Advanced Search
MyIDEAS: Login

Citations for "Risk and Exchange Rates"

by Maurice Obstfeld & Kenneth Rogoff

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Benigno, Pierpaolo, 2004. "Optimal monetary policy in a currency area," Journal of International Economics, Elsevier, Elsevier, vol. 63(2), pages 293-320, July.
  2. Fabio Ghironi, 2000. "Understanding Macroeconomic Interdependence: Do We Really Need to Shut Off the Current Account?," Boston College Working Papers in Economics, Boston College Department of Economics 465, Boston College Department of Economics, revised 14 Aug 2003.
  3. Ito, Hiro & Chinn, Menzie, 2014. "The Rise of the “Redback” and the People’s Republic of China’s Capital Account Liberalization: An Empirical Analysis of the Determinants of Invoicing Currencies," ADBI Working Papers, Asian Development Bank Institute 473, Asian Development Bank Institute.
  4. Michael B. Devereux & Charles Engel, 2000. "Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility," NBER Working Papers 7665, National Bureau of Economic Research, Inc.
  5. Carol L. Osler, 2006. "Macro lessons from microstructure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
  6. Pomfret, Richard & Pontines, Victor, 2013. "Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?," ADBI Working Papers, Asian Development Bank Institute 436, Asian Development Bank Institute.
  7. Katheryn Niles Russ, 2007. "Exchange Rate Volatility and First-Time Entry by Multinational Firms," NBER Working Papers 13659, National Bureau of Economic Research, Inc.
  8. Maurice Obstfeld and Kenneth Rogoff., 1999. "New Directions for Stochastic Open Economy Models," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley C99-107, University of California at Berkeley.
  9. Dale Henderson & Jinill Kim, 1999. "Exact Utilities under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents," International Tax and Public Finance, Springer, Springer, vol. 6(4), pages 507-535, November.
  10. Charles Engel, 2003. "Expenditure Switching and Exchange-Rate Policy," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 231-300 National Bureau of Economic Research, Inc.
  11. Jinill Kim & Sunghyun Henry Kim, 1999. "Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing," Computing in Economics and Finance 1999, Society for Computational Economics 251, Society for Computational Economics.
  12. Maurice Obstfeld, 2002. "Inflation-Targeting, Exchange-Rate Pass-Through, and Volatility," American Economic Review, American Economic Association, American Economic Association, vol. 92(2), pages 102-107, May.
  13. Sutherland, Alan, 2005. "Incomplete pass-through and the welfare effects of exchange rate variability," Journal of International Economics, Elsevier, Elsevier, vol. 65(2), pages 375-399, March.
  14. Michael Kumhof & Stijn van Nieuwerburgh, 2007. "Monetary Policy in an Equilibrium Portfolio Balance Model," IMF Working Papers 07/72, International Monetary Fund.
  15. Michael B. Devereux & Charles Engel, 1998. "Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime," NBER Working Papers 6867, National Bureau of Economic Research, Inc.
  16. Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance, EconWPA 0404014, EconWPA.
  17. Cuciniello Vincenzo, 2007. "Optimal monetary policy in a monetary union with non-atomistic wage setters," wp.comunite 0014, Department of Communication, University of Teramo.
  18. Keith Sill & Jeffrey Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
  19. Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 0038, Department of Economics at the University of Washington.
  20. Michael B. Devereux & Charles Engel & Peter E. Storgaard, 2003. "Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance," IEHAS Discussion Papers 0304, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  21. Corsetti, Giancarlo & Pesenti, Paolo, 2002. "International Dimensions of Optimal Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3349, C.E.P.R. Discussion Papers.
  22. Michael Kumhof, 2010. "International Currency Portfolios," 2010 Meeting Papers, Society for Economic Dynamics 84, Society for Economic Dynamics.
  23. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, School of Economics and Management, University of Aarhus.
  24. Bergin, Paul R. & Shin, Hyung-Cheol & Tchakarov, Ivan, 2007. "Does exchange rate variability matter for welfare? A quantitative investigation of stabilization policies," European Economic Review, Elsevier, Elsevier, vol. 51(4), pages 1041-1058, May.
  25. John A. Carlson & C. L. Osler, 1999. "Determinants of current risk premiums," Staff Reports, Federal Reserve Bank of New York 70, Federal Reserve Bank of New York.
  26. Kraay, Aart & Ventura, Jaume, 2001. "Comparative Advantage and the Cross-Section of Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3000, C.E.P.R. Discussion Papers.
  27. Lombardo, Giovanni & Sutherland, Alan, 2004. "Policy instrument choice and non-coordinated monetary in interdependent economies," Discussion Paper Series 1: Economic Studies 2004,03, Deutsche Bundesbank, Research Centre.
