Contract length, monetary policy and exchange rate variability
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Cited by:
- Paul R. Bergin & Robert C. Feenstra, 2017.
"Pricing-to-Market, Staggered Contracts, and Real Exchange Rate Persistence,"
World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 6, pages 155-185,
World Scientific Publishing Co. Pte. Ltd..
- Bergin, Paul R. & Feenstra, Robert C., 2001. "Pricing-to-market, staggered contracts, and real exchange rate persistence," Journal of International Economics, Elsevier, vol. 54(2), pages 333-359, August.
- Paul R. Bergin & Robert C. Feenstra, "undated". "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Department of Economics 99-01, California Davis - Department of Economics.
- Robert Feenstra & Paul Bergin, 2003. "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Working Papers 219, University of California, Davis, Department of Economics.
- Paul R. Bergin & Robert C. Feenstra, 1999. "Pricing to Market, Staggered Contracts, and Real Exchange Rate Persistence," NBER Working Papers 7026, National Bureau of Economic Research, Inc.
- Kollmann, R., 1996.
"The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation,"
Other publications TiSEM
c9241581-7b87-4f50-ab98-a, Tilburg University, School of Economics and Management.
- Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation," Cahiers de recherche 9614, Universite de Montreal, Departement de sciences economiques.
- Robert Miguel W. K. Kollman, 1997. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," IMF Working Papers 1997/007, International Monetary Fund.
- Kollmann, R., 1996. "The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation," Discussion Paper 1996-67, Tilburg University, Center for Economic Research.
- Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," Cahiers de recherche 9614, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Paul R. Bergin & Robert C. Feenstra, 2017.
"Pricing-to-Market, Staggered Contracts, and Real Exchange Rate Persistence,"
World Scientific Book Chapters,in: International Macroeconomic Interdependence, chapter 6, pages 155-185
World Scientific Publishing Co. Pte. Ltd..
- Bergin, Paul R. & Feenstra, Robert C., 2001. "Pricing-to-market, staggered contracts, and real exchange rate persistence," Journal of International Economics, Elsevier, vol. 54(2), pages 333-359, August.
- Paul R. Bergin & Robert C. Feenstra, "undated". "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Department of Economics 99-01, California Davis - Department of Economics.
- Robert Feenstra & Paul Bergin, 2003. "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Working Papers 991, University of California, Davis, Department of Economics.
- Paul R. Bergin & Robert C. Feenstra, 1999. "Pricing to Market, Staggered Contracts, and Real Exchange Rate Persistence," NBER Working Papers 7026, National Bureau of Economic Research, Inc.
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