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Citations for "International risk-sharing and the transmission of productivity shocks"

by Giancarlo Corsetti & Luca Dedola & Sylvain Leduc

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  1. Anna Lipinska, 2007. "The Maastricht convergence criteria and optimal monetary policy for the EMU accession countries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 19702, London School of Economics and Political Science, LSE Library.
  2. Martin Boileau & Michel Normandin, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche, CIRPEE 0506, CIRPEE.
  3. Peter N. Ireland, 2013. "Stochastic Growth In The United States And Euro Area," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 11(1), pages 1-24, 02.
  4. Müller, Gernot J., 2008. "Understanding the dynamic effects of government spending on foreign trade," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(3), pages 345-371, April.
  5. 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, Elsevier, vol. 34(4), pages 780-797, April.
  6. 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, Elsevier, vol. 28(C), pages 206-220.
  7. Mathias Hoffmann, 2008. "The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?," Open Economies Review, Springer, Springer, vol. 19(2), pages 183-201, April.
  8. Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramírez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," Working Paper, Federal Reserve Bank of Atlanta 2010-03, Federal Reserve Bank of Atlanta.
  9. Martin Bodenstein, 2008. "Trade elasticity of substitution and equilibrium dynamics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 934, Board of Governors of the Federal Reserve System (U.S.).
  10. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005, Society for Computational Economics 419, Society for Computational Economics.
  11. Jaewoo Lee & Yongsung Chang & Sun-Bin Kim, 2009. "Accounting for Global Dispersion of Current Accounts," IMF Working Papers, International Monetary Fund 09/276, International Monetary Fund.
  12. Cavallari, Lilia, 2013. "Firms' entry, monetary policy and the international business cycle," Journal of International Economics, Elsevier, Elsevier, vol. 91(2), pages 263-274.
  13. Güneş Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
  14. Arnab Bhattacharjee & Jagjit Chadha & Qi Sun, 2010. "Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model," Open Economies Review, Springer, Springer, vol. 21(3), pages 365-391, July.
  15. Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8080, C.E.P.R. Discussion Papers.
  16. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "The International Dimension of Productivity and Demand Shocks in the US Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7003, C.E.P.R. Discussion Papers.
  17. Darracq Pariès, Matthieu, 2007. "International frictions and optimal monetary policy cooperation: analytical solutions," Working Paper Series, European Central Bank 0834, European Central Bank.
  18. Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household heterogeneity and real exchange rates," Staff Report, Federal Reserve Bank of Minneapolis 372, Federal Reserve Bank of Minneapolis.
  19. Enders, Zeno & Müller, Gernot J., 2009. "On the international transmission of technology shocks," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 45-59, June.
  20. J�n Steinsson, 2008. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," American Economic Review, American Economic Association, American Economic Association, vol. 98(1), pages 519-33, March.
  21. Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(10), pages 3281-3320, October.
  22. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics : does theory meet the data ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) v04013, Université Panthéon-Sorbonne (Paris 1).
  23. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  24. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5377, C.E.P.R. Discussion Papers.
  25. Yavuz Arslan & Mustafa Kilinc & M. Ibrahim Turhan, 2011. "Global Imbalances, Current Account Rebalancing and Exchange Rate Adjustments," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 1127, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  26. Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2012. "Consumption and real exchange rates in professional forecasts," Journal of International Economics, Elsevier, Elsevier, vol. 86(1), pages 33-42.
  27. Sánchez, Marcelo, 2010. "Wage restraint and monetary union," Economic Modelling, Elsevier, Elsevier, vol. 27(1), pages 134-142, January.
  28. Charles Engel & Jian Wang, 2007. "International trade in durable goods: understanding volatility, cyclicality, and elastics," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 03, Federal Reserve Bank of Dallas.
  29. Gao, Xiaodan & Hnatkovska, Viktoria & Marmer, Vadim, 2014. "Limited participation in international business cycle models: A formal evaluation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 39(C), pages 255-272.
  30. Jacob, Punnoose & Peersman, Gert, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Journal of International Economics, Elsevier, Elsevier, vol. 90(2), pages 302-315.
  31. Michael B Devereux & Ozge Senay & Alan Sutherland, 2013. "Nominal Stability and Financial Globalization," Discussion Paper Series, Department of Economics, Department of Economics, University of St. Andrews 201311, Department of Economics, University of St. Andrews.
  32. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," NBER Working Papers 13544, National Bureau of Economic Research, Inc.