  28. Charles Engel, 2001. "Optimal exchange rate policy: the influence of price setting and asset markets," Proceedings, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, pages 518-547.
  29. Engel, Charles & West, Kenneth D., 2003. "Exchange rates and fundamentals," Working Paper Series, European Central Bank 0248, European Central Bank.
  30. Lombardo, Giovanni & Sutherland, Alan, 2004. "Policy Instrument Choice and non-coordinated Monetary Policy in Interdependent Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4257, C.E.P.R. Discussion Papers.
  31. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers 2009-01, School of Economics and Management, University of Aarhus.
  32. Ralf Fendel & Michael Frenkel & Christoph Swonke, 2008. "Local Currency Pricing versus Producer Currency Pricing: Direct Evidence from German Exporters," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 9, pages 160-179, 05.
  33. Cuciniello, Vincenzo, 2007. "Strategic monetary policy in a monetary union with non-atomistic wage setters," MPRA Paper 3789, University Library of Munich, Germany, revised Jun 2007.
  34. Senay, Ozge & Sutherland, Alan, 2004. "The Expenditure Switching Effect and the Choice Between Fixed and Floating Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4300, C.E.P.R. Discussion Papers.
  35. Fabio Ghironi, 2000. "Towards new open economy macroeconometrics," Staff Reports, Federal Reserve Bank of New York 100, Federal Reserve Bank of New York.
  36. Alpaslan AKÇORAOĞLU, 2012. "Yeni Açık Ekonomi Makroiktisat Teorisi ve Para Politikasının Uluslararası Boyutları," Ekonomik Yaklasim, Ekonomik Yaklasim Association, Ekonomik Yaklasim Association, vol. 23(85), pages 57-82.
  37. Fujiki, Hiroshi & Otani, Akira, 2002. "Do Currency Regimes Matter in the 21st Century? An Overview," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(S1), pages 47-79, December.
  38. Auboin, Marc & Ruta, Michele, 2013. "The relationship between exchange rates and international trade: a literature review," World Trade Review, Cambridge University Press, Cambridge University Press, vol. 12(03), pages 577-605, July.
  39. Kim, Jinill & Kim, Sunghyun Henry, 2003. "Spurious welfare reversals in international business cycle models," Journal of International Economics, Elsevier, Elsevier, vol. 60(2), pages 471-500, August.
  40. Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  41. Obstfeld, Maurice & Rogoff, Kenneth, 2001. "Global Implications of Self-Orientated National Monetary Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2856, C.E.P.R. Discussion Papers.
  42. Moore, Michael J. & Roche, Maurice J., 2002. "Less of a puzzle: a new look at the forward forex market," Journal of International Economics, Elsevier, Elsevier, vol. 58(2), pages 387-411, December.
  43. Markus Knell, 2002. "The effects of EMU on euro area unemployment," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 30(3), pages 244-262, September.
  44. Michael B. Devereux & Charles Engel & CÈdric Tille, 2003. "Exchange Rate Pass-Through and the Welfare Effects of the Euro," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 223-242, February.
  45. Eric Parrado & Andres Velasco, 2002. "Optimal Interest Rate Policy in a Small Open Economy," NBER Working Papers 8721, National Bureau of Economic Research, Inc.
  46. Knell, Markus, 2003. "Wage Formation in Open Economies and the Role of Monetary and Wage-Setting Institutions," Royal Economic Society Annual Conference 2003, Royal Economic Society 124, Royal Economic Society.
  47. repec:got:cegedp:29 is not listed on IDEAS
  48. 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.
  49. Richard N. Cooper, 1999. "Exchange rate choices," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, vol. 43(Jun), pages 99-136.
  50. Sutherland, Alan, 2002. "International monetary policy coordination and financial market integration," Working Paper Series, European Central Bank 0174, European Central Bank.
  51. Charles Engel, 1999. "Local-Currency Pricing and the Choice of Exchange-Rate Regime," Working Papers, University of Washington, Department of Economics 0036, University of Washington, Department of Economics.
  52. Benigno, Gianluca & Benigno, Pierpaolo, 2006. "Designing targeting rules for international monetary policy cooperation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(3), pages 473-506, April.
  53. Vincenzo Cuciniello, 2007. "Optimal monetary policy under a floating regime with non-atomistic wage setters," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 12-2007, Economics Section, The Graduate Institute of International Studies.
  54. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Working Papers id:3104, eSocialSciences.
  55. Devereux, Michael B, 2003. "Exchange Rate Policy and Endogenous Price Flexibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4121, C.E.P.R. Discussion Papers.
