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If Exchange Rates are Random Walks, Then Almost Everything We Say About Monetary Policy is Wrong Author info | Abstract | Publisher info | Download info | Related research | Statistics Fernando Alvarez
Andrew Atkeson
Patrick J. Kehoe
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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:339-345Contact details of provider: Email: Web page: http://www.aeaweb.org/aer/ More information through EDIRC
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: 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)
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!]
Other versions:
Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2005.
"Time-varying risk, interest rates and exchange rates in general equilibrium ,"
Working Papers
627, Federal Reserve Bank of Minneapolis.
Fernando Alvarez & Andrew Atkeson & Patrick Kehoe, 2007.
"Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium ,"
Working Papers
CAS_RN_2007_6, Laboratory for Macroeconomic Analysis.
[Downloadable!] Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009.
"Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 76(3), pages 851-878, 07.
[Downloadable!] (restricted) 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)
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!]
Other versions:
Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Department of Economics, Working Paper Series
1033, Department of Economics, UC Santa Cruz.
[Downloadable!] Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
NBER Working Papers
9393, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Center for International Economics, Working Paper Series
1011, Center for International Economics, UC Santa Cruz.
[Downloadable!] Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005.
"Empirical exchange rate models of the nineties: Are any fit to survive? ,"
Journal of International Money and Finance ,
Elsevier, vol. 24(7), pages 1150-1175, November.
[Downloadable!] (restricted) 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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