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Exchange rate disconnect in general equilibrium
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As found by EconAcademics.org, the blog aggregator for Economics research:- Exchange Rate Disconnect in General Equilibrium
by Christian Zimmermann in NEP-DGE blog on 2017-05-22 00:58:55
Citations
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Cited by:
- Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023.
"The COVID-19 recession on both sides of the Atlantic: A model-based comparison,"
European Economic Review, Elsevier, vol. 158(C).
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison," European Economy - Discussion Papers 191, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," LIDAM Discussion Papers IRES 2023014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023.
"Information flows and the law of one price,"
International Review of Financial Analysis, Elsevier, vol. 85(C).
- Rui Fan & Oleksandr Talavera & Vu Tran, 2022. "Information flows and the law of one price," Discussion Papers 22-05, Department of Economics, University of Birmingham.
- Joao Ayres & Constantino Hevia & Juan Pablo Nicolini, 2021.
"Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith,"
Working Papers
89, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Pablo Nicolini & Constantino Hevia & Joao Ayres, 2021. "Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith," Department of Economics Working Papers 2021_04, Universidad Torcuato Di Tella.
- Ayres, JoaÞo & Hevia, Constantino & Nicolini, Juan Pablo, 2021. "Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith," IDB Publications (Working Papers) 11873, Inter-American Development Bank.
- Joao Ayres & Constantino Hevia & Juan Pablo Nicolini, 2021. "Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith," Working Papers 781, Federal Reserve Bank of Minneapolis.
- Oleg Itskhoki & Dmitry Mukhin, 2022.
"Sanctions and the Exchange Rate,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(3), pages 148-151, May.
- Oleg Itskhoki & Dmitry Mukhin, 2022. "Sanctions and the Exchange Rate," NBER Working Papers 30009, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg & Mukhin, Dmitry, 2022. "Sanctions and the exchange rate," LSE Research Online Documents on Economics 115564, London School of Economics and Political Science, LSE Library.
- Itskhoki, Oleg & Mukhin, Dmitry, 2022. "Sanctions and the Exchange Rate," CEPR Discussion Papers 17277, C.E.P.R. Discussion Papers.
- Oleg Itskhoki & Dmitry Mukhin, 2022. "Sanctions and the Exchange Rate," Discussion Papers 2206, Centre for Macroeconomics (CFM).
- Montoro, Carlos & Ortiz, Marco, 2023. "The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Vito Cormun & Kim Ristolainen, 2024.
"Exchange Rate Narratives,"
Discussion Papers
167, Aboa Centre for Economics.
- Cormun, Vito & Ristolainen, Kim, 2024. "Exchange rate narratives," Bank of Finland Research Discussion Papers 11/2024, Bank of Finland.
- Xing Guo & Pablo Ottonello & Diego J. Perez, 2023.
"Monetary Policy and Redistribution in Open Economies,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 191-241.
- Xing Guo & Pablo Ottonello & Diego J. Perez, 2020. "Monetary Policy and Redistribution in Open Economies," NBER Working Papers 28213, National Bureau of Economic Research, Inc.
- Xing Guo & Pablo Ottonello & Diego Perez, 2022. "Monetary Policy and Redistribution in Open Economies," Staff Working Papers 22-6, Bank of Canada.
- Wenjie Li & Chun Luo & Yiwei He & Yu Wan & Hongbo Du, 2023. "Estimating Inter-Regional Freight Demand in China Based on the Input–Output Model," Sustainability, MDPI, vol. 15(12), pages 1-16, June.
- Raheem, Ibrahim, 2020. "Global financial cycles and exchange rate forecast: A factor analysis," MPRA Paper 105358, University Library of Munich, Germany.
- Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020.
"International Portfolio Choice with Frictions: Evidence from Mutual Funds,"
CEPR Discussion Papers
14898, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series 20-46, Swiss Finance Institute.
- Malamud, Semyon & Schrimpf, Paul, 2018.
"An Intermediation-Based Model of Exchange Rates,"
CEPR Discussion Papers
13182, C.E.P.R. Discussion Papers.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 24-01, Swiss Finance Institute.
- Semyon Malamud & Andreas Schrimpf, 2018. "An intermediation-based model of exchange rates," BIS Working Papers 743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Kocięcki, Andrzej & Kolasa, Marcin, 2023.
"A solution to the global identification problem in DSGE models,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Andrzej Kocięcki & Marcin Kolasa, 2022. "A solution to the global identification problem in DSGE models," Working Papers 2022-01, Faculty of Economic Sciences, University of Warsaw.
- Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
- Zhengyang Jiang, 2024. "Exorbitant Privilege: A Safe-Asset View," CESifo Working Paper Series 11279, CESifo.
- Flaccadoro, Marco, 2024.
"Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada,"
Journal of International Economics, Elsevier, vol. 148(C).
- Marco Flaccadoro, 2022. "Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada," Temi di discussione (Economic working papers) 1368, Bank of Italy, Economic Research and International Relations Area.
- Ayres, Joao & Hevia, Constantino & Nicolini, Juan Pablo, 2020.
"Real exchange rates and primary commodity prices,"
Journal of International Economics, Elsevier, vol. 122(C).
- Juan Nicolini & Constantino Hevia & Joao Ayres, 2015. "Real Exchange Rates and Commodity Prices," 2015 Meeting Papers 182, Society for Economic Dynamics.
- Joao Ayres & Constantino Hevia & Juan Pablo Nicolini, 2019. "Real Exchange Rates and Primary Commodity Prices," Staff Report 584, Federal Reserve Bank of Minneapolis.
- Ayres, JoaÞo & Hevia, Constantino & Nicolini, Juan Pablo, 2019. "Real Exchange Rates and Primary Commodity Prices," IDB Publications (Working Papers) 10021, Inter-American Development Bank.
- Joao Ayres & Constantino Hevia & Juan Pablo Nicolini, 2017. "Real Exchange Rates and Primary Commodity Prices," Working Papers 743, Federal Reserve Bank of Minneapolis.
- Martin Bodenstein & Pablo A. Cuba-Borda & Nils M. Gornemann & Ignacio Presno & Andrea Prestipino & Albert Queraltó & Andrea Raffo, 2023.
"Global Flight to Safety, Business Cycles, and the Dollar,"
International Finance Discussion Papers
1381, Board of Governors of the Federal Reserve System (U.S.).
- Martin Bodenstein & Pablo A. Cuba-Borda & Nils M. Gornemann & Ignacio Presno & Andrea Prestipino & Albert Queraltó & Andrea Raffo, 2023. "Global Flight to Safety, Business Cycles, and the Dollar," Working Papers 799, Federal Reserve Bank of Minneapolis.
- Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020.
"Will the Secular Decline in Exchange Rate and Inflation Volatility Survive COVID-19?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(3 (Fall)), pages 279-332.
- Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020. "Will the Secular Decline In Exchange Rate and Inflation Volatility Survive COVID-19?," NBER Working Papers 28108, National Bureau of Economic Research, Inc.
- Ilzetzki, Ethan & Reinhart, Carmen M. & Rogoff, Kenneth S., 2020. "Will the secular decline in exchange rate and inflation volatility survive COVID-19?," LSE Research Online Documents on Economics 116982, London School of Economics and Political Science, LSE Library.
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Dr. Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Paymon Khorrami & Alexander K. Zentefis, 2020. "Arbitrage and Beliefs," CESifo Working Paper Series 8490, CESifo.
- Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2022.
"Can sticky portfolios explain international capital flows and asset prices?,"
Journal of International Economics, Elsevier, vol. 136(C).
- Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," CEPR Discussion Papers 16772, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," Swiss Finance Institute Research Paper Series 21-80, Swiss Finance Institute.
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019.
"Exchange Rate Reconnect,"
NBER Working Papers
26046, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020. "Exchange Rate Reconnect," CEPR Discussion Papers 13869, C.E.P.R. Discussion Papers.
- Curran, Michael & Velic, Adnan, 2019.
"Real exchange rate persistence and country characteristics: A global analysis,"
Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
- Michael Patrick Curran & Adnan Velic, 2016. "Real Exchange Rate Persistence and Country Characteristics," Villanova School of Business Department of Economics and Statistics Working Paper Series 31, Villanova School of Business Department of Economics and Statistics.
- Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
- Bernabe Lopez‐Martin, 2022.
"Firm Export Dynamics And The Exchange Rate: A Quantitative Exploration,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1137-1163, August.
- López-Martín Bernabé, 2019. "Firm Export Dynamics and the Exchange Rate A Quantitative Exploration," Working Papers 2019-05, Banco de México.
- Bernabe Lopez-Martin, 2022. "Firm Export Dynamics and the Exchange Rate: A Quantitative Exploration," Working Papers Central Bank of Chile 935, Central Bank of Chile.
- Georgiadis, Georgios & Schumann, Ben, 2021.
"Dominant-currency pricing and the global output spillovers from US dollar appreciation,"
Journal of International Economics, Elsevier, vol. 133(C).
- Georgios Georgiadis & Ben Schumann, 2019. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," GRU Working Paper Series GRU_2019_021, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgios Georgiadis & Ben Schumann, 2019. "Dominant-Currency Pricing and the Global Output Spillovers from U.S. Dollar Appreciation," Globalization Institute Working Papers 368, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Schumann, Ben, 2019. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," Working Paper Series 2308, European Central Bank.
