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Two-country Model and Foreign Exchange Dynamics

Author

Listed:
  • Talmain, Gabriel

Abstract

We establish the nature of the dynamics of the exchange rate in a two country model with heterogenous firms a la Abadir and Talmain (2002).

Suggested Citation

  • Talmain, Gabriel, 2017. "Two-country Model and Foreign Exchange Dynamics," MPRA Paper 85192, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:85192
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    File URL: https://mpra.ub.uni-muenchen.de/85192/1/MPRA_paper_85192.pdf
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    References listed on IDEAS

    as
    1. Cook, David & Devereux, Michael B, 2016. "Exchange rate flexibility under the zero lower bound," Journal of International Economics, Elsevier, vol. 101(C), pages 52-69.
    2. Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(4), pages 749-779.
    3. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    General Equilibrium; Exchange Rate Models; Exchange Rate Dynamics.;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

    NEP fields

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