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Citations for "Monetary shocks and real exchange rates"

by Rogers, John H.

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  1. Karine Gente & Miguel Leon-Ledesma, 2006. "Does the world real interest rate affect the real exchange rate? The South East Asian experience," The Journal of International Trade & Economic Development, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(4), pages 441-467.
  2. Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Gianluca Benigno & Christoph Thoenissen, 2003. "Equilibrium Exchange Rates and Supply-Side Performance," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(486), pages C103-C124, March.
  4. Cwik, Tobias & Müller, Gernot & Wolters, Maik H, 2010. "Does Trade Integration Alter Monetary Policy Transmission?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8026, C.E.P.R. Discussion Papers.
  5. Cheung, Yin-Wong & Lai, Kon S., 2000. "On the purchasing power parity puzzle," Journal of International Economics, Elsevier, Elsevier, vol. 52(2), pages 321-330, December.
  6. Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Working Papers, University of Washington, Department of Economics 0038, University of Washington, Department of Economics.
  7. Bacchetta, Philippe & van Wincoop, Eric, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1962, C.E.P.R. Discussion Papers.
  8. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics, Department of Economics, Emory University (Atlanta) 0502, Department of Economics, Emory University (Atlanta).
  9. Kim, Soyoung & Roubini, Nouriel, 2008. "Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S," Journal of International Economics, Elsevier, Elsevier, vol. 74(2), pages 362-383, March.
  10. Alexius, Annika & Carlsson, Mikael, 2001. "Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S," Working Paper Series, Trade Union Institute for Economic Research 174, Trade Union Institute for Economic Research.
  11. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 5.
  12. Muhammad Nasir & Wasim Malik, 2011. "Structural Decomposition of Exchange Rate Shocks in Pakistan: An Empirical Investigation using SVAR Methodology," Transition Studies Review, Springer, Springer, vol. 18(1), pages 124-138, September.
  13. Cedric Tille, 2000. ""Beggar-thy-neighbor" or "beggar-thyself"? the income effect of exchange rate fluctuations," Staff Reports, Federal Reserve Bank of New York 112, Federal Reserve Bank of New York.
  14. Paul R. Bergin, 2004. "How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account?," NBER Working Papers 10356, National Bureau of Economic Research, Inc.
  15. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010. "Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?," Discussion papers e-10-004, Graduate School of Economics Project Center, Kyoto University.
  16. Artis, Michael & Ehrmann, Michael, 2006. "The exchange rate - A shock-absorber or source of shocks? A study of four open economies," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(6), pages 874-893, October.
  17. Faik Koray & W. Douglas McMillin, . "Fiscal Shocks, the Trade Balance, and the Exchange Rate," Departmental Working Papers, Department of Economics, Louisiana State University 2007-05, Department of Economics, Louisiana State University.
  18. Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001. "Real Exchange Rates in the Long Run: Evidence from Historical Data," Working Papers, Business School - Economics, University of Glasgow 2001_6, Business School - Economics, University of Glasgow.
  19. Kolev, Galina, 2012. "Quo vadis Eurozone? A reappraisal of the real exchange rate criterion," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66061, Verein für Socialpolitik / German Economic Association.
  20. Jozef M. Van Brabant, 2001. "Exchange-rate policy in eastern Europe and EU integration," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 54(218), pages 219-248.
  21. Jacques Miniane & John H. Rogers, 2007. "Capital Controls and the International Transmission of U.S. Money Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 39(5), pages 1003-1035, 08.
  22. Voss, G.M. & Willard, L.B., 2009. "Monetary policy and the exchange rate: Evidence from a two-country model," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(4), pages 708-720, December.
  23. Bernd Kempa, 2005. "How Important are Nominal Shocks in Driving Real Exchange Rates?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(2), pages 192-204, March.
  24. Alexius, Annika, 2000. "Supply Shocks and Real Exchange Rates," Working Paper Series 117, Sveriges Riksbank (Central Bank of Sweden).
  25. Takeshi Inoue & Shigeyuki Hamori, 2009. "What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India," Economics Bulletin, AccessEcon, vol. 29(4), pages 2803-2815.
  26. repec:ebl:ecbull:v:6:y:2007:i:32:p:1-10 is not listed on IDEAS
  27. Shigeyuki Hamori & Naoko Hamori, 2007. "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, AccessEcon, vol. 6(32), pages 1-10.
  28. Anton Muscatelli, V. & Spinelli, Franco & Trecroci, Carmine, 2007. "Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(8), pages 1403-1423, December.
  29. Alexius, Annika, 2005. "Productivity shocks and real exchange rates," Journal of Monetary Economics, Elsevier, Elsevier, vol. 52(3), pages 555-566, April.
  30. Kempa, Bernd, 2005. "An oversimplified inquiry into the sources of exchange rate variability," Economic Modelling, Elsevier, vol. 22(3), pages 439-458, May.
  31. Chang, Koying & Filer, Larry & Ying, Yung-Hsiang, 2002. "A structural decomposition of business cycles in Taiwan," China Economic Review, Elsevier, vol. 13(1), pages 53-64.
  32. Kanas, Angelos, 2005. "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 15(1), pages 21-38, January.
  33. Chow, Hwee Kwan & Kim, Yoonbai, 2003. "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(3), pages 331-350, September.
  34. Scholl, Almuth & Uhlig, Harald, 2008. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 76(1), pages 1-13, September.
