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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. Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010. "The Home Bias in Equities and Distribution Costs," Working Papers, Swiss National Bank, Study Center Gerzensee 10.03, Swiss National Bank, Study Center Gerzensee.
  2. De Paoli, Bianca & Lipinska, Anna, 2012. "Capital controls: a normative analysis," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov, pages 1-36.
  3. Hamano, Masashige, 2013. "The consumption-real exchange rate anomaly with extensive margins," Journal of International Money and Finance, Elsevier, Elsevier, vol. 36(C), pages 26-46.
  4. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," Working Paper, Federal Reserve Bank of Atlanta 2009-23, Federal Reserve Bank of Atlanta.
  5. Fabio Ghironi & Marc J. Melitz, 2004. "International Trade and Macroeconomic Dynamics with Heterogeneous Firms," Boston College Working Papers in Economics, Boston College Department of Economics 599, Boston College Department of Economics.
  6. Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography 122247000000001275, UCLA Department of Economics.
  7. Giorgio Di Giorgio & Salvatore Nisticò, 2010. "Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli 1089, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  8. Martin Bodenstein, 2006. "Closing open economy models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 867, Board of Governors of the Federal Reserve System (U.S.).
  9. Mathias Hoffmann & Oliver Holtemˆller, 2010. "Transmission of Nominal Exchange Rate Changes to Export Prices and Trade Flows and Implications for Exchange Rate Policy," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 112(1), pages 127-161, 03.
  10. Ippei Fujiwara & Naohisa Hirakata, 2007. "Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 07-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
  11. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  12. Bai, Yan & Zhang, Jing, 2012. "Financial integration and international risk sharing," Journal of International Economics, Elsevier, Elsevier, vol. 86(1), pages 17-32.
  13. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," RSCAS Working Papers, European University Institute 2007/26, European University Institute.
  14. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series, Federal Reserve Bank of San Francisco 2007-27, Federal Reserve Bank of San Francisco.
  15. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 13-2011, Economics Section, The Graduate Institute of International Studies.
  16. Michael Dotsey & Margarida Duarte, 2006. "Nontraded goods, market segmentation, and exchange rates," Working Papers 06-9, Federal Reserve Bank of Philadelphia.
  17. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, external balance and exchange rates: evidence on the transmission mechanism among G7 countries," Economics Working Papers, European University Institute ECO2006/39, European University Institute.
  18. Punnoose Jacob & Gert Peersman, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series DP2013/04, Reserve Bank of New Zealand.
  19. Chernyshoff, Natalia & Jacks, David S. & Taylor, Alan M., 2009. "Stuck on gold: Real exchange rate volatility and the rise and fall of the gold standard, 1875-1939," Journal of International Economics, Elsevier, Elsevier, vol. 77(2), pages 195-205, April.
  20. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(4), pages 1041-1087, April.
  21. 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.
  22. Yongsung Chang & Sun-Bin Kim & Jaewoo Lee, 2012. "Accounting for Global Dispersion of Current Accounts," Working papers, Yonsei University, Yonsei Economics Research Institute 2012rwp-44, Yonsei University, Yonsei Economics Research Institute.
  23. Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, Elsevier, vol. 92(1), pages 14-33.
  24. Cavallari, Lilia, 2012. "Firms' entry, monetary policy and the international business cycle," MPRA Paper 41876, University Library of Munich, Germany.
  25. Corsetti, Giancarlo & Meier, André & Müller, Gernot, 2009. "Cross-border spillovers from fiscal stimulus," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7535, C.E.P.R. Discussion Papers.
  26. Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Working Papers Central Bank of Chile, Central Bank of Chile 608, Central Bank of Chile.
  27. Gianluca Benigno & Christoph Thoenissen, 2005. "On the consumption-real exchange rate anomaly," Bank of England working papers, Bank of England 254, Bank of England.
  28. Johri, Alok & Letendre, Marc-André & Luo, Daqing, 2011. "Organizational capital and the international co-movement of investment," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(4), pages 511-523.
