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Citations for "Expectations and Exchange Rate Dynamics" by Dornbusch, Rudiger
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Martin D. D. Evans and Richard K. Lyons., 1999.
"Order Flow and Exchange Rate Dynamics ,"
Research Program in Finance Working Papers
RPF-288, University of California at Berkeley.
[Downloadable!]
Other versions:
Martin Evans & Richard Lyons, 1999.
"Order Flow and Exchange Rate Dynamics ,"
Research Program in Finance, Working Paper Series
1007, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Martin D.D. Evans & Richard K. Lyons, 1999.
"Order Flow and Exchange Rate Dynamics ,"
NBER Working Papers
7317, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Martin D. D. Evans & Richard K. Lyons, 2002.
"Order Flow and Exchange Rate Dynamics ,"
Journal of Political Economy ,
University of Chicago Press, vol. 110(1), pages 170-180, February.
[Downloadable!] (restricted) Claudio Soto, 2003.
"The Effects of Nominal and Real Shocks on the Chilean Real Exchange Rate During the Nineties ,"
Working Papers Central Bank of Chile
220, Central Bank of Chile.
[Downloadable!]
David H. Papell, 1986.
"Activist Monetary Policy, Imperfect Capital Mobility, and the Overshooting Hypothesis ,"
NBER Working Papers
1244, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Maurizio Michael Habib, 2002.
"Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe ,"
International Finance
0209004, EconWPA.
[Downloadable!]
Paul De Grauwe & Marianna Grimaldi, 2003.
"Intervention in the Foreign Exchange Market in a Model with Noise Traders ,"
Working Papers
162003, Hong Kong Institute for Monetary Research.
[Downloadable!]
R.N. Agarwal, 2000.
"Exchange rate determination in India endogenising foreign capital flaws and some entities of monetary sector ,"
Institute of Economic Growth, Delhi Discussion Papers
13, Institute of Economic Growth, Delhi, India.
[Downloadable!]
Katie Farrant & Gert Peersman, .
"Accounting for the source of exchange rate movements: new evidence ,"
Bank of England working papers
269, Bank of England.
[Downloadable!]
Jon Vilasuso & Steve Cunningham, 1996.
"Tests for Nonlinearity in EMS Exchange Rates ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 1(3), pages 155-168.
[Downloadable!] (restricted)
Buiter, Willem H, 2001.
"The Liquidity Trap in an Open Economy ,"
CEPR Discussion Papers
2923, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
M. Ali Kemal & Rana Murad Haider, 2004.
"Exchange Rate Behaviour after Recent Float: The Experience of Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 43(4), pages 829-852.
[Downloadable!]
Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2003.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
03-1, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Peter J. Stemp & Stephen J. Turnovsky, 1988.
"Optimal Monetary Policy in an Open Economy ,"
NBER Working Papers
2018, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"Exchange Rate Effects on the Volume and Variability of Trade Flows ,"
Boston College Working Papers in Economics
405., Boston College Department of Economics, revised 12 Sep 2001.
[Downloadable!]
Other versions:
Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998.
"Exchange Rate Effects on the Volume and Variability of Trade Flows ,"
Papers
1998/05, Koc University.
Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002.
"Exchange rate effects on the volume and variability of trade flows ,"
Journal of International Money and Finance ,
Elsevier, vol. 21(4), pages 481-496, August.
[Downloadable!] (restricted) Dallas S. Batten & Michael T. Belongia, 1984.
"The recent decline in agricultural exports: is the exchange rate the culprit? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Oct, pages 5-14.
[Downloadable!]
Joel Bogdanski & Alexandre Antonio Tombini & Sérgio Ribeiro da Costa Werlang, 2000.
"Implementing Inflation Targeting in Brazil ,"
Working Papers Series
1, Central Bank of Brazil, Research Department.
[Downloadable!]
Sergio Da Silva, 2004.
"International Finance, Levy Distributions, and the Econophysics of Exchange Rates ,"
International Finance
0405018, EconWPA.
[Downloadable!]
