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Anticipated Shocks and Exchange Rate Dynamics
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Cited by:
- Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
- Colombo, Emilio & Pelagatti, Matteo, 2020.
"Statistical learning and exchange rate forecasting,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1260-1289.
- Emilio Colombo & Matteo Pelagatti, 2019. "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1901, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
- Oscar Bajo Rubio, 1998. "Monetary and Fiscal Policies in Dynamic Models of the Open Economy," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9806, Departamento de Economía - Universidad Pública de Navarra.
- Obstfeld, Maurice & Stockman, Alan C., 1985.
"Exchange-rate dynamics,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 18, pages 917-977,
Elsevier.
- Maurice Obstfeld & Alan C. Stockman, 1983. "Exchange-Rate Dynamics," NBER Working Papers 1230, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Rogoff, Kenneth, 1984.
"Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 159-174, February.
- Maurice Obstfeld & Kenneth S. Rogoff, 1983. "Exchange rate dynamics with sluggish prices under alternative price- adjustment rules," International Finance Discussion Papers 223, Board of Governors of the Federal Reserve System (U.S.).
- Maurice Obstfeld & Kenneth Rogoff, 1983. "Exchange Rate Dynamics With Sluggish Prices Under Alternative Price-Adjustment Rules," NBER Working Papers 1173, National Bureau of Economic Research, Inc.
- William H. Branson & Grazia Marchese, 1988. "International payments imbalances in Japan, Germany, and the United States," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 32, pages 19-57.
- Shaw, Ming-Fu & Lai, Ching-Chong & Chang, Wen-Ya, 2005. "Anticipated policy and endogenous growth in a small open monetary economy," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 719-743, September.
- Buiter, Willem H, 1984.
"Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples,"
Econometrica, Econometric Society, vol. 52(3), pages 665-680, May.
- Buiter, W, 1982. "Saddlepoint Problems in Continuous Time Rational Expectations Models : A General Method and Some Macroeconomic Examples," The Warwick Economics Research Paper Series (TWERPS) 200, University of Warwick, Department of Economics.
- Willem H. Buiter, 1984. "Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples," NBER Technical Working Papers 0020, National Bureau of Economic Research, Inc.
- Buiter, W. H., 1982. "SADDLEPOINT PROBLEMS IN CONTINUOUS TIME RATIONAL EXPECTATIONS MODELS: A General Method and Some Macroeconomic Examples," Economic Research Papers 269152, University of Warwick - Department of Economics.
- Jyh-Lin Wu, 1994. "Fiscal announcements and real exchange rate dynamics," Open Economies Review, Springer, vol. 5(2), pages 177-190, March.
- Devereux, Michael & Purvis, Douglas D., 1984. "Fiscal Policy and the Real Exchange Rate Queen's Discussion Paper," Queen's Institute for Economic Research Discussion Papers 275199, Queen's University - Department of Economics.
- Francesco Giavazzi & Charles Wyplosz, 1984.
"The Real Exchange Rate, the Current Account, and the Speed of Adjustment,"
NBER Chapters, in: Exchange Rate Theory and Practice, pages 335-356,
National Bureau of Economic Research, Inc.
- Francesco Giavazzi & Wyplosz, "undated". "The Real Exchange Rate, the Current Account and the Speed of Adjustment," Rodney L. White Center for Financial Research Working Papers 13-82, Wharton School Rodney L. White Center for Financial Research.
- Carmen M. Reinhart & Vincent Raymond Reinhart, 2002.
"What Hurts Emerging Markets Most? G3 Exchange Rate or Interest Rate Volatility?,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 133-170,
National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2000. "What does a G-3 target zone mean for emerging-market economies?," MPRA Paper 14099, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2001. "What hurts most?: G-3 exchange rate or interest rate volatility," MPRA Paper 14098, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy in emerging markets," MPRA Paper 13874, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy: A note," MPRA Paper 13763, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2001. "What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility," NBER Working Papers 8535, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2002. "Una banda cambiaria en el G–3 ¿Es lo mejor para los mercados emergentes? [Is a G-3 Target Zone on Target for Emerging Markets?]," MPRA Paper 13694, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2003. "Twin Fallacies About Exchange Rate Policy in Emerging Markets," NBER Working Papers 9670, National Bureau of Economic Research, Inc.
