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Complex Dynamics of the Real Exchange Rate in an Open Macroeconomic Model

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  • Chen, Shikuan

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  • Chen, Shikuan, 1999. "Complex Dynamics of the Real Exchange Rate in an Open Macroeconomic Model," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 493-508, July.
    • Handle: RePEc:eee:jmacro:v:21:y:1999:i:3:p:493-508
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    1. Grandmont, Jean-Michel, 1985. "On Endogenous Competitive Business Cycles," Econometrica, Econometric Society, vol. 53(5), pages 995-1045, September.
    2. Calvo, Guillermo A & Rodriguez, Carlos Alfredo, 1977. "A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 617-625, June.
    3. Jeffrey A. Frankel & Richard Meese, 1987. "Are Exchange Rates Excessively Variable?," NBER Chapters, in: NBER Macroeconomics Annual 1987, Volume 2, pages 117-162, National Bureau of Economic Research, Inc.
    4. Liviatan, Nissan, 1981. "Monetary Expansion and Real Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1218-1227, December.
    5. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    6. Grandmont, Jean-michel, 1989. "Keynesian issues and economic theory," CEPREMAP Working Papers (Couverture Orange) 8907, CEPREMAP.
    7. Boldrin, Michele & Woodford, Michael, 1990. "Equilibrium models displaying endogenous fluctuations and chaos : A survey," Journal of Monetary Economics, Elsevier, vol. 25(2), pages 189-222, March.
    8. Frenkel, Jacob A. & Rodriguez, Carlos A., 1980. "Exchange Rate Dynamics and Overshooting Hypothesis," Foerder Institute for Economic Research Working Papers 275323, Tel-Aviv University > Foerder Institute for Economic Research.
    9. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
    10. Marshall, Alfred, 1879. "The Pure Theory of Foreign Trade," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, number marshall1879.
    11. anonymous, 1985. "Developments in the international economy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 48, febuary.
    12. Chen, Chau-nan & Tsaur, Tien-wang & Liu, Shun-chieh, 1989. "Currency Substitution, Foreign Inflation, and Terms-of-Trade Dynamics," Journal of Political Economy, University of Chicago Press, vol. 97(4), pages 955-964, August.
    13. Woodford, Michael, 1986. "Stationary sunspot equilibria in a finance constrained economy," Journal of Economic Theory, Elsevier, vol. 40(1), pages 128-137, October.
    14. repec:bla:scandj:v:91:y:1989:i:2:p:265-93 is not listed on IDEAS
    15. Barnett,William A. & Geweke,John & Shell,Karl (ed.), 1989. "Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity," Cambridge Books, Cambridge University Press, number 9780521355636, October.
    16. Egon Sohmen, 1957. "Demand Elasticities and the Foreign-Exchange Market," Journal of Political Economy, University of Chicago Press, vol. 65(5), pages 431-431.
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    Cited by:

    1. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," CESifo Working Paper Series 3420, CESifo.
    2. Federici, Daniela & Gandolfo, Giancarlo, 2012. "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 670-681.

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