Optimal debt and equilibrium exchange rates in a Stochastic Environment: An Overview
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Jerome L. Stein, 2004. "Optimal Debt and Equilibrium Exchange Rates in a Stochastic Environment: an Overview," CESifo Working Paper Series 1363, CESifo.
References listed on IDEAS
- Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
- Ralph Bayer & Eran Binenbaum, 2005. "The Hay and the Carrot: A Model of Corporate Sponsoring of Academic Research," Centre for International Economic Studies Working Papers 2005-11, University of Adelaide, Centre for International Economic Studies.
- Christoph Fischer, 2004.
"Real currency appreciation in accession countries: Balassa-Samuelson and investment demand,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(2), pages 179-210, June.
- Fischer, Christoph, 2002. "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Discussion Paper Series 1: Economic Studies 2002,19, Deutsche Bundesbank.
- Fischer, Christoph, 2002. "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," BOFIT Discussion Papers 8/2002, Bank of Finland Institute for Emerging Economies (BOFIT).
- Fleming, Wendell H. & Stein, Jerome L., 2004.
"Stochastic optimal control, international finance and debt,"
Journal of Banking & Finance, Elsevier, vol. 28(5), pages 979-996, May.
- Wendell Fleming & Jerome L. Stein, 2002. "Stochastic Optimal Control, International Finance and Debt," CESifo Working Paper Series 744, CESifo.
- Stein Jerome & Wendell Fleming, 2010. "Stochastic Optimal Control, International Finance and Debt," EcoMod2002 330800063, EcoMod.
- Romain Duval, 2002. "What Do We Know About Long–run Equilibrium Real Exchange Rates? PPPs vs Macroeconomic Approaches," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 382-403, December.
- Stein, Jerome L. & Allen, Polly Reynolds, 1998. "Fundamental Determinants of Exchange Rates," OUP Catalogue, Oxford University Press, number 9780198293064.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kym Anderson & Will Martin & Dominique Mensbrugghe, 2010.
"China, the WTO and the Doha Agenda,"
Palgrave Macmillan Books, in: David Greenaway & Chris Milner & Shujie Yao (ed.), China and the World Economy, chapter 1, pages 1-18,
Palgrave Macmillan.
- Kym Anderson & Will Martin & Dominique van der Mensbrugghe, 2007. "China, the WTO, and the Doha Agenda," Centre for International Economic Studies Working Papers 2007-02, University of Adelaide, Centre for International Economic Studies.
- Rey, Serge, 2009.
"L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
- Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
- Reza Siregar & Ramkishen Rajan, 2006.
"Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature,"
Centre for International Economic Studies Working Papers
2006-04, University of Adelaide, Centre for International Economic Studies.
- Reza Y. Siregar, 2007. "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Working Papers id:1198, eSocialSciences.
- Serge Rey, 2009.
"Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre,"
Working Papers
hal-01880363, HAL.
- Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working papers of CATT hal-01880363, HAL.
- Serge Rey, 2009.
"Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre,"
Working Papers
hal-01880363, HAL.
- Serge REY, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working Papers 5, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2009.
- Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working papers of CATT hal-01880363, HAL.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Balázs Égert & László Halpern & Ronald MacDonald, 2006.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues,"
Journal of Economic Surveys, Wiley Blackwell, vol. 20(2), pages 257-324, April.
- Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers 4809, C.E.P.R. Discussion Papers.
- Balázs Égert & László Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Working Papers 106, Oesterreichische Nationalbank (Austrian Central Bank).
- Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series wp793, William Davidson Institute at the University of Michigan.
- Egert, Balazs & Halpern, Laszlo, 2006.
"Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis,"
Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1359-1374, May.
- Halpern, László & Égert, Balázs, 2005. "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," CEPR Discussion Papers 4869, C.E.P.R. Discussion Papers.
- Bal??zs ??gert & L??szl?? Halpern, 2005. "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," William Davidson Institute Working Papers Series wp769, William Davidson Institute at the University of Michigan.
- Égert, Balázs & Halpern, László, 2005. "Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis," BOFIT Discussion Papers 4/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
- Reza Siregar, 2011.
"The Concepts of Equilibrium Exchange Rate: A Survey of Literature,"
Staff Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp81, April.
- Siregar, Reza, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper 28987, University Library of Munich, Germany.
- Ferdinand Owoundi & Jacques Landry Bikai, 2021. "On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub‐Saharan Africa," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 327-345, July.
