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Some empirical evidence on the effects of monetary policy shocks on exchange rates
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- Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- repec:hum:wpaper:sfb649dp2005-059 is not listed on IDEAS
- Carlo Altavilla, 2003.
"Assessing monetary rules performance across EMU countries,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 131-151.
- Carlo Altavilla, 2001. "Assessing Monetary Rules Performance across EMU Countries," International Economics Working Papers Series ces0108, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Clarida, Richard H, 2001.
"The Empirics of Monetary Policy Rules in Open Economies,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 315-323, October.
- Richard Clarida, 2001. "The Empirics of Monetary Policy Rules in Open Economies," NBER Working Papers 8603, National Bureau of Economic Research, Inc.
- Barry Eichengreen., 1993.
"International Monetary Arrangements for the 21st Century,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-021, University of California at Berkeley.
- Eichengreen, Barry, 1993. "International Monetary Arrangements for the 21st Century," Center for International and Development Economics Research (CIDER) Working Papers 233202, University of California-Berkeley, Department of Economics.
- Frankel, Jeffrey, 1995.
"How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?,"
Center for International and Development Economics Research (CIDER) Working Papers
233420, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc.
- Jeffrey Frankel., 1995. "How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?," Center for International and Development Economics Research (CIDER) Working Papers C95-058, University of California at Berkeley.
- Barry Eichengreen., 1994.
"History and Reform of the International Monetary System,"
Center for International and Development Economics Research (CIDER) Working Papers
C94-041, University of California at Berkeley.
- Eichengreen, Barry, 1994. "History and Reform of the International Monetary System," Center for International and Development Economics Research (CIDER) Working Papers 233391, University of California-Berkeley, Department of Economics.
- Luca Dedola & Sylvain Leduc, 1999. "On exchange rate regimes, exchange rate fluctuations, and fundamentals," Working Papers 99-16, 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.
- Gabriele Galati & Corrinne Ho, 2001. "Macroeconomic news and the euro/dollar exchange rate," BIS Working Papers 105, Bank for International Settlements.
- 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.
- Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
- Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 1-18.
- Landry, Anthony, 2009.
"Expectations and exchange rate dynamics: A state-dependent pricing approach,"
Journal of International Economics, Elsevier, vol. 78(1), pages 60-71, June.
- Anthony Landry, 2006. "Expectations and exchange rate dynamics: a state-dependent pricing approach," Working Papers 0604, Federal Reserve Bank of Dallas.
- Dedola, Luca & Leduc, Sylvain, 2001.
"Why Is the Business-Cycle Behaviour of Fundamentals Alike across Exchange-Rate Regimes?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 401-419, October.
- Sylvain Leduc, 2000. "Why Is the Business Cycle Behavior of Fundamentals Alike Across Exchange Rate Regimes?," Econometric Society World Congress 2000 Contributed Papers 1843, Econometric Society.
- Luca Dedola & Sylvain Leduc, 2001. "Why Is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?," Working Papers 53, Oesterreichische Nationalbank (Austrian Central Bank).
- Luca Dedola & Sylvain Leduc, 2001. "Why is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?," Temi di discussione (Economic working papers) 411, Bank of Italy, Economic Research and International Relations Area.
- Cavaglia, Stefano M. F. G. & Wolff, Christian C. P., 1996. "A note on the determinants of unexpected exchange rate movements," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 179-188, January.
- Mr. Yongseung Jung & Woon Gyu Choi, 2003. "Optimal Monetary Policy in a Small Open Economy with Habit Formation and Nominal Rigidities," IMF Working Papers 2003/005, International Monetary Fund.
- Ajax R. B. Moreira & Dani Gamerman, 2015. "Bayesian Analysis of Econometric Time Series Models Using Hybrid Integration Rules," Discussion Papers 0105, Instituto de Pesquisa Econômica Aplicada - IPEA.
- 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.
- Ndung'u, N.S., 1999. "Monetary and Exchange Rate Policy in Kenya," Papers 94, African Economic Research Consortium.
- David E. Altig & Alan C. Stockman, 1998. "Sources of business cycles in Korea and the United States," Working Papers (Old Series) 9820, Federal Reserve Bank of Cleveland.
- Christopher A. Sims, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-120, Winter.
- John E. Floyd, 1998. "Monetary Policy and the Real Exchange Rate: Some Evidence," Working Papers floyd-98-02, University of Toronto, Department of Economics.
