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Citations for "Consumption and real exchange rates with incomplete markets and non-traded goods"

by Gianluca Benigno & Christoph Theonissen

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  1. Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012. "The international risk-sharing puzzle is at business-cycle and lower frequency," Banco de Espa�a Working Papers 1212, Banco de Espa�a.
  2. Asonuma, Tamon, 2014. "Sovereign defaults, external debt and real exchange rate dynamics," MPRA Paper 55133, University Library of Munich, Germany.
  3. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the international business cycle: The case of small countries with big banks," CDMA Working Paper Series 201108, Centre for Dynamic Macroeconomic Analysis.
  4. Pau Rabanal & Juan Francisco Rubio-Ramirez & Vicente Tuesta Reátegui, 2010. "Cointegrated TFP Processes and International Business Cycles," Working Papers 10-11, Duke University, Department of Economics.
  5. Jian Wang & Charles Engel, 2008. "International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities," 2008 Meeting Papers 210, Society for Economic Dynamics.
  6. Martin Bodenstein, 2008. "International Asset Markets and Real Exchange Rate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
  7. Trezzi, Riccardo, 2013. "A wavelet analysis of international risk-sharing," Economics Letters, Elsevier, vol. 118(2), pages 330-333.
  8. Luca PENSIEROSO, 2010. "The Great Depression in Belgium: an Open-Economy Analysis," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2010023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  9. Michael B Devereux & Gregor W Smith & James Yetman, 2009. "Consumption and real exchange rates in professional forecasts," BIS Working Papers 295, Bank for International Settlements.
  10. Isaac Gross & James Hansen, 2013. "Reserves of Natural Resources in a Small Open Economy," RBA Research Discussion Papers rdp2013-14, Reserve Bank of Australia.
  11. Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2011. "Traded and Nontraded Goods Prices, and International Risk Sharing: an Empirical Investigation," NBER Working Papers 17501, National Bureau of Economic Research, Inc.
  12. François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
  13. Kano, Takashi, 2013. "Exchange Rates and Fundamentals: Closing a Two-country Model," Discussion Papers 2013-07, Graduate School of Economics, Hitotsubashi University.
  14. Adão, Bernardino & Correia, Isabel, 2013. "Labor immobility and the transmission mechanism of monetary policy in a monetary union," European Economic Review, Elsevier, vol. 63(C), pages 28-46.
  15. Christoph Thoenissen, 2008. "Exchange rate dynamics, asset market structure and the role of the trade elasticity," 2008 Meeting Papers 167, Society for Economic Dynamics.
  16. Robert Kollmann, 2010. "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization and Monetary Policy Institute Working Paper 41, Federal Reserve Bank of Dallas.
  17. Masashige Hamano, 2013. "The consumption-real exchange rate anomaly with extensive margins," CREA Discussion Paper Series 13-01, Center for Research in Economic Analysis, University of Luxembourg.
  18. Martin Bodenstein, 2008. "Trade elasticity of substitution and equilibrium dynamics," International Finance Discussion Papers 934, Board of Governors of the Federal Reserve System (U.S.).
  19. Devereux, Michael B & Senay, Ozge & Sutherland, Alan, 2012. "Nominal Stability and Financial Globalization," CEPR Discussion Papers 8830, C.E.P.R. Discussion Papers.
  20. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios with supply, demand and redistributive shocks," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  21. Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," 2006 Meeting Papers 872, Society for Economic Dynamics.
  22. Simon Wren-Lewis & Campbell Leith, 2007. "The Optimal Monetary Policy Response to Exchange Rate Misalignments," Economics Series Working Papers 305, University of Oxford, Department of Economics.
  23. Gianluca Benigno & Hande Küçük-Tuger, 2011. "Portfolio Allocation and International Risk Sharing," CEP Discussion Papers dp1048, Centre for Economic Performance, LSE.
  24. Michael B. Devereux & Viktoria Hnatkovska, 2011. "Consumption Risk-Sharing and the Real Exchange Rate: Why does the Nominal Exchange Rate Make Such a Difference?," NBER Working Papers 17288, National Bureau of Economic Research, Inc.
  25. Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 336-357, March.
  26. Bodenstein, Martin, 2011. "Closing large open economy models," Journal of International Economics, Elsevier, vol. 84(2), pages 160-177, July.
  27. Charles Engel & Jian Wang, 2007. "International trade in durable goods: understanding volatility, cyclicality, and elastics," Globalization and Monetary Policy Institute Working Paper 03, Federal Reserve Bank of Dallas.
  28. Arnab Bhattacharjee & Jagjit Chadha & Qi Sun, 2010. "Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model," Open Economies Review, Springer, vol. 21(3), pages 365-391, July.
  29. Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography 122247000000001275, UCLA Department of Economics.
  30. Martin Bodenstein, 2006. "Closing open economy models," International Finance Discussion Papers 867, Board of Governors of the Federal Reserve System (U.S.).
  31. P. Jacob, 2010. "Disaggregating Real Exchange Rate Dynamics: A Structural Approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/655, Ghent University, Faculty of Economics and Business Administration.