  56. Sutherland, Alan, 2002. "Cost-Push Shocks and Monetary Policy and Monetary Policy," Discussion Paper Series 1: Economic Studies 2002,27, Deutsche Bundesbank, Research Centre.
  57. John H. Rogers, 2002. "Monetary union, price level convergence, and inflation: how close is Europe to the United States?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 740, Board of Governors of the Federal Reserve System (U.S.).
  58. repec:yor:yorken:01/13 is not listed on IDEAS
  59. Philippe Bacchetta & Eric van Wincoop, 1998. "Does exchange rate stability increase trade and capital flows?," Research Paper, Federal Reserve Bank of New York 9818, Federal Reserve Bank of New York.
  60. Benigno, Gianluca & Benigno, Pierpaolo, 2002. "Implementing Monetary Cooperation Through Inflation Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3226, C.E.P.R. Discussion Papers.
  61. Sarajevs, Vadims, 2000. "Money Shocks in a Small Open Economy with Dollarization, Factor Price Rigidities, and Nontradeables," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 12/2000, Bank of Finland, Institute for Economies in Transition.
  62. Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc.
  63. Michael B. Devereux & Charles Engel, 1999. "The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production," NBER Working Papers 6992, National Bureau of Economic Research, Inc.
  64. Charles Engel, 2002. "The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy..," NBER Working Papers 8725, National Bureau of Economic Research, Inc.
  65. Alexander Mihailov, 2003. "When and How Much Does a Peg Increase Trade? The Role of Trade Costs and Import Demand Elasticity under Monetary Uncertainty," Economics Discussion Papers, University of Essex, Department of Economics 567, University of Essex, Department of Economics.
  66. Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk : facts and puzzles from currency boards," Policy Research Working Paper Series 2815, The World Bank.
  67. Michael B. Devereux, 2000. "A Simple Dynamic General Equilibrium Analysis of the Trade-off Between Fixed and Floating Exchange Rates," Econometric Society World Congress 2000 Contributed Papers 1544, Econometric Society.
  68. Ke Pang & Yao Tang, 2014. "Vertical Trade, Exchange Rate Pass-Through, and the Exchange Rate Regime," Open Economies Review, Springer, Springer, vol. 25(3), pages 477-520, July.
  69. Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 10-2006, Economics Section, The Graduate Institute of International Studies.
  70. B. Gabriela Mundaca & Jon Strand, 2005. "A risk allocation approach to optimal exchange rate policy," Oxford Economic Papers, Oxford University Press, vol. 57(3), pages 398-421, July.
  71. Devereux, Michael B, 2000. "A Simple Dynamic General Equilibrium Model Of The Tradeoff Between Fixed And Floating Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2403, C.E.P.R. Discussion Papers.
  72. Singh, Rajesh, 2004. "Trade and Welfare Under Alternative Exchange Rate Regimes," Staff General Research Papers 11463, Iowa State University, Department of Economics.
  73. Giancarlo Corsetti & Paolo Pesenti, 2001. "Welfare And Macroeconomic Interdependence," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 116(2), pages 421-445, May.
  74. Alan Sutherland, 2005. "The Expenditure Switching Effect, Welfare and Monetary Policy in a Small Open Economy," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp022, IIIS.
  75. Lane, P & Honohan, P, 1999. "Pegging To The Dollar And The Euro," Trinity Economics Papers, Trinity College Dublin, Department of Economics 996, Trinity College Dublin, Department of Economics.
  76. Shankar, Rashmi, 2002. "Distinguishing between observationally equivalent theories of crises," Policy Research Working Paper Series 2926, The World Bank.
  77. Alan Sutherland, 2002. "A Simple Second-Order Solution Method for Dynamic General Equilibrium Models," Discussion Paper Series, Department of Economics, Department of Economics, University of St. Andrews 200211, Department of Economics, University of St. Andrews.
  78. Ozge Senay, 2008. "Interest Rate Rules And Welfare In Open Economies," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(3), pages 300-329, 07.
  79. Carlos Borondo, . "International Transmission of Monetary Shocks with Interest Rate Rule," Working Papers on International Economics and Finance 00-04, FEDEA.
  80. Tokhir Mirzoev, 2004. "A Dynamic Model of Endogenous Exchange Rate Pass-Through," International Finance, EconWPA 0409002, EconWPA.
  81. Kirdan Lees, 2006. "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series DP2006/08, Reserve Bank of New Zealand.
  82. Charles Engel, 1999. "On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models," NBER Working Papers 7067, National Bureau of Economic Research, Inc.
  83. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Macroeconomics Working Papers 22811, East Asian Bureau of Economic Research.