  29. Corsetti, Giancarlo & Martin, Philippe & Pesenti, Paolo, 2007. "Productivity, terms of trade and the `home market effect'," Journal of International Economics, Elsevier, Elsevier, vol. 73(1), pages 99-127, September.
  30. Parantap Basu & Christoph Thoenissen, 2011. "International business cycles and the relative price of investment goods," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 44(2), pages 580-606, May.
  31. Gao, Xiaodan & Hnatkovska, Viktoria & Marmer, Vadim, 2012. "Limited Participation in International Business Cycle Models: A Formal Evaluation," Microeconomics.ca working papers, Vancouver School of Economics vadim_marmer-2012-1, Vancouver School of Economics, revised 21 Dec 2013.
  32. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," IMF Working Papers, International Monetary Fund 12/66, International Monetary Fund.
  33. Keyu Jin & Nan Li, 2011. "Factor Proportions and International Business Cycles," CEP Discussion Papers, Centre for Economic Performance, LSE dp1090, Centre for Economic Performance, LSE.
  34. Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014. "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," CESifo Working Paper Series, CESifo Group Munich 4870, CESifo Group Munich.
  35. Gianluca Benigno & Hande Küçük-Tuger, 2011. "Portfolio Allocation and International Risk Sharing," CEP Discussion Papers, Centre for Economic Performance, LSE dp1048, Centre for Economic Performance, LSE.
  36. Darvas, Zsolt & Szapáry, György, 2005. "Business Cycle Sychronization in the Enlarged EU," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5179, C.E.P.R. Discussion Papers.
  37. 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.
  38. 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.
  39. Michael B Devereux & Ozge Senay & Alan Sutherland, 2013. "Nominal Stability and Financial Globalization," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 201309, Centre for Dynamic Macroeconomic Analysis.
  40. Coeurdacier, Nicolas, 2009. "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, Elsevier, vol. 77(1), pages 86-100, February.
  41. Martin Bodenstein, 2008. "International Asset Markets and Real Exchange Rate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
  42. Bodenstein, Martin, 2010. "Trade elasticity of substitution and equilibrium dynamics," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(3), pages 1033-1059, May.
  43. Adrien Verdelhan, 2010. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, American Finance Association, vol. 65(1), pages 123-146, 02.
  44. 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.
  45. Enders, Zeno & Müller, Gernot J. & Scholl, Almuth, 2011. "How do fiscal and technology shocks affect real exchange rates?: New evidence for the United States," Journal of International Economics, Elsevier, Elsevier, vol. 83(1), pages 53-69, January.
  46. Jon Steinsson, 2005. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," Economics, Department of Economics, Central bank of Iceland wp28_jonst, Department of Economics, Central bank of Iceland.
  47. Alessandria, George & Delacroix, Alain, 2008. "Trade and the (dis)incentive to reform labor markets: The case of reform in the European Union," Journal of International Economics, Elsevier, Elsevier, vol. 75(1), pages 151-166, May.
  48. François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
  49. Mathias Hoffmann & Peter Tillmann, 2011. "International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 201133, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  50. 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.
  51. 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.).
  52. Karabarbounis, Loukas, 2010. "Labor wedges and open economy puzzles," MPRA Paper 31370, University Library of Munich, Germany.
  53. Liu, Zheng & Pappa, Evi, 2005. "Gains from international monetary policy coordination: does it pay to be different?," Working Paper Series, European Central Bank 0514, European Central Bank.
  54. Luca Fornaro, 2012. "International debt deleveraging," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1401, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2013.
  55. Asli Leblebicioglu, 2006. "Financial Integration, Credit Market Imperfections and Consumption Smoothing," 2006 Meeting Papers, Society for Economic Dynamics 651, Society for Economic Dynamics.
  56. 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.
  57. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series, CESifo Group Munich 4669, CESifo Group Munich.
  58. 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.
  59. 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.
  60. Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri, 2007. "Oil shocks and external adjustment," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 897, Board of Governors of the Federal Reserve System (U.S.).
  61. 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.
  62. 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.).
  63. Mandelman, Federico S. & Zlate, Andrei, 2012. "Immigration, remittances and business cycles," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(2), pages 196-213.