Nelson C. Mark, 2005.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics ,"
NBER Working Papers
11061, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Robert P. Flood & Robert J. Hodrick, 1986.
"Money and the Open Economy Business Cycle: A Flexible Price Model ,"
NBER Working Papers
1967, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000.
"Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices ,"
Working Papers
2000:4, Lund University, Department of Economics.
[Downloadable!]
Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000.
"Forecasting the Euro exchange rate using vector error correction models ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(2), pages 232-258, June.
[Downloadable!] (restricted)
John Fender & Neil Rankin, 2006.
" Disinflation in an Open-Economy Staggered-Wage DGE Model: Exchange-Rate Pegging, Booms and the Role of Preannouncement ,"
CDMA Working Paper Series
0610, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Devereux, Michael B & Engel, Charles M, 2006.
"Expectations and Exchange Rate Policy ,"
CEPR Discussion Papers
5743, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Kari Alho, 2002.
"Stabilization Inside and Outside EMU ,"
Discussion Papers
821, The Research Institute of the Finnish Economy.
[Downloadable!]
Andrew K. Rose, 1994.
"Exchange Rate Volatility, Monetary Policy, and Capital Mobility: Empirical Evidence on the Holy Trinity ,"
NBER Working Papers
4630, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman, 2004.
"Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 43(4), pages 721-735.
[Downloadable!]
Other versions: Sfia, Mohamed Daly, 2006.
"Tunisia: Sources Of Real Exchange Rate Fluctuations ,"
MPRA Paper
3129, University Library of Munich, Germany.
[Downloadable!]
Masao Ogaki & Julio Santaella, 1999.
"The Exchange Rate and the Term Structure of Interest Rates in Mexico ,"
Working Papers
99-21, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: Presser, Mario Ferreira, 2000.
"Políticas macroeconômicas e regimes cambiais: uma resenha crítica da contribuição do mainstream na década de 80 ,"
Revista Economia e Sociedade ,
Instituto de Economia, Universidade Estadual de Campinas (UNICAMP), vol. 14, pages 46, January.
[Downloadable!]
Alquist, Ron & Kilian, Lutz, 2007.
"What Do We Learn from the Price of Crude Oil Futures? ,"
CEPR Discussion Papers
6548, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Gordon de Brouwer & Luci Ellis, 1998.
"Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy ,"
RBA Research Discussion Papers
rdp9803, Reserve Bank of Australia.
[Downloadable!]
Habib, Maurizio Michael, 2002.
"Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe ,"
BOFIT Discussion Papers
7/2002, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Mathias Hoffmann & Ronald MacDonald, 2006.
"A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials ,"
Working Papers
2007_36, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Jacob A. Frenkel & Assaf Razin, 1984.
"The International Transmission of Fiscal Expenditures and Budget Deficits in the World Economy ,"
NBER Working Papers
1527, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
G. Peersman, 2005.
"The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
05/286, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
T. Asada & Carl Chiarella & Peter Flaschel & Reiner Franke, 2003.
"Interacting Two-Country Business Fluctuations ,"
Working Paper Series
128, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Other versions: Dimitrios P. Tsomocos, 2006.
"Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria ,"
OFRC Working Papers Series
2006fe07, Oxford Financial Research Centre.
[Downloadable!]
Ana Luísa Gouvêa Abras & Rodrigo Marino Sekkel, 2003.
"Choques Nominais e Reais na Taxa de Câmbio: Evidência Empírica para o Brasil Pós Desvalorização de 1999 ,"
Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting]
c48, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
John Y. Campbell & Luis M. Viceira & Joshua S. White, 2002.
"Foreign Currency for Long-Term Investors ,"
NBER Working Papers
9075, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Campbell, John Y & Viceira, Luis M & White, Josh S., 2002.
"Foreign Currency for Long-Term Investors ,"
CEPR Discussion Papers
3463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003.
"Foreign Currency for Long-Term Investors ,"
Economic Journal ,
Royal Economic Society, vol. 113(486), pages C1-C25, March.
[Downloadable!] (restricted) Jacques R. Artus & John H. Young, 1979.