- Chae-Deug Yi, 2003. "An Empirical Analysis of Ricardian Equivalence on Real Exchange Rate and Current Account: Korea," International Economic Journal, Taylor & Francis Journals, vol. 17(4), pages 61-83.
- 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.
- 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.
- Nouriel Roubini & Vittorio Grilli, 1995. "Liquidity Models in Open Economies: Theory and Empirical Evidence," NBER Working Papers 5313, National Bureau of Economic Research, Inc.
- Barry Eichengreen., 1993.
"Prerequisites for International Monetary Stability,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-018, University of California at Berkeley.
- Eichengreen, Barry, 1993. "Prerequisites for International Monetary Stability," Center for International and Development Economics Research (CIDER) Working Papers 233199, University of California-Berkeley, Department of Economics.
- Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013.
"Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate,"
Journal of Applied Economics, Universidad del CEMA, vol. 16, pages 71-99, May.
- Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013. "Assessment of Models to Forecast Exchange Rates: The Quetzal-U.S. Dollar Exchange Rate," Journal of Applied Economics, Taylor & Francis Journals, vol. 16(1), pages 71-99, May.
- Richard H. Clarida & Mark Gertler, 1997.
"How the Bundesbank Conducts Monetary Policy,"
NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 363-412,
National Bureau of Economic Research, Inc.
- Clarida, R. & Gertler, M., 1996. "How the Bundesbank Conducts Monetary Policy," Working Papers 96-14, C.V. Starr Center for Applied Economics, New York University.
- Richard Clarida & Mark Gertler, 1996. "How the Bundesbank Conducts Monetary Policy," NBER Working Papers 5581, National Bureau of Economic Research, Inc.
- Filippo Gori, 2018. "Banking integration and monetary policy fragmentation in the eurozone," International Economics and Economic Policy, Springer, vol. 15(1), pages 131-157, January.
- James M. Nason & John H. Rogers, 2008.
"Exchange rates and fundamentals: a generalization,"
FRB Atlanta Working Paper
2008-16, Federal Reserve Bank of Atlanta.
- James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," International Finance Discussion Papers 948, Board of Governors of the Federal Reserve System (U.S.).
- Hesna Genay & Prakash Loungani, 1997. "Labor market fluctuations in Japan and the U.S.--how similar are they?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(May), pages 15-28.
- Cushman, David O. & Zha, Tao, 1997.
"Identifying monetary policy in a small open economy under flexible exchange rates,"
Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433-448, August.
- David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," FRB Atlanta Working Paper 95-7, Federal Reserve Bank of Atlanta.
- John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers 493, Board of Governors of the Federal Reserve System (U.S.).
- Beaudry, Paul & Devereux, Michael B., 1995. "Money and the real exchange rate with sticky prices and increasing returns," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 55-101, December.
- Ben Fung & Rohit Gupta, "undated".
"Searching for the Liquidity Effect in Canada,"
Staff Working Papers
94-12, Bank of Canada.
- Ben Fung & Rohit Gupta, 1995. "Searching for the Liquidity Effect in Canada," Macroeconomics 9502004, University Library of Munich, Germany.
- 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.
- 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.
- Clarida, Richard & Gali, Jordi, 1994.
"Sources of real exchange-rate fluctuations: How important are nominal shocks?,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 1-56, December.
- Richard H. Clarida & Jordi Gali, 1994. "Sources of real exchange rate fluctuations: how important are nominal shocks?," Proceedings, Federal Reserve Bank of Dallas, issue Apr.
- Jordi Galí & Richard Clarida, 1993. "Sources of real exchage rate fluctuations: How important are nominal shocks?," Economics Working Papers 66, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 1994.
- Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc.
- Clarida, Richard & Galí, Jordi, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," CEPR Discussion Papers 951, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Aaron Tornell, 1996.
"Exchange Rate Dynamics and Learning,"
NBER Working Papers
5530, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Aaron Tornell, 1996. "Exchange Rate Dynamics and Learning," Harvard Institute of Economic Research Working Papers 1771, Harvard - Institute of Economic Research.
- Mark S. Astley & Anthony Garratt, 2000.
"Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations 1973–94,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 491-509, September.
- Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England.
- Bagliano, Fabio C. & Favero, Carlo A., 1999.