- Park, Cheolbeom & Park, Sookyung, 2013.
"Exchange rate predictability and a monetary model with time-varying cointegration coefficients,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 394-410.
- Cheolbeom Park & Sookyung Park, 2013. "Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients," Discussion Paper Series 1302, Institute of Economic Research, Korea University.
- Linda S. Goldberg & Ildar Karimov, 1992. "Black-Markets for Currency, Hoarding Activity and Currency Reform," NBER Working Papers 4153, National Bureau of Economic Research, Inc.
- Buiter, Willem H. & Miller, Marcus, 1980.
"Monetary Policy And International Competitiveness,"
Economic Research Papers
269135, University of Warwick - Department of Economics.
- Willem H. Buiter & Marcus H. Miller, 1980. "Monetary Policy and International Competitiveness," NBER Working Papers 0591, National Bureau of Economic Research, Inc.
- Jordi Galí, 2017.
"Uncovered interest parity, forward guidance and the exchange rate,"
Economics Working Papers
1600, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2020.
- GalÃ, Jordi, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," CEPR Discussion Papers 14889, C.E.P.R. Discussion Papers.
- Jordi Galí, 2020. "Uncovered Interest Parity, Forward Guidance, and the Exchange Rate," NBER Working Papers 26797, National Bureau of Economic Research, Inc.
- Jordi Galí, 2018. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Working Papers 1021, Barcelona School of Economics.
- Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- repec:zbw:rwirep:0134 is not listed on IDEAS
- Jagdeep Bhandari, 1981. "A stochastic macroequilibrium approach to a floating exchange rate economy with interest-bearing assets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(1), pages 1-19, March.
- Michael L. Mussa, 1984. "The Theory of Exchange Rate Determination," NBER Chapters, in: Exchange Rate Theory and Practice, pages 13-78, National Bureau of Economic Research, Inc.
- Warwick J McKibbin & Will Martin, 1998.
"The East Asian Crisis: Investigating Causes and Policy Responses,"
Departmental Working Papers
1998-06, The Australian National University, Arndt-Corden Department of Economics.
- McKibbin, Warwick & Marin, Will, 1999. "The East Asian crisis : investigating causes and policy responses," Policy Research Working Paper Series 2172, The World Bank.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach,"
Ruhr Economic Papers
134, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 944, DIW Berlin, German Institute for Economic Research.
- Schubert Stefan F. & Turnovsky Stephen J., 2006.
"Anticipated Fiscal Policy Changes and Goods Market Adjustments,"
German Economic Review, De Gruyter, vol. 7(2), pages 135-161, May.
- Stefan F. Schubert & Stephen J. Turnovsky, 2006. "Anticipated Fiscal Policy Changes and Goods Market Adjustments," German Economic Review, Verein für Socialpolitik, vol. 7(2), pages 135-161, May.
- Threemonkong, Attapol, 1992. "An intertemporal-optimizing general equilibrium model of exchange rates and external imbalances," ISU General Staff Papers 1992010108000012961, Iowa State University, Department of Economics.
- Alessandra Pelloni, 1993. "Long-run consequences of finite exchange rate bubbles," Open Economies Review, Springer, vol. 4(1), pages 5-26, March.
- Frenkel, Jacob A. & Mussa, Michael L., 1985.
"Asset markets, exchange rates and the balance of payments,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 14, pages 679-747,
Elsevier.
- Jacob A. Frenkel & Michael L. Mussa, 1984. "Asset Markets, Exchange Rates and the Balance of Payments," NBER Working Papers 1287, National Bureau of Economic Research, Inc.