  64. Ghironi, Fabio, 2008. "The role of net foreign assets in a New Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(6), pages 1780-1811, June.
  65. Giorgio Di Giorgio & Salvatore Nistic�, . "Fiscal Deficits, Current Account Dynamics and Monetary Policy," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance 8, Department of the Treasury, Ministry of the Economy and of Finance.
  66. Mehmet Fatih, Ekinci, 2010. "Inattentive Consumers and Exchange Rate Volatility," MPRA Paper 26472, University Library of Munich, Germany, revised 31 Oct 2010.
  67. Dao, Mai Chi, 2013. "Foreign labor costs and domestic employment: What are the spillovers?," Journal of International Economics, Elsevier, Elsevier, vol. 89(1), pages 154-171.
  68. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  69. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers, Society for Economic Dynamics 613, Society for Economic Dynamics.
  70. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios with supply, demand and redistributive shocks," Sciences Po publications, Sciences Po info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  71. Adjemian, Stéphane & Darracq Pariès, Matthieu & Smets, Frank, 2008. "A quantitative perspective on optimal monetary policy cooperation between the US and the euro area," Working Paper Series, European Central Bank 0884, European Central Bank.
  72. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the international business cycle: The case of small countries with big banks," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 201108, Centre for Dynamic Macroeconomic Analysis.
  73. Bodenstein, Martin, 2011. "Closing large open economy models," Journal of International Economics, Elsevier, Elsevier, vol. 84(2), pages 160-177, July.
  74. Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004. "Trade, Production Sharing and the International Transmission of Business Cycles," Working Papers, Research Seminar in International Economics, University of Michigan 522, Research Seminar in International Economics, University of Michigan.
  75. Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias, 2014. "International Financial Market Integration, Asset Compositions and the Falling Exchange Rate Pass-Through," Working Papers, University of Heidelberg, Department of Economics 0569, University of Heidelberg, Department of Economics.
  76. Giancarlo Corsetti & Paolo Pesenti, 2005. "The simple geometry of transmission and stabilization in closed and open economies," Staff Reports, Federal Reserve Bank of New York 209, Federal Reserve Bank of New York.
  77. Gernot J. Mueller, 2004. "Understanding the Dynamic Effects of Government Spending on Foreign Trade," Economics Working Papers, European University Institute ECO2004/27, European University Institute.
  78. Berger, David & Faust, Jon & Rogers, John H. & Steverson, Kai, 2012. "Border prices and retail prices," Journal of International Economics, Elsevier, Elsevier, vol. 88(1), pages 62-73.
  79. Keisuke Otsu, 2010. "International Business Cycle Accounting," Studies in Economics, Department of Economics, University of Kent 1010, Department of Economics, University of Kent.
  80. Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2006. "Nominal Rigidities in an Estimated Two Country," Computing in Economics and Finance 2006, Society for Computational Economics 162, Society for Computational Economics.
  81. Ana Maria Santacreu, 2005. "Reaction functions in a small open economy: What role for non-traded inflation?," Reserve Bank of New Zealand Discussion Paper Series DP2005/04, Reserve Bank of New Zealand.
  82. Martin Berka & Michael B. Devereux, 2013. "Trends in European real exchange rates," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 28(74), pages 193-242, 04.
  83. 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.
  84. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers, Society for Economic Dynamics 911, Society for Economic Dynamics.
  85. Paul Beaudry & Martial Dupaigne & Franck Portier, 2011. "Modeling News-Driven International Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 72-91, January.
  86. Pompeo Della Posta, 2005. "Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro 24, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
  87. Cacciatore, Matteo & Ghironi, Fabio & Stebunovs, Viktors, 2014. "The Domestic and International Effects of Interstate U.S. Banking," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1111, Board of Governors of the Federal Reserve System (U.S.).
  88. Christoph Thoenissen, 2008. "Exchange rate dynamics, asset market structure and the role of the trade elasticity," 2008 Meeting Papers, Society for Economic Dynamics 167, Society for Economic Dynamics.