"Fixed and Flexible Rates: A Renewal of The Debate ,"
NBER Working Papers
0367, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jagjit S. Chadha, 2008.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model ,"
Studies in Economics
0808, Department of Economics, University of Kent.
[Downloadable!]
Other versions: Robert Aliber, 1978.
"The integration of National financial markets: A review of theory and findings ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(3), pages 448-480, September.
[Downloadable!] (restricted)
Brian Kahn & Ashok Parikh, 1998.
"Does purchasing power parity survive political shocks in South Africa? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(1), pages 99-116, March.
[Downloadable!] (restricted)
Hian Teck Hoon & Edmund S. Phelps, 2002.
"A structuralist model of the small open economy in the short, medium and long run ,"
Discussion Papers
0102-25, Columbia University, Department of Economics.
[Downloadable!]
Other versions:
Hian Teck Hoon & Edmund S Phelps, 2005.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
Working Papers
09-2005, Singapore Management University, School of Economics.
[Downloadable!] Hian Teck Hoon & Edmund S. Phelps, 2004.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
DEGIT Conference Papers
c009_005, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!] Hoon, Hian Teck & Phelps, Edmund S., 2007.
"A structuralist model of the small open economy in the short, medium and long run ,"
Journal of Macroeconomics ,
Elsevier, vol. 29(2), pages 227-254, June.
[Downloadable!] (restricted) Andrea Brasili & Bruno Sitzia, 2003.
"Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries ,"
Open Economies Review ,
Springer, vol. 14(2), pages 135-155, April.
[Downloadable!] (restricted)
Anjum Aqeel & Mohammed Nishat, 2000.
"The Twin Deficits Phenomenon: Evidence from Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 39(4), pages 535-550.
[Downloadable!]
Alan C. Stockman & Harris Dellas, 1989.
"The Roles of the Terms of Trade and Nontraded-Good-Prices in Exchange Rate Variations ,"
NBER Working Papers
1342, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Enzo Weber, 2007.
"Economic Integration and the Foreign Exchange ,"
SFB 649 Discussion Papers
SFB649DP2007-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: Ricardo Caballero & Arvind Krishnamurthy, 2004.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
NBER Working Papers
10517, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Caballero, Ricardo & Krishnamurthy, Arvind, 2005.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
MPRA Paper
824, University Library of Munich, Germany.
[Downloadable!] Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 1(1), May.
[Downloadable!] Adrian Blundell-Wignall & Frank Browne, 1992.
"Real Exchange Rates and the Globalisation of Financial Markets ,"
RBA Research Discussion Papers
rdp9203, Reserve Bank of Australia.
[Downloadable!]
Maurice Obstfeld & Kenneth Rogoff, 2006.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
Center for International and Development Economics Research, Working Paper Series
1006, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Maurice Obstfeld and Kenneth Rogoff., 2000.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
Center for International and Development Economics Research (CIDER) Working Papers
C00-116, University of California at Berkeley.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2001.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
International Trade
0012004, EconWPA.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2000.
"Perspectives on OECD economic integration : implications for U.S. current account adjustment ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 169-208.
[Downloadable!] Jose De Gregorio & Eric Parrado, 2006.
"Overshooting Meets Inflation Targeting ,"
Working Papers Central Bank of Chile
394, Central Bank of Chile.
[Downloadable!]
Michael M. Hutchison & Adrian W. Throop, 1985.
"U.S. budget deficits and the real value of the dollar ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Fall, pages 26-43.
[Downloadable!]
Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis, 2005.
"Explaining exchange rate dynamics - the uncovered equity return parity condition ,"
Working Paper Series
529, European Central Bank.
[Downloadable!]
Bryce Hool & J. David Richardson, 1980.
"International Trade, Indebtedness, and Welfare Repercussions among Supply-Constrained Economies under Floating Exchange Rates ,"
NBER Working Papers
0571, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jian Gao & Gang Gong & Xue-Zhong He, 2007.
"Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy ,"
Research Paper Series
199, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Rodolfo Helg & Massimiliano Serati, .