  32. Hnatkovska, Viktoria, 2010. "Home bias and high turnover: Dynamic portfolio choice with incomplete markets," Journal of International Economics, Elsevier, vol. 80(1), pages 113-128, January.
  33. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16.
  34. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers 83, Central Bank of Luxembourg.
  35. Alexandre Dmitriev & Ivan Roberts, 2013. "International Business Cycles with Complete Markets," RBA Research Discussion Papers rdp2013-08, Reserve Bank of Australia.
  36. Fernando de Holanda Barbosa, 2011. "The Natural Rate of Interest in a Small Open Economy," Working Papers 05-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  37. Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics.
  38. Jean-François Rouillard, 2013. "International Risk Sharing and Land Dynamics," Cahiers de recherche 13-02, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  39. Michael B. Devereux & Viktoria Hnatkovska, 2011. "The Extensive Margin, Sectoral Shares and International Business Cycles," NBER Working Papers 17289, National Bureau of Economic Research, Inc.
  40. Mohamed Tahar Benkhodja, 2011. "Monetary Policy and the Dutch Disease in a Small Open Oil Exporting Economy," Working Papers halshs-00654511, HAL.
  41. Ghironi, Fabio, 2008. "The role of net foreign assets in a New Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1780-1811, June.
  42. Pau Rabanal, 2006. "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model," Computing in Economics and Finance 2006 87, Society for Computational Economics.
  43. Viktoria Hnatkovska & Michael Devereux, 2009. "International and Intra-national Real Exchange Rates: Evidence and Theory," 2009 Meeting Papers 1213, Society for Economic Dynamics.
  44. Adão, Bernardino & Correia, Isabel, 2010. "Labor Immobility and the Transmission Mechanism of Monetary Policy in a Monetary Union," CEPR Discussion Papers 8068, C.E.P.R. Discussion Papers.
  45. Donadelli, Michael & Paradiso, Antonio, 2014. "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 206-220.
  46. Nuntramas, Phacharaphot, 2011. "Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 428-447, April.
  47. A. Craig Burnside & Jeremy J. Graveline, 2013. "Exchange Rate Determination, Risk Sharing and the Asset Market View," Working Papers 13-1, Duke University, Department of Economics.
  48. Viktoria Hnatkovska & Michael Devereux, 2011. "Consumption Risk Sharing, the Real Exchange Rate, and Borders: Why Does the Exchange Rate Make Such a Difference?," 2011 Meeting Papers 1027, Society for Economic Dynamics.
  49. Enders, Zeno & Müller, Gernot J., 2009. "On the international transmission of technology shocks," Journal of International Economics, Elsevier, vol. 78(1), pages 45-59, June.
  50. Enrique Martinez-Garcia & Jens Søndergaard, 2008. "The real exchange rate in sticky price models: does investment matter?," Globalization and Monetary Policy Institute Working Paper 17, Federal Reserve Bank of Dallas.
  51. Güneş Kamber & Christoph Thoenissen, 2013. "Financial exposure and the international transmission of financial shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/06, Reserve Bank of New Zealand.
  52. Julien Bengui & Enrique G. Mendoza & Vincenzo Quadrini, 2012. "Capital Mobility and International Sharing of Cyclical Risk," NBER Working Papers 18372, National Bureau of Economic Research, Inc.
  53. Enrique Martinez-Garcia, 2011. "A redux of the workhorse NOEM model with capital accumulation and incomplete asset markets," Globalization and Monetary Policy Institute Working Paper 74, Federal Reserve Bank of Dallas.
  54. Rabanal, Pau & Tuesta, Vicente, 2010. "Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 780-797, April.
  55. Enrique Martinez-Garcia, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper 02, Federal Reserve Bank of Dallas.
  56. Christoph Thoenissen, 2006. "Real Exchange Rate Volatility and Asset Market Structure," CDMA Working Paper Series 200609, Centre for Dynamic Macroeconomic Analysis, revised 15 Oct 2006.
  57. Yusuf Soner Başkaya & Timur H�lag� & Hande K���k, 2013. "Oil Price Uncertainty in a Small Open Economy," IMF Economic Review, Palgrave Macmillan, vol. 61(1), pages 168-198, April.
  58. Parantap Basu & Christoph Thoenissen, 2007. "Investment Frictions and the Relative Price of Investment Goods in an Open Economy Model," CDMA Working Paper Series 200704, Centre for Dynamic Macroeconomic Analysis, revised 15 Aug 2007.
  59. Pau Rabanal & Vicente Tuesta, 2013. "Nontradable Goods and the Real Exchange Rate," Open Economies Review, Springer, vol. 24(3), pages 495-535, July.
  60. Karabarbounis, Loukas, 2010. "Labor wedges and open economy puzzles," MPRA Paper 31370, University Library of Munich, Germany.
  61. Luca Fornaro, 2013. "International Debt Deleveraging," Working Papers 182, Oesterreichische Nationalbank (Austrian Central Bank).
  62. Parantap Basu & Christoph Thoenissen, 2011. "International business cycles and the relative price of investment goods," Canadian Journal of Economics, Canadian Economics Association, vol. 44(2), pages 580-606, May.