Jeffrey M. Wrase
Personal Details
First Name: | Jeffrey |
Middle Name: | M. |
Last Name: | Wrase |
Suffix: | |
RePEc Short-ID: | pwr14 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Kerk L. Phillips & Jeff Wrase, 2003.
"Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?,"
GE, Growth, Math methods
0304001, University Library of Munich, Germany.
- Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
- Jeff Wrase & Kerk Phillips, 2004. "Is Schumpeterian Creative Destruction a Plausible Source of Endogenous Real Business Cycle Shocks," Econometric Society 2004 Far Eastern Meetings 428, Econometric Society.
- Keith Sill & Jeff Wrase, 2000.
"Exchange Rates, Monetary Policy Regimes, and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1701, Econometric Society.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates, monetary policy regimes, and beliefs," Working Papers 99-6, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
- Kerk Phillips & Jeffrey M. Wrase, 1999.
"Schumpeterian growth and endogenous business cycles,"
Working Papers
99-20, Federal Reserve Bank of Philadelphia.
- Kerk L. Phillips, 2000. "Schumpeterian Growth and Endogenous Business Cycles," Econometric Society World Congress 2000 Contributed Papers 0706, Econometric Society.
- Bettina Peiers & Jeffrey M. Wrase, 1997. "Dollarization hysteresis and network externalities: theory and evidence from an informal Bolivian credit market," Working Papers 97-21, Federal Reserve Bank of Philadelphia.
- Elvan Ozlu & Don E. Schlagenhauf & Jeffrey M. Wrase, 1996. "Exchange rates and international relative prices and quantities in equilibrium models with alternative preference specifications," Working Papers 96-10, Federal Reserve Bank of Philadelphia.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "A monetary, open-economy model with capital mobility," Discussion Paper / Institute for Empirical Macroeconomics 67, Federal Reserve Bank of Minneapolis.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"Liquidity and real activity in a simple open economy model,"
Discussion Paper / Institute for Empirical Macroeconomics
57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Liquidity and real activity in a simple open economy model," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "Liquidity and real activity in three monetary models," Discussion Paper / Institute for Empirical Macroeconomics 68, Federal Reserve Bank of Minneapolis.
- Seonghwan Oh & Jeffrey Wrase, 1990. "Bank Runs: Speculative Runs and Fundamental Runs," UCLA Economics Working Papers 592, UCLA Department of Economics.
Articles
- Phillips, Kerk L. & Wrase, Jeff, 2006.
"Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
- Jeff Wrase & Kerk Phillips, 2004. "Is Schumpeterian Creative Destruction a Plausible Source of Endogenous Real Business Cycle Shocks," Econometric Society 2004 Far Eastern Meetings 428, Econometric Society.
- Kerk L. Phillips & Jeff Wrase, 2003. "Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?," GE, Growth, Math methods 0304001, University Library of Munich, Germany.
- Jeffrey M. Wrase, 2001. "The interplay between home production and business activity," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 23-29.
- Jeffrey M. Wrase, 1999. "The euro and the European Central Bank," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 3-14.
- Jeffrey M. Wrase, 1998. "Is the Fed being swept out of (monetary) control?," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 3-12.
- Jeffrey M. Wrase, 1997. "Inflation-indexed bonds: how do they work?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-16.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995.
"Liquidity and real activity in a simple open economy model,"
Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "Liquidity and real activity in a simple open economy model," Discussion Paper / Institute for Empirical Macroeconomics 57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don & Wrase, Jeffrey, 1995. "Liquidity Effects and Transactions Technologies: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1461-1471, November.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 155-177, April.
- Wrase, Jeffrey, 1990. "Indicative planning: A direction for theory," Journal of Comparative Economics, Elsevier, vol. 14(4), pages 807-812, December.
- Wrase, Jeffrey, 1988. "Wage rigidity and unemployment : ., Ed.. Baltimore: The Johns Hopkins University Press, 1986. vii + 219 pp., index, $30.00," Journal of Comparative Economics, Elsevier, vol. 12(3), pages 427-432, September.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Kerk L. Phillips & Jeff Wrase, 2003.
"Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?,"
GE, Growth, Math methods
0304001, University Library of Munich, Germany.
- Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
- Jeff Wrase & Kerk Phillips, 2004. "Is Schumpeterian Creative Destruction a Plausible Source of Endogenous Real Business Cycle Shocks," Econometric Society 2004 Far Eastern Meetings 428, Econometric Society.
Cited by:
- Horii, Ryo, 2012.
"Wants and past knowledge: Growth cycles with emerging industries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 220-238.
- Ryo Horii, 2005. "Wants and Past Knowledge: Growth Cycles with Emerging Industries," Development and Comp Systems 0504007, University Library of Munich, Germany, revised 10 Jan 2006.
- Ryo Horii, 2006. "Wants and Past Knowledge: Growth Cycles with Emerging Industries," Discussion Papers in Economics and Business 06-03, Osaka University, Graduate School of Economics.