- Bacchetta, Philippe & van Wincoop, Eric, 2021.
"Puzzling exchange rate dynamics and delayed portfolio adjustment,"
Journal of International Economics, Elsevier, vol. 131(C).
- Philippe Bacchetta & Eric van Wincoop, 2018. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers 675, Society for Economic Dynamics.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series 19-35, Swiss Finance Institute.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers 26259, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers 13839, C.E.P.R. Discussion Papers.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
"Global trends in interest rates,"
Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021.
"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers 24439, National Bureau of Economic Research, Inc.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3621, Stanford University, Graduate School of Business.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2019. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3775, Stanford University, Graduate School of Business.
- Shaojun Zhang, 2021.
"Limited Risk Sharing and International Equity Returns,"
Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.
- Zhang, Shaojun, 2016. "Limited Risk Sharing and International Equity Returns," Working Paper Series 2016-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Candian, Giacomo, 2019.
"Information frictions and real exchange rate dynamics,"
Journal of International Economics, Elsevier, vol. 116(C), pages 189-205.
- Giacomo Candian, 2016. "Information Frictions and Real Exchange Rate Dynamics," EcoMod2016 9106, EcoMod.
- Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021.
"International business cycles: Information matters,"
Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2018. "International business cycles: Information matters," THEMA Working Papers 2018-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2019. "International Business Cycles: Information Matters," Working Papers 2019-03, CEPII research center.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2021. "International business cycles: Information matters," Post-Print hal-03679001, HAL.
- Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
- Christensen, Jens H. E. & Zhang, Xin, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 434, Sveriges Riksbank (Central Bank of Sweden).
- Koijen, Ralph & Yogo, Motohiro, 2020.
"Exchange Rates and Asset Prices in a Global Demand System,"
CEPR Discussion Papers
14874, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," Working Papers 2020-33, Princeton University. Economics Department..
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," NBER Working Papers 27342, National Bureau of Economic Research, Inc.
- Pedrono, Justine, 2022. "The currency channel of the global bank leverage cycle," Journal of International Money and Finance, Elsevier, vol. 126(C).
- Oleg Itskhoki & Dmitry Mukhin, 2021.
"Exchange Rate Disconnect in General Equilibrium,"
Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2183-2232.
- Oleg Itskhoki & Dmitry Mukhin, 2017. "Exchange Rate Disconnect in General Equilibrium," NBER Working Papers 23401, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Exchange rate disconnect in general equilibrium," LSE Research Online Documents on Economics 112140, London School of Economics and Political Science, LSE Library.
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022. "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers 22-14, Federal Reserve Bank of Cleveland.
- Simone Auer, 2023.
"Financial globalization and monetary transmission,"
Review of International Economics, Wiley Blackwell, vol. 31(2), pages 721-760, May.
- Simone Meier, 2013. "Financial globalization and monetary transmission," Globalization Institute Working Papers 145, Federal Reserve Bank of Dallas.
- Meier, Simone, 2013. "Financial Globalization and Monetary Transmission," Dynare Working Papers 26, CEPREMAP.
- Simone Meier, 2013. "Financial Globalization and Monetary Transmission," Working Papers 2013-03, Swiss National Bank.
- Corbo, Vesna & Di Casola, Paola, 2018. "Conditional exchange rate pass-through: evidence from Sweden," Working Paper Series 352, Sveriges Riksbank (Central Bank of Sweden).
- Egemen Eren & Semyon Malamud, 2018.
"Dominant Currency Debt,"
Swiss Finance Institute Research Paper Series
18-55, Swiss Finance Institute.
- Malamud, Semyon & Eren, Egemen, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud, 2019. "Dominant currency debt," BIS Working Papers 783, Bank for International Settlements.
- Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
- Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022.
"Managing macroeconomic fluctuations with flexible exchange rate targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Jonas Heipertz & Ilian Mihov & Ana Maria Santacreu, 2017. "Managing Macroeconomic Fluctuations with Flexible Exchange Rate Targeting," Working Papers 2017-028, Federal Reserve Bank of St. Louis, revised 16 Jan 2022.
- Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.
- Oleg Itskhoki, 2021.
"The Story of the Real Exchange Rate,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 423-455, August.
- Oleg Itskhoki, 2020. "The Story of the Real Exchange Rate," NBER Working Papers 28225, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg, 2020. "The Story of the Real Exchange Rate," CEPR Discussion Papers 15572, C.E.P.R. Discussion Papers.
- Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
- Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.
- Ortiz, Marco & Herrera, Gerardo & Perez, Fernando, 2022. "The shine beneath: foreign exchange intervention in resource-rich economies," MPRA Paper 116208, University Library of Munich, Germany.
