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If Exchange Rates are Random Walks, Then Almost Everything We Say About Monetary Policy is Wrong

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Author Info
Fernando Alvarez
Andrew Atkeson
Patrick J. Kehoe

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File URL: http://hdl.handle.net/10.1257/aer.97.2.339
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File URL: http://www.aeaweb.org/articles/article_detail.php?journal=AER&volume=97&issue=2&article=58&issue_date=May2007
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 97 (2007)
Issue (Month): 2 (May)
Pages: 339-345
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Handle: RePEc:aea:aecrev:v:97:y:2007:i:2:p:339-345

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  1. Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2006. "International risk sharing is better than you think, or exchange rates are too smooth," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 671-698, May. [Downloadable!] (restricted)
  2. Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  3. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February. [Downloadable!] (restricted)
  4. Yin-Wong Cheung & Menzie David Chinn & Antonio Garcia Pascual, 2004. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," IMF Working Papers 04/73, International Monetary Fund. [Downloadable!]
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  5. David K. Backus, 2001. "Affine Term Structure Models and the Forward Premium Anomaly," Journal of Finance, American Finance Association, vol. 56(1), pages 279-304, 02. [Downloadable!] (restricted)
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