- Kitlinski, Tobias & Schmidt, Torsten, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 301, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011.
"Practice and Prospects of Medium-term Economic Forecasting,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
- Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Kushal K. Reddy & Vipin P. Veetil, 2023. "Business cycles and the internal dynamics of firms," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 36(1), pages 43-60, March.
- Olaf Posch & Klaus Wälde, 2006.
"Natural volatility, welfare and taxation,"
Working Papers
2007_33, Business School - Economics, University of Glasgow.
- Posch, Olaf & Wälde, Klaus, 2005. "Natural volatility, welfare and taxation," W.E.P. - Würzburg Economic Papers 57, University of Würzburg, Department of Economics.
- Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Computing in Economics and Finance 2006 95, Society for Computational Economics.
- Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
- Olaf Posch & Klaus Wälde, 2006. "Natural Volatility, Welfare and Taxation," CESifo Working Paper Series 1748, CESifo.
- Tom Holden, 2010.
"Products, patents and productivity persistence: A DSGE model of endogenous growth,"
Economics Series Working Papers
512, University of Oxford, Department of Economics.
- Holden, Tom, 2011. "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers 4, CEPREMAP.
- Chase Coleman & Kerk L. Phillips, 2014. "Business Cycle Persistence in a Model with Schumpeterian Growth and Uncorrelated Shocks," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-01, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Frijters, Paul & Antić, Nemanja, 2016. "Can collapsing business networks explain economic downturns?," Economic Modelling, Elsevier, vol. 54(C), pages 289-308.
- Gianfranco Giulioni, 2011. "The product innovation process and GDP dynamics," Journal of Evolutionary Economics, Springer, vol. 21(4), pages 595-618, October.
- Galo Nuño Barrau, 2008. "Schumpeterian Foundations of Real Business Cycles," Working Papers 0805, International Economics Institute, University of Valencia.
- Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
- Giulioni, Gianfranco, 2010. "Endogenous recessions: The creative destruction effect of final product novelty," Economic Modelling, Elsevier, vol. 27(2), pages 516-522, March.
- Filip Rozsypal, 2015. "Schumpeterian business cycles," 2015 Meeting Papers 320, Society for Economic Dynamics.
- Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
- Chase Coleman & Kerk Phillips, 2013. "Can Uncorrelated Shocks Generate Aggregate Autocorrelation?: Business Cycle Persistence in a Model with Endogenous Growth and Fluctuations," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-03, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Keith Sill & Jeff Wrase, 2000.
"Exchange Rates, Monetary Policy Regimes, and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1701, Econometric Society.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates, monetary policy regimes, and beliefs," Working Papers 99-6, Federal Reserve Bank of Philadelphia.
Cited by:
- Ryo Horii & Yoshiyasu Ono, 2006. "Learning, Inflation Cycles, and Depression," Discussion Papers in Economics and Business 06-14, Osaka University, Graduate School of Economics.
- Gerberding, Christina, 2001. "The information content of survey data on expected price developments for monetary policy," Discussion Paper Series 1: Economic Studies 2001,09, Deutsche Bundesbank.
- Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
- Ryo Horii & Yoshiyasu Ono, 2022.
"Financial crisis and slow recovery with Bayesian learning agents,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 578-606, December.
- Ryo Horii & Yoshiyasu Ono, 2020. "Financial Crisis and Slow Recovery with Bayesian Learning Agents," ISER Discussion Paper 1085, Institute of Social and Economic Research, Osaka University.
- Ryo Horii & Yoshiyasu Ono, 2004. "Learning, Liquidity Preference, and Business Cycle," ISER Discussion Paper 0601, Institute of Social and Economic Research, Osaka University.
- Ryo Horii & Yoshiyasu Ono, 2005. "Financial Crisis and Recovery: Learning-based Liquidity Preference Fluctuations," Macroeconomics 0504016, University Library of Munich, Germany.
- Keith Sill & Jeffrey M. Wrase, 1999.
"Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning,"
Working Papers
99-14, Federal Reserve Bank of Philadelphia.
Cited by:
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999.
"Exchange rates and monetary policy regimes in Canada and the U.S,"
Working Papers
99-13, Federal Reserve Bank of Philadelphia.
Cited by:
- Lee, Hsiu-Yun & Chang, Wen-Ya, 2007. "Central bank intervention and exchange rate dynamics: A rationale for the regime-switching process of exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 64-77, March.
- Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Staff Working Papers 03-38, Bank of Canada.
- Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
- David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers 02-30, Bank of Canada.
- Kerk Phillips & Jeffrey M. Wrase, 1999.
"Schumpeterian growth and endogenous business cycles,"
Working Papers
99-20, Federal Reserve Bank of Philadelphia.
- Kerk L. Phillips, 2000. "Schumpeterian Growth and Endogenous Business Cycles," Econometric Society World Congress 2000 Contributed Papers 0706, Econometric Society.
Cited by:
- Pakko Michael R., 2005.
"Changing Technology Trends, Transition Dynamics, and Growth Accounting,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-42, December.