- Tai, Meng-Yi & Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Wang, Vey, 2014. "Monetary policy and price dynamics in a commodity futures market," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 372-379.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- J. David Richardson, 1981. "Four Observations on Modern International Commercial Policy under Floating Exchange Rates," NBER Working Papers 0715, National Bureau of Economic Research, Inc.
- Buiter, William H & Purvis, Douglas D, 1980.
"Oil, Disinflation, and Export Competitiveness : A Model of the "Dutch Disease","
The Warwick Economics Research Paper Series (TWERPS)
185, University of Warwick, Department of Economics.
- Buiter, Willem H. & Purvis, Douglas D., 1980. "Oil, Disinflation, And Export Competitiveness: A Model Of The "Dutch Disease"," Economic Research Papers 269137, University of Warwick - Department of Economics.
- Willem H. Buiter & Douglas D. Purvis, 1980. "Oil, Disinflation, and Export Competitiveness: A Model of the "Dutch Disease"," NBER Working Papers 0592, National Bureau of Economic Research, Inc.
- J. David Richardson, 1983. "The New Nexus among Trade, Industrial and Exchange-Rate Policies," NBER Working Papers 1099, National Bureau of Economic Research, Inc.
- William H. Branson & Arminio Fraga & Robert A. Johnson, 1985.
"Expected Fiscal Policy and the Recession of 1982,"
NBER Working Papers
1784, National Bureau of Economic Research, Inc.
- William H. Branson & Arminio Fraga & Robert A. Johnson, 1985. "Expected fiscal policy and the recession of 1982," International Finance Discussion Papers 272, Board of Governors of the Federal Reserve System (U.S.).
- Frenkel, Jacob A. & Rodriguez, Carlos A., 1980.
"Exchange Rate Dynamics and Overshooting Hypothesis,"
Foerder Institute for Economic Research Working Papers
275323, Tel-Aviv University > Foerder Institute for Economic Research.
- Jacob A. Frenkel & Carlos A. Rodriguez, 1982. "Exchange Rate Dynamics and the Overshooting Hypothesis," NBER Working Papers 0832, National Bureau of Economic Research, Inc.
- Eaton, Jonathan & Turnovsky, Stephen J, 1983.
"Covered Interest Parity, Uncovered Interest Parity and Exchange Rate Dynamics,"
Economic Journal, Royal Economic Society, vol. 93(371), pages 555-575, September.
- Jonathan Eaton & Stephen J. Turnovsky, 1982. "Covered Interest Parity, Uncovered Interest Parity, and Exchange Rate Dynamics," NBER Working Papers 0984, National Bureau of Economic Research, Inc.
- Robert P. Flood, 1981. "Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market," NBER Working Papers 0625, National Bureau of Economic Research, Inc.
- Pierre Villa, 1991. "Règles de taux d'intérêt en changes flexibles et en présence de chocs permanents," Revue Économique, Programme National Persée, vol. 42(5), pages 867-900.
- Obstfeld, Maurice, 1982.
"Relative Prices, Employment, and the Exchange Rate in an Economy with Foresight,"
Econometrica, Econometric Society, vol. 50(5), pages 1219-1242, September.
- Maurice Obstfeld, 1981. "Relative Prices, Employment, and the Exchange Rate in an Economy with Foresight," NBER Working Papers 0685, National Bureau of Economic Research, Inc.
- George Fane, 1982. "A Geometric Analysis of Exchange Rate Adjustment Under Static and Rational Expectations," The Economic Record, The Economic Society of Australia, vol. 58(4), pages 367-374, December.
- Jordi Galí, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 465-496, December.
- Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Tai, Meng-Yi & Wang, Vey, 2013. "Tariff-tax reform and exchange rate dynamics in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 63-73.
- John F. O. Bilson, 1984. "Exchange Rate Dynamics," NBER Chapters, in: Exchange Rate Theory and Practice, pages 175-196, National Bureau of Economic Research, Inc.