  33. Christoph Thoenissen, 2008. "Exchange rate dynamics, asset market structure and the role of the trade elasticity," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200803, Centre for Dynamic Macroeconomic Analysis.
  34. Malin Adolfson, 2007. "Comment on "The Transmission of Domestic Shocks in Open Economies"," NBER Chapters, National Bureau of Economic Research, Inc, in: International Dimensions of Monetary Policy, pages 149-155 National Bureau of Economic Research, Inc.
  35. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers, Society for Economic Dynamics 1207, Society for Economic Dynamics.
  36. Yan Bai & Jing Zhang, 2006. "Financial Integration and International Risk Sharing," 2006 Meeting Papers, Society for Economic Dynamics 371, Society for Economic Dynamics.
  37. Zsolt Darvas & György Szapáry, 2006. "Business Cycle Synchronization in the Enlarged EU," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest 0604, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
  38. Martin Bodenstein, 2006. "International asset markets and real exchange rate volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 884, Board of Governors of the Federal Reserve System (U.S.).
  39. Ariel Burstein & Christopher Kurz & Linda Tesar, 2008. "Trade, Production Sharing, and the International Transmission of Business Cycles," NBER Working Papers 13731, National Bureau of Economic Research, Inc.
  40. Charles Engel & John H Rogers, 2009. "Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets," IMF Staff Papers, Palgrave Macmillan, Palgrave Macmillan, vol. 56(3), pages 543-573, August.
  41. Nuntramas, Phacharaphot, 2011. "Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(3), pages 428-447, April.
  42. Thierry Bracke & Martin Schmitz, 2011. "Channels of international risk-sharing: capital gains versus income flows," International Economics and Economic Policy, Springer, Springer, vol. 8(1), pages 45-78, April.
  43. Rabanal, Pau & Tuesta Reátegui, Vicente, 2006. "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5957, C.E.P.R. Discussion Papers.
  44. Giancarlo Corsetti & Keith Kuester & Gernot J. Muller, 2011. "Floats, pegs and the transmission of fiscal policy," Working Papers, Federal Reserve Bank of Philadelphia 11-9, Federal Reserve Bank of Philadelphia.
  45. Giancarlo Corsetti & Gernot J. Müller, 2011. "Multilateral Economic Cooperation and the International Transmission of Fiscal Policy," NBER Working Papers 17708, National Bureau of Economic Research, Inc.
  46. Pau Rabanal & Juan F. Rubio-Ramirez, 2012. "Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?," IMF Working Papers, International Monetary Fund 12/13, International Monetary Fund.
  47. Giancarlo Corsetti & Paolo Pesenti, 2005. "The Simple Geometry of Transmission and Stabilization in Closed and Open Economies," NBER Working Papers 11341, National Bureau of Economic Research, Inc.
  48. Masashige Hamano, 2013. "The consumption-real exchange rate anomaly with extensive margins," CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg 13-01, Center for Research in Economic Analysis, University of Luxembourg.
  49. Epstein, Brendan & Mukherjee, Rahul & Ramnath, Shanthi, 2014. "Taxes and International Risk Sharing," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1110, Board of Governors of the Federal Reserve System (U.S.).
  50. Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2010. "Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(6), pages 1131-1150, October.
  51. M. Hadzi-Vaskov & C.J.M. Kool, 2008. "Stochastic discount factor approach to international risk-sharing : a robustness check of the bilateral setting," Working Papers, Utrecht School of Economics 07-34, Utrecht School of Economics.
  52. Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006, Society for Computational Economics 217, Society for Computational Economics.
  53. Andrea Raffo, 2008. "Technology Shocks: Novel Implications for International Business Cycles," 2008 Meeting Papers, Society for Economic Dynamics 511, Society for Economic Dynamics.
  54. Martin D D Evans & Viktoria Hnatkovska, 2006. "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers, Society for Economic Dynamics 60, Society for Economic Dynamics.
  55. Bartocci, Anna & Pisani, Massimiliano, 2013. "“Green” fuel tax on private transportation services and subsidies to electric energy. A model-based assessment for the main European countries," Energy Economics, Elsevier, Elsevier, vol. 40(S1), pages S32-S57.
  56. Tommaso Monacelli, 2007. "Comment on "Globalization and Inflation Dynamics: A Structural Perspective"," NBER Chapters, National Bureau of Economic Research, Inc, in: International Dimensions of Monetary Policy, pages 579-590 National Bureau of Economic Research, Inc.