- Michael R. Pakko, 2005. "Changing technology trends, transition dynamics and growth accounting," Working Papers 2000-014, Federal Reserve Bank of St. Louis.
- Md. Qamruzzaman & Wei Jianguo, 2018. "Nexus between financial innovation and economic growth in South Asia: evidence from ARDL and nonlinear ARDL approaches," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-19, December.
- Bettina Peiers & Jeffrey M. Wrase, 1997.
"Dollarization hysteresis and network externalities: theory and evidence from an informal Bolivian credit market,"
Working Papers
97-21, Federal Reserve Bank of Philadelphia.
Cited by:
- Machicado, Carlos Gustavo, 2008.
"Liquidity shocks and the dollarization of a banking system,"
Journal of Macroeconomics, Elsevier, vol. 30(1), pages 369-381, March.
- Carlos Gustavo Machicado, 2006. "Liquidity Shocks and the Dollarization of a Banking System," Development Research Working Paper Series 09/2006, Institute for Advanced Development Studies.
- Nienke Oomes, 2003. "Network Externalities and Dollarization Hysteresis: The Case of Russia," IMF Working Papers 2003/096, International Monetary Fund.
- Anna Krupkina & Alexey Ponomarenko, 2015.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Bank of Russia Working Paper Series
wps7, Bank of Russia.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
- Bernardo X. Fernández Tellería, 2006.
"Dollarization hysteresis network externalities and the "Past legacy" effect: The case of Bolivia,"
Revista de Análisis del BCB, Banco Central de Bolivia, vol. 9(1), pages 7-64, December.
- Bernardo X. Fernández Tellería, 2007. "Dollarization hysteresis, network externalities and the “past legacy” effect: the case of Bolivia," Monetaria, CEMLA, vol. 0(2), pages 167-217, marzo-abr.
- Mariya Hake & Fernando Lopez-Vicente & Luis Molina, 2014.
"Do the Drivers of Loan Dollarization Differ between CESEE and Latin America? A Meta-Analysis,"
Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-35.
- Mariya Hake & Fernando López-Vicente & Luis Molina, 2014. "Do the drivers of loan dollarisation differ between cesee and Latin America? a meta-analysis," Working Papers 1406, Banco de España.
- Mengdi Song, 2018. "Network Effects of Countries’ Exchange Rate Regime Choices: A Spatial Analysis," Open Economies Review, Springer, vol. 29(5), pages 1061-1093, November.
- Henry Vargas Campos & Jacqueline Zamora Bolaños, 2007. "Proyección de inflación en una economía pequeña y abierta usando modelos de estado espacio con cambio de régimen: caso de Costa Rica," Monetaria, CEMLA, vol. 0(2), pages 133-166, marzo-abr.
- Carlos Montoro & Eduardo Moreno, 2007. "Regla fiscal estructural y el ciclo del producto," Monetaria, CEMLA, vol. 0(2), pages 107-132, marzo-abr.
- Henrik Müller, 1999. "From dollarisation to euroisation," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 34(6), pages 286-296, November.
- Georgy Idrisov & Lev Freinkman, 2009. "Modeling the Currency Structure of Bank Deposits: Does the Ratchet Effect Matter?," Working Papers 0005, Gaidar Institute for Economic Policy, revised 2009.
- John Duffy & Maxim Nikitin, 2004.
"Dollarization Traps,"
Econometric Society 2004 North American Summer Meetings
456, Econometric Society.
- John Duffy & Maxim Nikitin, 2004. "Dollarization Traps," Econometric Society 2004 Latin American Meetings 196, Econometric Society.
- Kamin, Steven B. & Ericsson, Neil R., 2003. "Dollarization in post-hyperinflationary Argentina," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 185-211, April.
- Machicado, Carlos Gustavo, 2008.
"Liquidity shocks and the dollarization of a banking system,"
Journal of Macroeconomics, Elsevier, vol. 30(1), pages 369-381, March.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"A monetary, open-economy model with capital mobility,"
Discussion Paper / Institute for Empirical Macroeconomics
67, Federal Reserve Bank of Minneapolis.
Cited by:
- Lawrence J. Christiano & Martin S. Eichenbaum, 1992. "Liquidity effects, the monetary transmission mechanism, and monetary policy," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 16(Nov), pages 2-14.
- Vittorio Grilli & Nouriel Roubini, 1995.
"Liquidity Models in Open Economies: Theory and Empirical Evidence,"
Working Papers
95-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Grilli, Vittorio & Roubini, Nouriel, 1996. "Liquidity models in open economies: Theory and empirical evidence," European Economic Review, Elsevier, vol. 40(3-5), pages 847-859, April.
- Nouriel Roubini & Vittorio Grilli, 1995. "Liquidity Models in Open Economies: Theory and Empirical Evidence," NBER Working Papers 5313, National Bureau of Economic Research, Inc.
- Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
- Martin S. Eichenbaum & Charles L. Evans, 1992. "Some empirical evidence on the effects of monetary policy shocks on exchange rates," Working Paper Series, Macroeconomic Issues 92-32, Federal Reserve Bank of Chicago.
- Kollmann, Robert, 1996.
"Incomplete asset markets and the cross-country consumption correlation puzzle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 945-961, May.
- Robert Kollmann, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," ULB Institutional Repository 2013/7640, ULB -- Universite Libre de Bruxelles.
- Christian Zimmermann, 1994.
"International Business Cycles and Exchange Rates,"
Cahiers de recherche CREFE / CREFE Working Papers
33, CREFE, Université du Québec à Montréal, revised Jul 1997.
- Zimmermann, Christian, 1999. "International Business Cycles and Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 7(4), pages 682-698, November.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"Liquidity and real activity in a simple open economy model,"
Discussion Paper / Institute for Empirical Macroeconomics
57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Liquidity and real activity in a simple open economy model," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
- Christian Zimmermann, 1996. "Business Cycles and Exchange Rate Regimes," Cahiers de recherche CREFE / CREFE Working Papers 45, CREFE, Université du Québec à Montréal.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992.
"Relative price movements in dynamic general equilibrium models of international trade,"
Working Papers (Old Series)
9213, Federal Reserve Bank of Cleveland.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Relative Price Movements in Dynamic General Equilibrium Models of International Trade," NBER Working Papers 4243, National Bureau of Economic Research, Inc.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Relative Price Movements in Dynamic General Equilibrium Models of International Trade," Working Papers 92-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993.
"International Business Cycles: Theory and Evidence,"
Working Papers
93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," NBER Working Papers 4493, National Bureau of Economic Research, Inc.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 155-177, April.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"Liquidity and real activity in a simple open economy model,"
Discussion Paper / Institute for Empirical Macroeconomics
57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Liquidity and real activity in a simple open economy model," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
Cited by:
- Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series 121, Sveriges Riksbank (Central Bank of Sweden).
- 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.
- 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.
- 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.
- 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.
- 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.
- Maurice Obstfeld, 1997.
"Open-economy Macroeconomics: Developments In Theory And Policy,"
Working Paper
958, Economics Department, Queen's University.
- Maurice Obstfeld, 1998. "Open‐Economy Macroeconomics: Developments in Theory and Policy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 247-275, March.
- Maurice Obstfeld, 1999. "Open-Economy Macroeconomics, Developments in Theory and Policy," NBER Working Papers 6319, National Bureau of Economic Research, Inc.
- Alvarez, Fernando & Atkeson, Andrew, 1997.
"Money and exchange rates in the Grossman-Weiss-Rotemberg model,"
Journal of Monetary Economics, Elsevier, vol. 40(3), pages 619-640, December.
- Fernando Alvarez & Andrew Atkeson, 1996. "Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model," NBER Working Papers 5678, National Bureau of Economic Research, Inc.
- Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth, 2004.
"Overshooting and Exchange Rate Disconnect Puzzle: A Reappraisal,"
Macroeconomics
0410001, University Library of Munich, Germany.
- Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2004. "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 615-643, June.
- Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth, 2004. "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Post-Print hal-02878003, HAL.
- Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2003. "Overshooting and the exchange rate disconnect puzzle: a reappraisal," CEPREMAP Working Papers (Couverture Orange) 0305, CEPREMAP.
- Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008.
"Limited participation and exchange rate dynamics: Does theory meet the data?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics: does theory meet the data?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1).
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?," Documents de recherche 03-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Kollmann, Robert, 2001.
"The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation,"
Journal of International Economics, Elsevier, vol. 55(2), pages 243-262, December.
- Robert Kollmann, 2001. "The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation," ULB Institutional Repository 2013/7630, ULB -- Universite Libre de Bruxelles.
- de Blas, Beatriz, 2010.
"Exchange rate dynamics in economies with portfolio rigidities,"
International Review of Economics & Finance, Elsevier, vol. 19(3), pages 366-382, June.
- Beatriz de-Blas-Pérez, 2005. "Exchange rate dynamics in economies with portfolio rigidities," Working Papers 0532, Banco de España.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2000.
"Money, interest rates, and exchange rates with endogenously segmented markets,"
Staff Report
278, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2002. "Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 73-112, February.
- Paul R. Bergin, "undated".
"Monetary Policy, Investment Dynamics, And The Intertemporal Approach To The Current Account,"
Department of Economics
97-13, California Davis - Department of Economics.
- Michael Magill & Kristin Van Gaasback & Paul Bergin, 2003. "Monetary Policy, Investment Dynamics, And The Intertemporal Approach To The Current Account," Working Papers 110, University of California, Davis, Department of Economics.
- Elvan Ozlu & Don E. Schlagenhauf & Jeffrey M. Wrase, 1996. "Exchange rates and international relative prices and quantities in equilibrium models with alternative preference specifications," Working Papers 96-10, Federal Reserve Bank of Philadelphia.
- Ho, W.-M.Wai-Ming, 2004. "The liquidity effects of foreign exchange intervention," Journal of International Economics, Elsevier, vol. 63(1), pages 179-208, May.