- Engel, Charles & Wu, Steve Pak Yeung, 2023.
"Forecasting the U.S. Dollar in the 21st Century,"
Journal of International Economics, Elsevier, vol. 141(C).
- Engel, Charles & Wu, Steve Pak Yeung, 2021. "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers 15915, C.E.P.R. Discussion Papers.
- Charles Engel & Steve Pak Yeung Wu, 2021. "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers 28447, National Bureau of Economic Research, Inc.
- Matsuyama, Kiminori & Ushchev, Philip, 2020. "Constant Pass-Through," CEPR Discussion Papers 15475, C.E.P.R. Discussion Papers.
- Kumhof, Michael & Sokol, Andrej & Rungcharoenkitkul, Phurichai, 2020.
"How Does International Capital Flow?,"
CEPR Discussion Papers
15526, C.E.P.R. Discussion Papers.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2021. "How Does International Capital Flow?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242328, Verein für Socialpolitik / German Economic Association.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
- Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020. "How does international capital flow?," BIS Working Papers 890, Bank for International Settlements.
- Philippe Bacchetta & Eric Van Wincoop, 2017.
"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
Cahiers de Recherches Economiques du Département d'économie
17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Bacchetta, Philippe & van Wincoop, Eric, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers 11983, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
- Justine Pedrono, 2022. "The Currency Channel of the Global Bank Leverage Cycle," Working papers 870, Banque de France.
- Fang, Xiang & Liu, Yang, 2021. "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, vol. 141(1), pages 217-233.
- Davis, J. Scott & Van Wincoop, Eric, 2018.
"Globalization and the increasing correlation between capital inflows and outflows,"
Journal of Monetary Economics, Elsevier, vol. 100(C), pages 83-100.
- J. Scott Davis & Eric van Wincoop, 2017. "Globalization and the Increasing Correlation between Capital Inflows and Outflows," NBER Working Papers 23671, National Bureau of Economic Research, Inc.
- J. Scott Davis & Eric Van Wincoop, 2017. "Globalization and the Increasing Correlation between Capital Inflows and Outflows," Globalization Institute Working Papers 323, Federal Reserve Bank of Dallas.
- Kollmann, Robert, 2021. "The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model," Economics Letters, Elsevier, vol. 209(C).
- López-Martín Bernabé & Ramírez de Aguilar Alberto & Sámano Daniel, 2018.
"Fiscal Policy and Inflation: Understanding the Role of Expectations in Mexico,"
Working Papers
2018-18, Banco de México.
- López-Martín, Bernabé & Ramírez de Aguilar, Alberto & Samano, Daniel, 2018. "Fiscal Policy and Inflation: Understanding the Role of Expectations in Mexico," IDB Publications (Working Papers) 9025, Inter-American Development Bank.
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024.
"The international spillovers of synchronous monetary tightening,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
- Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024.
"Exchange rates and political uncertainty: the Brexit case,"
Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
- P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mukhin, Dmitry, 2022. "An equilibrium model of the international price system," LSE Research Online Documents on Economics 112500, London School of Economics and Political Science, LSE Library.
- Kamalyan, Hayk & Davtyan, Vahagn, 2022. "Exchange Rate Uncertainty and Business Cycle Fluctuations," MPRA Paper 113443, University Library of Munich, Germany.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2018.
"Quantifying the Benefits of Labor Mobility in a Currency Union,"
NBER Working Papers
25347, National Bureau of Economic Research, Inc.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2018. "Quantifying the Benefits of Labor Mobility in a Currency Union," Working Papers 671, Research Seminar in International Economics, University of Michigan.
- Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020. "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 107(C).
- Du, Wenxin & Im, Joanne & Schreger, Jesse, 2018. "The U.S. Treasury Premium," Journal of International Economics, Elsevier, vol. 112(C), pages 167-181.
- Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2022.
"The euro area’s pandemic recession: A DSGE-based interpretation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Roberta Cardani & Olga Croitorov & Massimo Giovannini & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2021. "The Euro Area's Pandemic Recession: A DSGE-Based Interpretation," European Economy - Discussion Papers 153, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Zhe Chen & Michael B. Devereux & Beverly Lapham, 2017.
"The Canadian border and the US dollar: The impact of exchange rate changes on US retailers,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1525-1555, December.
- Zhe Chen & Michael B. Devereux & Beverly Lapham, 2017. "The Canadian border and the US dollar: The impact of exchange rate changes on US retailers," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1525-1555, December.
- Emi Nakamura & Jón Steinsson, 2018.
"Identification in Macroeconomics,"
Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 59-86, Summer.
- Emi Nakamura & Jón Steinsson, 2017. "Identification in Macroeconomics," NBER Working Papers 23968, National Bureau of Economic Research, Inc.
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