  57. Evi Pappa & Zheng Liu, 2005. "Gains from International Monetary Policy Coordination: Does It Pay to Be Different?," Computing in Economics and Finance 2005, Society for Computational Economics 457, Society for Computational Economics.
  58. Fabio Ghironi & Marc Melitz, 2004. "International Trade and Macroeconomic Dynamics with Heterogeneous Firms," 2004 Meeting Papers, Society for Economic Dynamics 451, Society for Economic Dynamics.
  59. Oviedo, P. Marcelo & Singh, Rajesh, 2013. "Investment composition and international business cycles," Journal of International Economics, Elsevier, Elsevier, vol. 89(1), pages 79-95.
  60. Michael Dotsey & Margarida Duarte, 2008. "Nontraded Goods, Market Segmentation, and Exchange Rates," Working Papers, University of Toronto, Department of Economics tecipa-338, University of Toronto, Department of Economics.
  61. Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010. "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2010,24, Deutsche Bundesbank, Research Centre.
  62. Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 06011, ESSEC Research Center, ESSEC Business School.
  63. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1362, DIW Berlin, German Institute for Economic Research.
  64. Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2008. "Divergence in Labor Market Institutions and International Business Cycles," THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise 2008-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  65. Ghosh, Baidyanath N. & Li, Eric A.L., 2009. "Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region," Economia Internazionale / International Economics, Camera di Commercio di Genova, Camera di Commercio di Genova, vol. 62(1), pages 1-39.
  66. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6902, C.E.P.R. Discussion Papers.
  67. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers, International Monetary Fund 09/212, International Monetary Fund.
  68. Adão, Bernardino & Correia, Isabel, 2013. "Labor immobility and the transmission mechanism of monetary policy in a monetary union," European Economic Review, Elsevier, Elsevier, vol. 63(C), pages 28-46.
  69. Lipinska, Anna, 2008. "The Maastricht Criteria and Optimal Monetary and Fiscal Policy Mix for the EMU Accession Countries," MPRA Paper 16376, University Library of Munich, Germany.
  70. Michael Dotsey & Margarida Duarte, 2009. "How Important is the Currency Denomination of Exports in Open-Economy Models?," Working Papers, University of Toronto, Department of Economics tecipa-383, University of Toronto, Department of Economics.
  71. Luca Guerrieri & Christopher Erceg & Martin Bodenstein, 2008. "Oil Shocks and External Adjustment," 2008 Meeting Papers, Society for Economic Dynamics 945, Society for Economic Dynamics.
  72. Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014. "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," NBER Working Papers 20228, National Bureau of Economic Research, Inc.
  73. Benigno, Gianluca & Küçük, Hande, 2012. "Portfolio Allocation and International Risk Sharing," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8810, C.E.P.R. Discussion Papers.
  74. Katrin Rabitsch, 2014. "An Incomplete Markets Explanation to the UIP Puzzle," Department of Economics Working Papers, Vienna University of Economics, Department of Economics wuwp171, Vienna University of Economics, Department of Economics.
  75. Bianca De Paoli & Anna Lipinska, 2013. "Capital controls: a normative analysis," Staff Reports, Federal Reserve Bank of New York 600, Federal Reserve Bank of New York.
  76. Benigno, Gianluca & Thoenissen, Christoph, 2008. "Consumption and real exchange rates with incomplete markets and non-traded goods," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(6), pages 926-948, October.
  77. Enders, Zeno & Müller, Gernot & Scholl, Almuth, 2010. "How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7732, C.E.P.R. Discussion Papers.
  78. Sánchez, Marcelo, 2009. "National prices and wage setting in a currency union," Working Paper Series, European Central Bank 1058, European Central Bank.
  79. Erceg, Christopher & Guerriei, Luca & Gust, Christopher, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," MPRA Paper 813, University Library of Munich, Germany.
  80. Giorgio Di Giorgio & Salvatore Nistico', 2011. "Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli 1101, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  81. Gernot Mueller & Giancarlo Corsetti, 2007. "International Dimensions of Fiscal Policy Transmission," 2007 Meeting Papers, Society for Economic Dynamics 726, Society for Economic Dynamics.
  82. Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013. "International risk cycles," Journal of International Economics, Elsevier, Elsevier, vol. 89(2), pages 471-484.
  83. Hoffmann, Mathias & Tillmann, Peter, 2012. "International financial integration and national price levels: The role of the exchange rate regime," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1503-1528.
  84. Ippei Fujiwara & Naohisa Hirakata, 2009. "Dynamic Aspects of Productivity Spillovers, Terms of Trade, and the “Home Market Effect”," IMF Staff Papers, Palgrave Macmillan, Palgrave Macmillan, vol. 56(4), pages 958-969, November.