"Information from financial markets and VAR measures of monetary policy,"
European Economic Review, Elsevier, vol. 43(4-6), pages 825-837, April.
- Fabio C. Bagliano & Carlo A. Favero, "undated". "Information from financial markets and VAR measures of monetary policy," Working Papers 135, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jean-François Goux & Charbel Cordahi, 2007. "The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon," Post-Print halshs-00174466, HAL.
- Arnulfo Rodriguez & Pedro N. Rodriguez, 2006. "Recursive Thick Modeling and the Choice of Monetary Policy in Mexico," Computing in Economics and Finance 2006 30, Society for Computational Economics.
- Azad, Abul Kalam, 2016. "The impact of monetary policy on exchange rate dynamics of Bangladesh: a co integration approach," MPRA Paper 114944, University Library of Munich, Germany, revised 31 May 2016.
- 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.
- Carlos Carvalho & Fernanda Nechio, 2011.
"Aggregation and the PPP Puzzle in a Sticky-Price Model,"
American Economic Review, American Economic Association, vol. 101(6), pages 2391-2424, October.
- Carlos Carvalho & Fernanda Nechio, 2008. "Aggregation and the PPP puzzle in a sticky-price model," Staff Reports 351, Federal Reserve Bank of New York.
- Carlos Carvalho & Fernanda Nechio, 2010. "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series 2010-06, Federal Reserve Bank of San Francisco.
- Gaurav Saroliya, 2007. "The New Keynesian Business Cycle Achievements and Challenges," Discussion Papers 07/20, Department of Economics, University of York.
- Harald Reinton & Steven Ongena, 1999. "Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets," Applied Financial Economics, Taylor & Francis Journals, vol. 9(6), pages 545-550.
- Eichengreen, Barry, 1994.
"The Bretton Woods System: Paradise Lost?,"
Center for International and Development Economics Research (CIDER) Working Papers
233394, University of California-Berkeley, Department of Economics.
- Barry Eichengreen., 1994. "The Bretton Woods System: Paradise Lost?," Center for International and Development Economics Research (CIDER) Working Papers C94-043, University of California at Berkeley.
- Rogers, John H., 1999.
"Monetary shocks and real exchange rates,"
Journal of International Economics, Elsevier, vol. 49(2), pages 269-288, December.
- John H. Rogers, 1998. "Monetary shocks and real exchange rates," International Finance Discussion Papers 612, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Dibooglu, Selahattin, 1998. "The incidence and effects of macroeconomic disturbances under alternative exchange rate systems: evidence since the classical gold standard," International Review of Economics & Finance, Elsevier, vol. 7(2), pages 225-241.
- Gaurav Saroliya, 2007. "The New Keynesian business cycle achievements and challenges," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 6(2), pages 95-116, August.
- Fabio Canova, 2005.
"The transmission of US shocks to Latin America,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 229-251.
- Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers.
- Fabio Canova, 2003. "The transmission of US shocks to Latin America," Economics Working Papers 925, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2004.
- Mackowiak, Bartosz, 2006.
"What does the Bank of Japan do to East Asia?,"
Journal of International Economics, Elsevier, vol. 70(1), pages 253-270, September.
- Maćkowiak, Bartosz, 2005. "What does the Bank of Japan do to East Asia?," SFB 649 Discussion Papers 2005-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anthony Landry, 2007. "Pricing-to-market with state-dependent pricing," Working Papers 0706, Federal Reserve Bank of Dallas.
- Antonio Fiorencio & Ajax R. B. Moreira, 2015. "Latent Indexation and Exchange Rate Passthrough," Discussion Papers 0083, Instituto de Pesquisa Econômica Aplicada - IPEA.
- 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.
- Maria Sophia Aguirre & Reza Saidi, 2000. "Asymmetries in the conditional mean and conditional variance in the exchange rate: evidence from within and across economic blocks," Applied Financial Economics, Taylor & Francis Journals, vol. 10(4), pages 401-412.
- Antonio Fiorencio & Ajax R. B. Moreira, 2015. "Long-run Determinants of the Real Exchange Rate: Brazil – 1947/95," Discussion Papers 0072, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Aaron Tornell, 2003. "Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas," UCLA Economics Online Papers 265, UCLA Department of Economics.
- Ms. Tao Wang, 2004. "China: Sources of Real Exchange Rate Fluctuations," IMF Working Papers 2004/018, International Monetary Fund.