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Endogenous real exchange rate fluctuations in an optimizing open economy model

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  • Chen, Shikuan
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    Article provided by Elsevier in its journal Journal of International Money and Finance.

    Volume (Year): 19 (2000)
    Issue (Month): 2 (April)
    Pages: 185-205

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    Handle: RePEc:eee:jimfin:v:19:y:2000:i:2:p:185-205

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    Web page: http://www.elsevier.com/locate/inca/30443

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    1. Reichlin, Pietro, 1986. "Equilibrium cycles in an overlapping generations economy with production," Journal of Economic Theory, Elsevier, vol. 40(1), pages 89-102, October.
    2. Jeffrey A. Frankel & Richard Meese, 1987. "Are Exchange Rates Excessively Variable?," NBER Working Papers 2249, National Bureau of Economic Research, Inc.
    3. Liviatan, Nissan, 1981. "Monetary Expansion and Real Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 89(6), pages 1218-27, December.
    4. Feenstra, Robert C, 1985. "Anticipated Devaluations, Currency Flight, and Direct Trade Controls in a Monetary Economy," American Economic Review, American Economic Association, vol. 75(3), pages 386-401, June.
    5. Jacob A. Frenkel & Carlos A. Rodriguez, 1982. "Exchange Rate Dynamics and the Overshooting Hypothesis," NBER Working Papers 0832, National Bureau of Economic Research, Inc.
    6. Boldrin, Michele & Woodford, Michael, 1990. "Equilibrium models displaying endogenous fluctuations and chaos : A survey," Journal of Monetary Economics, Elsevier, Elsevier, vol. 25(2), pages 189-222, March.
    7. Helpman, Elhanan & Razin, Assaf, 1982. "A Comparison of Exchange Rate Regimes in the Presence of Imperfect Capital Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(2), pages 365-88, June.
    8. Obstfeld, Maurice, 1998. " Open-Economy Macroeconomics: Developments in Theory and Policy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 247-75, March.
    9. GRANDMONT, Jean-Michel & YOUNES, Yves, . "On the efficiency of a monetary equilibrium," CORE Discussion Papers RP -135, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Calvo, Guillermo A & Rodriguez, Carlos Alfredo, 1977. "A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 85(3), pages 617-25, June.
    11. Chen, Chau-nan & Tsaur, Tien-wang & Liu, Shun-chieh, 1989. "Currency Substitution, Foreign Inflation, and Terms-of-Trade Dynamics," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 97(4), pages 955-64, August.
    12. Brock, William A., 1975. "A simple perfect foresight monetary model," Journal of Monetary Economics, Elsevier, Elsevier, vol. 1(2), pages 133-150, April.
    13. Farmer, Roger E. A., 1986. "Deficits and cycles," Journal of Economic Theory, Elsevier, vol. 40(1), pages 77-88, October.
    14. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 84(6), pages 1161-76, December.
    15. Stephanie Schmitt-Grohe, 1995. "The international transmission of economic fluctuations: effects of U. S. business cycles on the Canadian economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 95-6, Board of Governors of the Federal Reserve System (U.S.).
    16. Obstfeld, Maurice, 1981. "Macroeconomic Policy, Exchange-Rate Dynamics, and Optimal Asset Accumulation," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 89(6), pages 1142-61, December.
    17. Grandmont, Jean-Michel & Younes, Yves, 1972. "On the Role of Money and the Existence of a Monetary Equilibrium," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 39(3), pages 355-72, July.
    18. Fukuda, Shin-ichi, 1993. "The emergence of equilibrium cycles in a monetary economy with a separable utility function," Journal of Monetary Economics, Elsevier, Elsevier, vol. 32(2), pages 321-334, November.
    19. Hsieh, David A, 1989. "Testing for Nonlinear Dependence in Daily Foreign Exchange Rates," The Journal of Business, University of Chicago Press, vol. 62(3), pages 339-68, July.
    20. Roger E.A. Farmer & Jang Ting Guo, 1992. "Real Business Cycles and the Animal Spirits Hypothesis," UCLA Economics Working Papers 680, UCLA Department of Economics.
    21. 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.
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    Cited by:
    1. Shucheng Liu & Zhijun Zhao & Yue Ma & Matthew S. Yiu & Yak-yeow Kueh & Shu-ki Tsang, 2002. "The Full Convertibility of Renminbi: Sequencing and Influence," Working Papers 092002, Hong Kong Institute for Monetary Research.

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