the sum of unobserved 1Among recent studies see Chinn and Frankel (2002), Gourinchas and Tornell (2004), Chinn and Meredith (2005), Verdelhan (2008) and Burnside et al. (2008).”
Inflation and exchange rate pass-through (2019, background): “Monetary policy easing can also lead to currency depreciations, as a declining interest rate differential with the rest of the world tends to put downward pressure on the domestic currency (Chinn and Meredith 2005; Engel 2016).”