  89. Jiandong Ju & Kang Shi & Shang-Jin Wei, 2011. "On the Connections between Intertemporal and Intra-temporal Trades," NBER Working Papers 17549, National Bureau of Economic Research, Inc.
  90. Michel Normandin & Martin Boileau, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche 05-03, HEC Montréal, Institut d'économie appliquée.
  91. Craighead, William D., 2009. "Real rigidities and real exchange rate volatility," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(1), pages 135-147, February.
  92. Lipinska, Anna, 2006. "The Maastricht convergence criteria and optimal monetary policy for the EMU accession countries," MPRA Paper 1795, University Library of Munich, Germany.
  93. Michael B. Devereux & Viktoria Hnatkovska, 2012. "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 45(2), pages 509-534, May.
  94. Mario J. Crucini, 2006. "International Real Business Cycles," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics 0617, Vanderbilt University Department of Economics.
  95. A. Craig Burnside & Jeremy J. Graveline, 2012. "On the Asset Market View of Exchange Rates," NBER Working Papers 18646, National Bureau of Economic Research, Inc.
  96. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 100-112, January.
  97. Christoph Thoenissen, 2006. "Real Exchange Rate Volatility and Asset Market Structure," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200609, Centre for Dynamic Macroeconomic Analysis, revised 15 Oct 2006.
  98. Tervala, Juha, 2014. "China, the Dollar Peg and U.S. Monetary Policy," MPRA Paper 53223, University Library of Munich, Germany.
  99. Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2005. "Real Exchange Rate Overshooting RBC Style," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5029, C.E.P.R. Discussion Papers.
  100. Benigno, Gianluca & Thoenissen, Christoph, 2006. "Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5580, C.E.P.R. Discussion Papers.
  101. M. Hadzi-Vaskov, 2008. "Does the nominal exchange rate explain the Backus-Smith puzzle? evidence from the Eurozone," Working Papers, Utrecht School of Economics 07-32, Utrecht School of Economics.
  102. Pau Rabanal, 2006. "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model," Computing in Economics and Finance 2006, Society for Computational Economics 87, Society for Computational Economics.
  103. 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.
  104. 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.).
  105. Michael B Devereux & Gregor W Smith & James Yetman, 2009. "Consumption and real exchange rates in professional forecasts," BIS Working Papers, Bank for International Settlements 295, Bank for International Settlements.
  106. Arnab Bhattacharjee & Jagjit S. Chadha & Qi Sun, 2008. "Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 200808, Centre for Dynamic Macroeconomic Analysis.
  107. 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.
  108. Andrea Raffo, 2008. "Technology Shocks: Novel Implications for International Business Cycles," 2008 Meeting Papers, Society for Economic Dynamics 511, Society for Economic Dynamics.
  109. 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.
  110. 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.
  111. 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.
  112. 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.
  113. 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.
  114. 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.
  115. Oviedo, P. Marcelo & Singh, Rajesh, 2013. "Investment composition and international business cycles," Journal of International Economics, Elsevier, Elsevier, vol. 89(1), pages 79-95.
  116. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2009. "The international dimension of productivity and demand shocks in the U.S. economy," Working Paper Series, Federal Reserve Bank of San Francisco 2009-09, Federal Reserve Bank of San Francisco.
  117. 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.
  118. 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.
  119. 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.
  120. 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.
  121. 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.
  122. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers, European University Institute ECO2005/23, European University Institute.
  123. 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.
  124. 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.
  125. 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.
  126. 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.
  127. 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.
  128. 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.
  129. 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.
  130. Sánchez, Marcelo, 2010. "Wage restraint and monetary union," Economic Modelling, Elsevier, Elsevier, vol. 27(1), pages 134-142, January.
  131. 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.
  132. 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.
  133. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers, Society for Economic Dynamics 1207, Society for Economic Dynamics.
  134. Darracq Pariès, Matthieu, 2007. "International frictions and optimal monetary policy cooperation: analytical solutions," Working Paper Series, European Central Bank 0834, European Central Bank.
  135. 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.
  136. 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.
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