- David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010. "Monetary Policy and the Uncovered Interest Parity Puzzle," NBER Working Papers 16218, National Bureau of Economic Research, Inc.
- García-Cicco, Javier & Kawamura, Enrique, 2014.
"Central bank liquidity management and “unconventional” monetary policies,"
LSE Research Online Documents on Economics
123165, London School of Economics and Political Science, LSE Library.
- Javier García-Cicco & Enrique Kawamura, 2014. "Central Bank Liquidity Management and “Unconventional” Monetary Policies," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2014), pages 39-87, June.
- Kawamura, Enrique & García-Cicco, Javier, 2014. "Central Bank Liquidity Management and "Unconventional" Monetary Policies," IDB Publications (Working Papers) 6334, Inter-American Development Bank.
- Javier García-Cicco & Enrique Kawamura, 2014. "Central Bank Liquidity Management and “Unconventional” Monetary Policies," Research Department Publications IDB-WP-484, Inter-American Development Bank, Research Department.
- Hau, Harald, 2009.
"The Exchange Rate Effect of Multi-Currency Risk Arbitrage,"
CEPR Discussion Papers
7348, C.E.P.R. Discussion Papers.
- Hau, Harald, 2014. "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 304-331.
- Harald Hau, 2012. "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series 12-07, Swiss Finance Institute.
- Kerk L. Phillips, 2000.
"Schumpeterian Growth and Endogenous Business Cycles,"
Econometric Society World Congress 2000 Contributed Papers
0706, Econometric Society.
- Kerk Phillips & Jeffrey M. Wrase, 1999. "Schumpeterian growth and endogenous business cycles," Working Papers 99-20, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999.
"Exchange rates, monetary policy regimes, and beliefs,"
Working Papers
99-6, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeff Wrase, 2000. "Exchange Rates, Monetary Policy Regimes, and Beliefs," Econometric Society World Congress 2000 Contributed Papers 1701, Econometric Society.
- Cooley, Thomas & Quadrini, Vincenzo, 2002. "Common Currencies versus Monetary Independence," CEPR Discussion Papers 3436, C.E.P.R. Discussion Papers.
- Raquel Fonseca Benito & Lise Patureau & Thepthida Sopraseuth, 2008.
"Divergence in Labor Market Institutions and International Business Cycles,"
Working Papers
WR-562, RAND Corporation.
- Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2008. "Divergence in Labor Market Institutions and International Business Cycles," THEMA Working Papers 2008-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2009. "Divergence in Labor Market Institutions and International Business Cycles," Annals of Economics and Statistics, GENES, issue 95-96, pages 279-314.
- Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
- Martin S. Eichenbaum & Charles L. Evans, 1992. "Some empirical evidence on the effects of monetary policy shocks on exchange rates," Working Paper Series, Macroeconomic Issues 92-32, Federal Reserve Bank of Chicago.
- Carlstrom, C.T. & Fuerst, T.S., 1999.
"Optimal Monetary Policy in a Small Open Economy: a General Equilbirium Analysis,"
Papers
9911, London School of Economics - Centre for Labour Economics.
- Charles Carlstrom & Timothy Fuerst, 2000. "Optimal Monetary Policy in a Small Open Economy: A General Equilibrium Analysis," Working Papers Central Bank of Chile 70, Central Bank of Chile.
- Charles T. Carlstrom & Timothy S. Fuerst, 1999. "Optimal monetary policy in a small, open economy: a general-equilibrium analysis," Working Papers (Old Series) 9911, Federal Reserve Bank of Cleveland.
- Charles T. Carlstrom & Timothy S. Fuerst, 2002. "Optimal Monetary Policy in a Small, Open Economy: A General Equilibrium Analysis," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 10, pages 275-298, Central Bank of Chile.
- Harold L. Cole & Lee E. Ohanian, 1997. "Shrinking money and monetary business cycles," Working Papers 579, Federal Reserve Bank of Minneapolis.
- Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2005.
"Time-varying risk, interest rates and exchange rates in general equilibrium,"
Working Papers
627, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009. "Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 851-878.
- Robert Kollmann, 1995.
"Consumption, real exchange rates and the structure of international asset markets,"
ULB Institutional Repository
2013/7642, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 1995. "Consumption, real exchange rates and the structure of international asset markets," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 191-211, April.
- Kollmann, R., 1992. "Consumption, Real Exchange Rates and the Structure of International Asset Markets," Cahiers de recherche 9232, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kollmann, R., 1992. "Consumption, Real Exchange Rates and the Structure of International Asset Markets," Cahiers de recherche 9232, Universite de Montreal, Departement de sciences economiques.
- Kerk L. Phillips & Jeff Wrase, 2003.
"Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?,"
GE, Growth, Math methods
0304001, University Library of Munich, Germany.
- Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
- Jeff Wrase & Kerk Phillips, 2004. "Is Schumpeterian Creative Destruction a Plausible Source of Endogenous Real Business Cycle Shocks," Econometric Society 2004 Far Eastern Meetings 428, Econometric Society.