  85. Luciana Juvenal, 2009. "Sources of exchange rate fluctuations: are they real or nominal?," Working Papers, Federal Reserve Bank of St. Louis 2009-040, Federal Reserve Bank of St. Louis.
  86. Fernando de Holanda Barbosa, 2011. "The Natural Rate of Interest in a Small Open Economy," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto 05-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  87. Enrique Martinez-Garcia, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 02, Federal Reserve Bank of Dallas.
  88. Kang-Soek Lee & Philippe Saucier, 2011. "Should the UK Join the Euro Zone? Evidence from a Synthetic OCA Assessment," European Journal of Comparative Economics, Cattaneo University (LIUC), Cattaneo University (LIUC), vol. 8(1), pages 77-96, June.
  89. Oviedo, P. Marcelo & Singh, Rajesh, 2008. "International Business Cycles with Mutliple Input Investment Technologies," Staff General Research Papers, Iowa State University, Department of Economics 32800, Iowa State University, Department of Economics.
  90. Ling Hu, 2006. "Dependence patterns across financial markets: a mixed copula approach," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(10), pages 717-729.
  91. Beaudry, Paul & Dupaigne, Martial & Portier, Franck, 2009. "Modeling News-Driven International Business Cycles," TSE Working Papers, Toulouse School of Economics (TSE) 09-117, Toulouse School of Economics (TSE).
  92. Beatriz de-Blas-Pérez, 2005. "Exchange rate dynamics in economies with portfolio rigidities," Banco de Espa�a Working Papers, Banco de Espa�a 0532, Banco de Espa�a.
  93. Yusuf Soner Başkaya & Timur H�lag� & Hande K���k, 2013. "Oil Price Uncertainty in a Small Open Economy," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 61(1), pages 168-198, April.
  94. Pau Rabanal & Vicente Tuesta, 2013. "Nontradable Goods and the Real Exchange Rate," Open Economies Review, Springer, Springer, vol. 24(3), pages 495-535, July.
  95. Luca Fornaro, 2013. "International Debt Deleveraging," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 182, Oesterreichische Nationalbank (Austrian Central Bank).
  96. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  97. Federico S. Mandelman & Andrei Zlate, 2010. "Immigration, remittances, and business cycles," Working Paper, Federal Reserve Bank of Atlanta 2008-25, Federal Reserve Bank of Atlanta.
  98. Facundo Piguillem & Loris Rubini, 2012. "International Trade and the Firm Size Distribution," 2012 Meeting Papers, Society for Economic Dynamics 857, Society for Economic Dynamics.
  99. Onishchenko, Kateryna, 2011. "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section E2011/17, Cardiff University, Cardiff Business School, Economics Section.
  100. Keyu Jin & Nan Li, 2011. "Factor proportions and international business cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 41946, London School of Economics and Political Science, LSE Library.
  101. Parantap Basu & Christoph Thoenissen, 2009. "International business cycles and the relative price of investment goods," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200905, Centre for Dynamic Macroeconomic Analysis.
  102. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers, Central Bank of Luxembourg 83, Central Bank of Luxembourg.
  103. Alexandra Peter, 2012. "Bilateral Trade, Openness, and Asset Holdings," Open Economies Review, Springer, Springer, vol. 23(4), pages 713-740, September.
  104. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "High exchange-rate volatility and low pass-through," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(6), pages 1113-1128, September.
  105. Keisuke Otsu, 2009. "International Business Cycle Accounting," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 09-E-29, Institute for Monetary and Economic Studies, Bank of Japan.
  106. Simon Wren-Lewis & Campbell Leith, 2007. "The Optimal Monetary Policy Response to Exchange Rate Misalignments," Economics Series Working Papers, University of Oxford, Department of Economics 305, University of Oxford, Department of Economics.
  107. Devereux, Michael B. & Engel, Charles, 2007. "Expenditure switching versus real exchange rate stabilization: Competing objectives for exchange rate policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2346-2374, November.
  108. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER International Seminar on Macroeconomics 2007, pages 231-263 National Bureau of Economic Research, Inc.
  109. Dey, Jaya, 2013. "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper 57803, University Library of Munich, Germany, revised 06 Aug 2014.
  110. Christoph Thoenissen & Gianluca Benigno, 2004. "On the consumption real exchange rate anomaly," 2004 Meeting Papers, Society for Economic Dynamics 533, Society for Economic Dynamics.