- Ian Babetskii & Balázs Égert, 2005.
"Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 232-252, May.
- Ian Babetskii & Balazs Egert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," CERGE-EI Working Papers wp267, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Ian Babetskii & Bal??zs ??gert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," William Davidson Institute Working Papers Series wp781, William Davidson Institute at the University of Michigan.
- Belloc, Marianna & Federici, Daniela, 2010.
"A two-country NATREX model for the euro/dollar,"
Journal of International Money and Finance, Elsevier, vol. 29(2), pages 315-335, March.
- Belloc, Marianna & Federici, Daniela, 2007. "A Two-Country NATREX Model for the Euro/Dollar," MPRA Paper 4046, University Library of Munich, Germany.
- Marianna Belloc & Daniela Federici, 2008. "A Two-Country NATREX Model for the Euro/Dollar," CESifo Working Paper Series 2290, CESifo.
- Rodrigo Caputo G. & Marco Núñez N. & Rodrigo O. Valdés P., 2008.
"Exchange Rate Analysis in Practice,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 61-91, April.
- Rodrigo Caputo & Marco Núñez & Rodrigo Valdés, 2007. "Exchange Rate Analysis in Practice," Working Papers Central Bank of Chile 434, Central Bank of Chile.
- Ondrej Schneider & Jan Zapal, 2006.
"Fiscal Policy in New EU Member States: Go East, Prudent Man!,"
Post-Communist Economies, Taylor & Francis Journals, vol. 18(2), pages 139-166.
- Ondrej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States – Go East, Prudent Man!," CESifo Working Paper Series 1486, CESifo.
- Ondřej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States: Go East, Prudent Man!," Working Papers IES 76, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
- Chen, Xiaoshan & MacDonald, Ronald, 2014.
"Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,"
Stirling Economics Discussion Papers
2014-12, University of Stirling, Division of Economics.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," SIRE Discussion Papers 2015-05, Scottish Institute for Research in Economics (SIRE).
- Frenkel Michael & Koske Isabell, 2012. "Are the Real Exchange Rates of the New EU Member Countries in Line with Fundamentals? – Implications of the NATREX Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(2), pages 129-145, April.
- Kateřina Šmídková & Aleš Bulíř, 2005. "Would Fast Sailing Towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tell Us," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(4), pages 291-316.
- Katerina Smidkova & Ales Bulir, 2004.
"Would Fast Sailing Towards the Euro Be Smooth?: What Fundamental Real Exchange Rates Tell Us About Acceding Economies,"
Macroeconomics
0408002, University Library of Munich, Germany.
- Kateřina Šmídková & Aleš Bulíř, 2004. "Would Fast Sailing towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tells Us about Acceding Economies," Working Papers IES 64, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2004.
- Rey, Serge, 2009.
"L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
- Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
- Chen, Xiaoshan & MacDonald, Ronald, 2015. "Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 20-35.
- Daniela Federici & Giancarlo Gandolfo, 2011.
"The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?,"
CESifo Working Paper Series
3420, CESifo.
- Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers c016_035, DEGIT, Dynamics, Economic Growth, and International Trade.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-05, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Ramos-Herrera María del Carmen, 2022. "How Equilibrium Exchange Rate Misalignments Influence on Economic Growth? Evidence for European Countries," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 199-211, January.
- Roman Horváth, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?," Working Papers IES 75, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
- repec:onb:oenbwp:y::i:106:b:1 is not listed on IDEAS
- Frait, Jan & Komarek, Lubos & Melecky, Martin, 2006.
"The Real Exchange Rate Misalignment in the Five Central European Countries,"
Economic Research Papers
269632, University of Warwick - Department of Economics.
- Frait, Jan & Komarek, Lubos & Meleck, Martin, 2006. "The Real Exchange Rate Misalignment in the Five Central European Countries," The Warwick Economics Research Paper Series (TWERPS) 739, University of Warwick, Department of Economics.
- Saadaoui, Jamel, 2015.
"Global imbalances: Should we use fundamental equilibrium exchange rates?,"
Economic Modelling, Elsevier, vol. 47(C), pages 383-398.
- Jamel Saadaoui, 2013. "Global Imbalances: Should We Use Fundamental Equilibrium Exchange Rates," Working Papers of BETA 2013-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:adl:cieswp:2005-12. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Dmitriy Kvasov (email available below). General contact details of provider: https://edirc.repec.org/data/cieadau.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.