  35. Llaudes, Ricardo, 2007. "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series, European Central Bank 0799, European Central Bank.
  36. Celine Gauthier & David Tessier, 2002. "Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence," Working Papers, Bank of Canada 02-31, Bank of Canada.
  37. Hafedh Bouakez & Michel Normandin, 2008. "Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?," Cahiers de recherche, CIRPEE 0818, CIRPEE.
  38. Tille, Cedric, 2006. "On the distributional effects of exchange rate fluctuations," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(8), pages 1207-1225, December.
  39. Hoffmann, M. & MacDonald, R., 2001. "A real differential view of equilibrium real exchange rate," Discussion Paper Series In Economics And Econometrics 0103, Economics Division, School of Social Sciences, University of Southampton.
  40. Narayan, Paresh Kumar, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, Elsevier, Elsevier, vol. 17(4), pages 338-351, December.
  41. Shambaugh, Jay, 2008. "A new look at pass-through," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 560-591, June.
  42. Benigno, Gianluca, 2004. "Real exchange rate persistence and monetary policy rules," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(3), pages 473-502, April.
  43. Carlos Borondo, . "International Transmission of Monetary Shocks with Interest Rate Rule," Working Papers on International Economics and Finance 00-04, FEDEA.
  44. Juvenal, Luciana, 2011. "Sources of exchange rate fluctuations: Are they real or nominal?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(5), pages 849-876, September.
  45. Hoffmann, Mathias, 2000. "Long run recursive VAR models and QR decompositions," Discussion Paper Series In Economics And Econometrics 0015, Economics Division, School of Social Sciences, University of Southampton.
  46. Forni, Mario & Gambetti, Luca, 2008. "The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7098, C.E.P.R. Discussion Papers.
  47. Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013. "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, Springer, vol. 44(3), pages 1217-1242, June.
  48. Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1405-1430, September.
  49. Jozef M. Van Brabant, 2001. "Exchange-rate policy in eastern Europe and EU integration," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 54(218), pages 219-248.
  50. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer, Springer, vol. 33(4), pages 393-409, October.
  51. Filippo Altissimo & Pierpaolo Benigno & Diego Palenzuela, 2011. "Inflation Differentials in a Currency Area: Facts, Explanations and Policy," Open Economies Review, Springer, Springer, vol. 22(2), pages 189-233, April.
  52. Annika Alexius & Erik Post, 2008. "Exchange rates and asymmetric shocks in small open economies," Empirical Economics, Springer, Springer, vol. 35(3), pages 527-541, November.
  53. Bergvall, Anders, 2002. "What Determines Real Exchange Rates? The Nordic Countries," Working Paper Series, Uppsala University, Department of Economics 2002:15, Uppsala University, Department of Economics.
  54. Bergin, Paul R., 2003. "Putting the 'New Open Economy Macroeconomics' to a test," Journal of International Economics, Elsevier, Elsevier, vol. 60(1), pages 3-34, May.
  55. Detken, Carsten & Dieppe, Alistair & Henry, Jérôme & Marin, Carmen & Smets, Frank, 2002. "Model uncertainty and the equilibrium value of the real effective euro exchange rate," Working Paper Series, European Central Bank 0160, European Central Bank.
  56. Agnieszka Stazka, 2006. "Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent?," CESifo Working Paper Series 1876, CESifo Group Munich.
  57. Volha Audzei & Frantisek Brazdik, 2012. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers, Czech National Bank, Research Department 2012/09, Czech National Bank, Research Department.
  58. Faust, Jon & Rogers, John H., 2003. "Monetary policy's role in exchange rate behavior," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(7), pages 1403-1424, October.
  59. Barhoumi, Karim, 2006. "Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation," MPRA Paper 6573, University Library of Munich, Germany, revised 13 Oct 2007.
  60. Cedric Tille, 1999. "The role of consumption substitutability in the international transmission of shocks," Staff Reports, Federal Reserve Bank of New York 67, Federal Reserve Bank of New York.
  61. Ronald MacDonald & Luca Antonio Ricci, 2005. "The Real Exchange Rate And The Balassa-Samuelson Effect: The Role Of The Distribution Sector," Pacific Economic Review, Wiley Blackwell, Wiley Blackwell, vol. 10(1), pages 29-48, 02.
  62. Sfia, Mohamed Daly, 2006. "Tunisia: Sources Of Real Exchange Rate Fluctuations," MPRA Paper 3129, University Library of Munich, Germany.
  63. Lee, Byung Rhae & Lee, Kiseok & Ratti, Ronald A., 2001. "Monetary policy, oil price shocks, and the Japanese economy," Japan and the World Economy, Elsevier, Elsevier, vol. 13(3), pages 321-349, August.
  64. Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000. "Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices," Working Papers, Lund University, Department of Economics 2000:4, Lund University, Department of Economics.
  65. Alex Luiz Ferreira, 2004. "Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?," Studies in Economics, Department of Economics, University of Kent 0407, Department of Economics, University of Kent.
  66. Michael S. Hanson, 2004. "Monetary Factors in the Long-Run Co-movement of Consumer and Commodity Prices," Wesleyan Economics Working Papers 2004-001, Wesleyan University, Department of Economics.
  67. Massimo Giuliodori, 2004. "Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 140(4), pages 569-591, December.
  68. Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, Elsevier, vol. 15(2), pages 143-159, April.
  69. Pao-Lin Tien, 2009. "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers 2009-004, Wesleyan University, Department of Economics.