  111. 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.
  112. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(12), pages 1909-1930.
  113. Corsetti, Giancarlo & Dedola, Luca, 2005. "A macroeconomic model of international price discrimination," Journal of International Economics, Elsevier, Elsevier, vol. 67(1), pages 129-155, September.
  114. Vicente Tuesta & Pau Rabanal, 2006. "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model," IMF Working Papers, International Monetary Fund 06/177, International Monetary Fund.
  115. Andrés Sagner, 2010. "Implied Probability Distribution in Financial Options," Working Papers Central Bank of Chile, Central Bank of Chile 597, Central Bank of Chile.
  116. George Alessandria - Alain Delacroix, 2004. "Trade and the (Dis)Incentive to Reform Labor Markets: The Case of Reform in the European Union," Econometric Society 2004 North American Summer Meetings, Econometric Society 233, Econometric Society.
  117. M. Fatih Ekinci, 2013. "Inattentive Consumers and Exchange Rate Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 1325, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  118. Leblebicioglu, AslI, 2009. "Financial integration, credit market imperfections and consumption smoothing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(2), pages 377-393, February.
  119. Marcus Miller & Olli Castrén & Lei Zhang, 2007. "'Irrational exuberance' and capital flows for the US New Economy: a simple global model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 12(1), pages 89-105.
  120. Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2006-042, Boston University - Department of Economics.
  121. David Berger & Jon Faust & John H. Rogers & Kai Steverson, 2009. "Border prices and retail prices," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 972, Board of Governors of the Federal Reserve System (U.S.).
  122. Ehsan U. Choudhri & Lawrence L. Schembri, 2009. "Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited," Working Papers, Bank of Canada 09-22, Bank of Canada.
  123. Martin Berka & Michael B. Devereux, 2010. "What determines European real exchange rates?," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 46, Federal Reserve Bank of Dallas.
  124. Ehsan U. Choudhri & Lawrence L. Schembri, 2013. "Productivity, Commodity Prices and the Real Exchange Rate: The Long-Run Behavior of the Canada-US Exchange Rate," Working Paper Series, The Rimini Centre for Economic Analysis 45_13, The Rimini Centre for Economic Analysis.
  125. Leonor Coutinho, 2008. "Fiscal Policy and Macroeconomic Stabilizations: What are the Gains from Cooperation?," Open Economies Review, Springer, Springer, vol. 19(1), pages 81-120, February.
  126. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," Working Papers, Georgetown University, Department of Economics gueconwpa~12-12-01, Georgetown University, Department of Economics.
  127. Chu, Hsiao-Lei, 2012. "Monetary policy of a small open economy in the world production chain," Economic Modelling, Elsevier, Elsevier, vol. 29(6), pages 2751-2755.
  128. Robert Kollmann, 2010. "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 41, Federal Reserve Bank of Dallas.
  129. Charles Engel & Jian Wang, 2008. "International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities," NBER Working Papers 13814, National Bureau of Economic Research, Inc.
  130. Alok Johri & Marc-Andre Letendre & Daqing Luo, 2010. "Organizational Capital and the International Co-movement of Investment," Department of Economics Working Papers, McMaster University 2010-05, McMaster University.
  131. Tiago C. Berriel & Saroj Bhattarai, 2013. "Hedging against the Government: A Solution to the Home Asset Bias Puzzle," American Economic Journal: Macroeconomics, American Economic Association, American Economic Association, vol. 5(1), pages 102-34, January.
  132. Giancarlo Corsetti & André Meier & Gernot J. Müller, 2010. "Cross-Border Spillovers from Fiscal Stimulus," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 5-37, March.
  133. Luis-Felipe Zanna, 2003. "Interest rate rules and multiple equilibria in the small open economy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 785, Board of Governors of the Federal Reserve System (U.S.).
  134. Karabarbounis, Loukas, 2010. "Labor wedges and open economy puzzles," MPRA Paper 31370, University Library of Munich, Germany.
  135. Bernardino Adão & Isabel Horta Correia, 2010. "Labor Immobility and the Transmission Mechanism of Monetary Policy in a Monetary Union," Working Papers, Banco de Portugal, Economics and Research Department w201019, Banco de Portugal, Economics and Research Department.
  136. Christopher Gust & Nathan Sheets, 2007. "The adjustment of global external imbalances: does partial exchange rate pass-through to trade prices matter?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 850, Board of Governors of the Federal Reserve System (U.S.).
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