"Does the PPP need the UIP? ,"
Working Papers
97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Peter Wilson & Choy Keen Meng, 2006.
"Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory ,"
SCAPE Policy Research Working Paper Series
0601, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!]
Other versions: Landon, Stuart & Smith, Constance, 1999.
"The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate ,"
MPRA Paper
9775, University Library of Munich, Germany.
[Downloadable!]
Other versions: Paul de Grauwe & Roberto Dieci & Marianna Grimaldi, 2005.
"Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Yoonbai Kim, 1997.
"How Real Are Real Exchange Rates? ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(1), pages 87-108, April.
[Downloadable!] (restricted)
Francis E. Warnock, 1998.
"Idiosyncratic tastes in a two-country optimizing model: implications ; of a standard presumption ,"
International Finance Discussion Papers
631, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Felipe Morandé, 1986.
"Volatilidad de los Tipos de Cambio y Contratos Traslapados ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(69), pages 229-237.
[Downloadable!]
Celine Gauthier & David Tessier, 2002.
"Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence ,"
Working Papers
02-31, Bank of Canada.
[Downloadable!]
Mona R. El Shazly, 1989.
"The Oil-Price Effect On The Dollar/Pound Rate Of Exchange ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(3), pages 73-83, October.
[Downloadable!] (restricted)
Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle ,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
[Downloadable!]
Other versions: Hau, Harald, 2000.
"Real Exchange Rate Volatility and Economic Openness: Theory and Evidence ,"
CEPR Discussion Papers
2356, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Michael Schröder & Robert Dornau, 2000.
"Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations ,"
CoFE Discussion Paper
00-14, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
David O. Cushman & Tao Zha, 1995.
"Identifying monetary policy in a small open economy under flexible exchange rates ,"
Working Paper
95-7, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Wohltmann, Hans-Werner & Clausen, Volker, 2003.
"Oil Price Shocks and Monetary Policy in an Asymmetric Monetary Union§ ,"
Economics working papers
2003,11, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Maurice Obstfeld, 1983.
"Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981 ,"
NBER Working Papers
0963, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Phornchanok Cumperayot, 2003.
"Dusting off the Perception of Risk and Returns in FOREX Markets ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Sven W. Arndt & J. David Richardson, 1988.
"Real-Financial Linkages Among Open Economies ,"
NBER Working Papers
2230, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Frydman, R. & Goldberg, M.D., 2003.
"Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange ,"
Working Papers
03-03, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Frankel, Jeffrey A. & Rose, Andrew K., 1997.
"Economic Structure and the Decision to Adopt a Common Currency ,"
Seminar Papers
611, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Other versions: Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates ,"
Working Papers
65, Bank of Greece.
[Downloadable!]
Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates ,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Schröder, Michael & Dornau, Robert, 1999.
"What's on their mind : do exchange rate forecasters stick to theoretical models? ,"
ZEW Discussion Papers
99-08, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Shamik Dhar & Darren Pain & Ryland Thomas, .
"A small structural empirical model of the UK monetary transmission mechanism ,"
Bank of England working papers
113, Bank of England.
[Downloadable!]
Lemmen, J. & Eijffinger, S., 1995.
"The fundamental determinants of financial integration in the European Union ,"
Discussion Paper
117, Tilburg University, Center for Economic Research.
[Downloadable!]
John H. Rogers, 1998.
"Monetary shocks and real exchange rates ,"
International Finance Discussion Papers
612, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Jerry Coakley & Stuart Snaith, 2004.
"Testing for Long Run Relative PPP in Europe ,"
Money Macro and Finance (MMF) Research Group Conference 2004
34, Money Macro and Finance Research Group.
[Downloadable!]
Hilde C. Bjørnland, 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Working Paper
2005/16, Norges Bank.
[Downloadable!]
Other versions:
Bjørnland, Hilde C., 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Memorandum
31/2005, Oslo University, Department of Economics.
[Downloadable!] "Hilde C." "Bjørnland", 2008.
"Monetary Policy and Exchange Rate Interactions in a Small Open Economy ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 110(1), pages 197-221, 03.