- Collard, Fabrice & Dellas, Harris, 2002.
"Exchange rate systems and macroeconomic stability,"
Journal of Monetary Economics, Elsevier, vol. 49(3), pages 571-599, April.
- Dellas, Harris & Collard, Fabrice, 2001. "Exchange Rate Systems and Macroeconomic Stability," CEPR Discussion Papers 2768, C.E.P.R. Discussion Papers.
- Kim, Soyoung & Roubini, Nouriel, 2000. "Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 561-586, June.
- Alves, Nuno, 2008. "The mechanics of a monetary union with segmented financial markets," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 346-368, March.
- Christian Zimmermann, 1994.
"International Business Cycles and Exchange Rates,"
Cahiers de recherche CREFE / CREFE Working Papers
33, CREFE, Université du Québec à Montréal, revised Jul 1997.
- Zimmermann, Christian, 1999. "International Business Cycles and Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 7(4), pages 682-698, November.
- Cook, David, 1999. "The liquidity effect and money demand," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 377-390, April.
- Lawrence J. Christiano, 1998.
"Solving dynamic equilibrium models by a method of undetermined coefficients,"
Working Papers (Old Series)
9804, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano, 1998. "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," NBER Technical Working Papers 0225, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J, 2002. "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 21-55, October.
- Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
- de Blas, Beatriz, 2008. "International Transmission of Shocks under Financial Frictions: Some Implications for International Business Cycle Comovement," Working Papers in Economic Theory 2008/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2000.
"Money, interest rates, and exchange rates with endogenously segmented asset markets,"
Working Papers
605, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2000. "Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets," NBER Working Papers 7871, National Bureau of Economic Research, Inc.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"Liquidity and real activity in a simple open economy model,"
Discussion Paper / Institute for Empirical Macroeconomics
57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Liquidity and real activity in a simple open economy model," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
- Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006.
"The Returns to Currency Speculation,"
2006 Meeting Papers
864, Society for Economic Dynamics.
- Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," NBER Working Papers 12489, National Bureau of Economic Research, Inc.
- Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig & Kleshchelski, Isaac, 2006. "The Returns to Currency Speculation," CEPR Discussion Papers 5883, C.E.P.R. Discussion Papers.
- Christian Zimmermann, 1996. "Business Cycles and Exchange Rate Regimes," Cahiers de recherche CREFE / CREFE Working Papers 45, CREFE, Université du Québec à Montréal.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "A monetary, open-economy model with capital mobility," Discussion Paper / Institute for Empirical Macroeconomics 67, Federal Reserve Bank of Minneapolis.
- Gregory P. Hopper, 1997. "What determines the exchange rate: economic factors or market sentiment?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 17-29.
- Cole, Harold L. & Ohanian, Lee E., 2002. "Shrinking money: the demand for money and the nonneutrality of money," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 653-686, May.
- Ozlu, Elvan, 1996. "Aggregate economic fluctuations in endogenous growth models," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 27-47.
- Jung, Yongseung, 2000. "Nominal Rigidities, Monetary Policy and Exchange Rates in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 541-580, October.
- Chung, Kyuil, 2009. "Does the liquidity effect guarantee a positive term premium?," Economic Modelling, Elsevier, vol. 26(5), pages 893-903, September.
- Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 1994. "The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds," NBER Working Papers 4699, National Bureau of Economic Research, Inc.
- Elvan Ozlu, 1998. "Aggregate fluctuations in a monetary two-sector endogenous growth model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 85-101, March.
- Nuno Alves, 2003. "The Distribution of Liquidity in a Monetary Union with Different Portfolio Rigidities," Working Papers w200306, Banco de Portugal, Economics and Research Department.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
- Dudley Cooke, 2012. "Optimal monetary policy in a two country model with firm-level heterogeneity," Globalization Institute Working Papers 104, Federal Reserve Bank of Dallas.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 155-177, April.
- Ho, Wai-Ming, 2008. "The welfare implications of foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1360-1382, December.
- Harold L. Cole & Lee E. Ohanian, 1998. "The demand for money and the nonneutrality of money," Staff Report 246, Federal Reserve Bank of Minneapolis.
- Ravn, Morten O., 1997. "International business cycles in theory and in practice," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 255-283, April.
- Finn, Mary G., 1999. "An equilibrium theory of nominal and real exchange rate comovement," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 453-475, December.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992.
"Liquidity and real activity in three monetary models,"
Discussion Paper / Institute for Empirical Macroeconomics
68, Federal Reserve Bank of Minneapolis.
Cited by:
- Dotsey, Michael & Ireland, Peter, 1995.
"Liquidity Effects and Transactions Technologies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1441-1457, November.
- Michael Dotsey & Peter N. Ireland, 1994. "Liquidity effects and transactions technologies," Proceedings, Federal Reserve Bank of Cleveland, pages 1441-1471.
