New "news" for the news model of the spot exchange rate

为了获得更准确的结果，共识经济学收集的外汇共识预测调查数据从2021年6月延长到2023年1月。经济贸易和工业研究所收集的政策不确定性数据，包括经济政策的不确定性、财政政策的不确定性、货币政策的不确定性、贸易政策的不确定性和汇率政策的不确定性，也从2021年6月延长到2023年1月。为了检验汇率的新闻模型，我们还扩展了从美联储经济数据和日本银行统计数据中收集的3个月国库券利率序列。然后进行了诊断测试和初步测试。

To have more accurate findings, survey data on Foreign Exchange Consensus Forecasts collected from Consensus Economics was extended from June 2021 to January 2023. Policy uncertainties data collected from The Research Institute of Economy, Trade, and Industry, including economics policy uncertainty, fiscal policy uncertainty, monetary policy uncertainty, trade policy uncertainty, and exchange rate policy uncertainty, was also extended from June 2021 to January 2023. To test the news model of the exchange rate, the 3-month treasury bill interest rate series collected from the Federal Reserve Economic Data and Bank of Japan Statistics also had been extended. Diagnostic tests and preliminary tests were then conducted.