- Michael Dotsey & Peter N. Ireland, 1993. "Liquidity effects and transactions technologies," Working Paper 93-01, Federal Reserve Bank of Richmond.
- Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
- W. Douglas McMillin & William D. Lastrapes, 2001. "Cross-Country Variation in the Liquidity Effect," Departmental Working Papers 2001-04, Department of Economics, Louisiana State University.
- Dotsey, Michael & Ireland, Peter, 1995.
"Liquidity Effects and Transactions Technologies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1441-1457, November.
Articles
- Phillips, Kerk L. & Wrase, Jeff, 2006.
"Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
See citations under working paper version above.
- Jeff Wrase & Kerk Phillips, 2004. "Is Schumpeterian Creative Destruction a Plausible Source of Endogenous Real Business Cycle Shocks," Econometric Society 2004 Far Eastern Meetings 428, Econometric Society.
- Kerk L. Phillips & Jeff Wrase, 2003. "Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?," GE, Growth, Math methods 0304001, University Library of Munich, Germany.
- Jeffrey M. Wrase, 2001.
"The interplay between home production and business activity,"
Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 23-29.
Cited by:
- Yunfang Hu & Kazuo Mino, 2010. "Analysis of Fiscal Shocks in a Small Open Economy with Home Production," DEGIT Conference Papers c015_009, DEGIT, Dynamics, Economic Growth, and International Trade.
- Blankenau, William & Kose, M. Ayhan, 2007.
"How Different Is The Cyclical Behavior Of Home Production Across Countries?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(1), pages 56-78, February.
- Mr. Ayhan Kose & William Blankenau, 2006. "How Different Is the Cyclical Behavior of Home Production Across Countries?," IMF Working Papers 2006/046, International Monetary Fund.
- William Blankenau and M. Ayhan Kose, 2001. "How different is the cyclical behavior of home production across countries?," Computing in Economics and Finance 2001 117, Society for Computational Economics.
- Jeffrey M. Wrase, 1998.
"Is the Fed being swept out of (monetary) control?,"
Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 3-12.
Cited by:
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Oscar Jorda & Selva Demiralp, 2003.
"The Pavlovian Response of Term Rates to Fed Announcements,"
Working Papers
192, University of California, Davis, Department of Economics.
- Selva Demiralp & Òscar Jordà, 2001. "The Pavlovian response of term rates to Fed announcements," Finance and Economics Discussion Series 2001-10, Board of Governors of the Federal Reserve System (U.S.).
- Selva Demiralp & Oscar Jorda, "undated". "The Pavlovian Response of Term Rates to Fed Announcements," Department of Economics 99-06, California Davis - Department of Economics.
- Oscar Jorda & Paul Bergin, 2003.
"Monetary Policy Coordination: A New Empirical Approach,"
Working Papers
313, University of California, Davis, Department of Economics.
- Paul R. Bergin & Oscar Jorda, "undated". "Monetary Policy Coordination: A New Empirical Approach," Department of Economics 01-02, California Davis - Department of Economics.
- Nautz, Dieter & Schmidt, Sandra, 2008.
"Monetary Policy Implementation and the Federal Funds Rate,"
ZEW Discussion Papers
08-025, ZEW - Leibniz Centre for European Economic Research.
- Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
- Dutkowsky, Donald H. & VanHoose, David D., 2011. "Interest on bank reserves and optimal sweeping," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2491-2497, September.
- Hester,D.D., 2002. "U.S. banking in the last fifty years : growth and adaptation," Working papers 19, Wisconsin Madison - Social Systems.
- Paul Bennett & Stavros Peristiani, 2002. "Are U.S. reserve requirements still binding?," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 53-68.
- Richard G. Anderson & Suresh K. Nair, 2005. "A specialized inventory problem in banks: optimizing retail sweeps," Working Papers 2005-023, Federal Reserve Bank of St. Louis.
- Nippani, Srinivas & Pennathur, Anita K., 2004. "Day-of-the-week effects in commercial paper yield rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 508-520, September.
- Jeffrey M. Wrase, 1997.
"Inflation-indexed bonds: how do they work?,"
Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-16.
Cited by:
- Simón Sosvilla-Rivero & Emma García, "undated". "Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?," Working Papers 2003-15, FEDEA.
- Schulz, Rainer, 2000. "Hedging the standard of living via cost of living index futures," SFB 373 Discussion Papers 2000,93, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Madureira, Leonardo, 2007. "The ex ante real rate and inflation premium under a habit consumption model," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 355-382, June.
- Lioui, Abraham & Poncet, Patrice, 2005. "General equilibrium pricing of CPI derivatives," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1265-1294, May.
- Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009. "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series 09-09, Luxembourg School of Finance, University of Luxembourg.
- Ricardo Selves & Marcin Stamirowski, 2011. "Including linkers in a sovereign bond portfolio: an HJM approach," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 111-137, Bank for International Settlements.
- Maria Farrugia & Glenn Formosa & Joseph Julian Pace, 2018. "Inflation-linked Bonds: An Introduction," CBM Working Papers WP/05/2018, Central Bank of Malta.
- Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995.
"Liquidity and real activity in a simple open economy model,"
Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June.
See citations under working paper version above.
- Don E. Schlagenhauf & Jeffrey M. Wrase, 1992. "Liquidity and real activity in a simple open economy model," Discussion Paper / Institute for Empirical Macroeconomics 57, Federal Reserve Bank of Minneapolis.
- Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995.
"Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models,"
Journal of International Money and Finance, Elsevier, vol. 14(2), pages 155-177, April.
Cited by:
- Pedro Gomis-Porqueras & Timothy Kam & Christopher J. Waller, 2015.
"Nominal Exchange Rate Determinacy Under the Threat of Currency Counterfeiting,"
Working Papers
2015-28, Federal Reserve Bank of St. Louis.
- Pedro Gomis-Porqueras & Timothy Kam & Christopher Waller, 2017. "Nominal Exchange Rate Determinacy under the Threat of Currency Counterfeiting," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 256-273, April.
- Jill A. Holman & Felix K. Rioja, 1999.
"International transmission of anticipated inflation under alternative exchange-rate regimes,"
Research Working Paper
99-04, Federal Reserve Bank of Kansas City.
- Holman, Jill A. & Rioja, Felix K., 2001. "International transmission of anticipated inflation under alternative exchange-rate regimes," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 497-519, August.
- Kim, Duhyeong, 2023. "International effects of quantitative easing and foreign exchange intervention," Journal of International Economics, Elsevier, vol. 145(C).
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
- de Blas, Beatriz, 2010.
"Exchange rate dynamics in economies with portfolio rigidities,"
International Review of Economics & Finance, Elsevier, vol. 19(3), pages 366-382, June.
- Beatriz de-Blas-Pérez, 2005. "Exchange rate dynamics in economies with portfolio rigidities," Working Papers 0532, Banco de España.
- Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010.
"Money, Capital And Exchange Rate Fluctuations,"
ANU Working Papers in Economics and Econometrics
2010-534, Australian National University, College of Business and Economics, School of Economics.
- Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013. "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 329-353, February.
- Elvan Ozlu & Don E. Schlagenhauf & Jeffrey M. Wrase, 1996. "Exchange rates and international relative prices and quantities in equilibrium models with alternative preference specifications," Working Papers 96-10, Federal Reserve Bank of Philadelphia.
- Ho, W.-M.Wai-Ming, 2004. "The liquidity effects of foreign exchange intervention," Journal of International Economics, Elsevier, vol. 63(1), pages 179-208, May.
- Keith Sill & Jeffrey M. Wrase, 1999.
"Exchange rates, monetary policy regimes, and beliefs,"
Working Papers
99-6, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeff Wrase, 2000. "Exchange Rates, Monetary Policy Regimes, and Beliefs," Econometric Society World Congress 2000 Contributed Papers 1701, Econometric Society.
- Timothy Kam & Pere Gomis-Porqueras & Christopher J. Waller, 2013. "Breaking the Kareken and Wallace Indeterminacy Result," ANU Working Papers in Economics and Econometrics 2013-613, Australian National University, College of Business and Economics, School of Economics.
- Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Staff Working Papers 03-38, Bank of Canada.
- Neumann, Rebecca & Holman, Jill & Alm, James, 2009. "Globalization and tax policy," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 193-211, August.
- Joaquim Pina, 2009. "Do international spillovers matter for long run neutrality?," Economics Bulletin, AccessEcon, vol. 29(3), pages 1570-1587.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
- Ho, Wai-Ming, 2008. "The welfare implications of foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1360-1382, December.
- Pedro Gomis-Porqueras & Timothy Kam & Christopher J. Waller, 2015.
"Nominal Exchange Rate Determinacy Under the Threat of Currency Counterfeiting,"
Working Papers
2015-28, Federal Reserve Bank of St. Louis.
- Wrase, Jeffrey, 1990.
"Indicative planning: A direction for theory,"
Journal of Comparative Economics, Elsevier, vol. 14(4), pages 807-812, December.
Cited by:
- Helmuth Cremer & Jacques Crémer, 1993. "L'apport des théories économiques récentes à la planification indicative," Revue Économique, Programme National Persée, vol. 44(1), pages 57-74.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (2) 2003-04-21 2004-10-30
- NEP-IFN: International Finance (2) 1999-08-04 2000-01-31
- NEP-MAC: Macroeconomics (2) 2003-04-21 2004-10-30
- NEP-MON: Monetary Economics (2) 1999-08-04 2000-01-31
- NEP-CMP: Computational Economics (1) 2000-03-12
- NEP-ENT: Entrepreneurship (1) 2004-10-30
- NEP-ETS: Econometric Time Series (1) 2000-01-31
- NEP-INO: Innovation (1) 2000-01-31
- NEP-PKE: Post Keynesian Economics (1) 1999-08-04
- NEP-TID: Technology and Industrial Dynamics (1) 2000-01-31
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