[Downloadable!] (restricted) Alan C. Stockman, 1985.
"Effects of Inflation on the Pattern of International Trade ,"
NBER Working Papers
0713, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Nandwa, Boaz & Mohan, Ramesh, 2007.
"A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya ,"
MPRA Paper
5581, University Library of Munich, Germany.
[Downloadable!]
Kevin X. D. Huang & Qinglai Meng, 2007.
"Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules ,"
Working Papers
07-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Lise Patureau, 2002.
"Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle ,"
Computing in Economics and Finance 2002
299, Society for Computational Economics.
[Downloadable!]
Peter Bernholz & Peter Kugler, 1979.
"Ein Versuch zur Erklärung von Wechselkursbewegungen ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 511-526, September.
[Downloadable!]
Jay H. Levin, 2004.
"A model of inflation targeting in an open economy ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(4), pages 347-362.
[Downloadable!]
Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004.
"Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies ,"
Money Macro and Finance (MMF) Research Group Conference 2003
2, Money Macro and Finance Research Group.
[Downloadable!]
Ben Martin, .
"Caution and gradualism in monetary policy under uncertainty ,"
Bank of England working papers
105, Bank of England.
[Downloadable!]
John Pippenger, 2002.
"A Better Measure of Relative Volatility ,"
University of California at Santa Barbara, Economics Working Paper Series
9-02, Department of Economics, UC Santa Barbara.
[Downloadable!]
Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999.
"How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? ,"
CEPR Discussion Papers
2230, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000.
"How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? ,"
NBER Working Papers
7524, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004.
"How do UK-based foreign exchange dealers think their market operates? ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
[Downloadable!] Hafedh Bouakez & Michel Normandin, 2008.
"Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks? ,"
Cahiers de recherche
0818, CIRPEE.
[Downloadable!]
Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999.
"Exchange Rate Uncertainty and Firm Profitability ,"
Boston College Working Papers in Economics
422, Boston College Department of Economics, revised 16 Feb 2000.
[Downloadable!]
Other versions: P.J.G. Vlaar, 2001.
"On the Strength of the US dollar: Can it be Explained by Output Growth? ,"
WO Research Memoranda (discontinued)
668, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001.
"Real Exchange Rates in the Long Run: Evidence from Historical Data ,"
Working Papers
2001_6, Department of Economics, University of Glasgow.
[Downloadable!]
Koichi Hamada, 1998.
"The Choice of International Monetary Regimes in a Context of Repeated Games ,"
Open Economies Review ,
Springer, vol. 9(1), pages 417-446, January.
[Downloadable!] (restricted)
Olivier Blanchard & Francesco Giavazzi & Filipa Sa, 2005.
"The U.S. Current Account and the Dollar ,"
NBER Working Papers
11137, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: David Laidler, 1999.
"Canada's Exchange Rate Options ,"
Canadian Public Policy ,
University of Toronto Press, vol. 25(3), pages 324-332, September.
[Downloadable!] (restricted)
M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002.
"The Effects of Capital Controls on Exchange Rate Volatility and Output ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(4), pages 27-51, December.
[Downloadable!] (restricted)
Martin Feldstein, 1989.
"The Budget Deficit and the Dollar ,"
NBER Working Papers
1898, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
P. Cavelaars, 2001.
"International Trade Costs, Home Bias and Europe's Single Markets ,"
MEB Series (discontinued)
2001-8, Netherlands Central Bank, Monetary and Economic Policy Department.
Hui Guo & Robert Savickas, 2006.
"Idiosyncratic volatility, economic fundamentals, and foreign exchange rates ,"
Working Papers
2005-025, Federal Reserve Bank of St. Louis.
[Downloadable!]
Hwan-Chyang Lin & Hui-Kuan Tseng, 1993.
"Exchange rate shocks and the current account under monopolistic competition: An intertemporal optimization model ,"
Open Economies Review ,
Springer, vol. 4(2), pages 133-150, June.
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Richard Baldwin, 1989.
"Measureable Dynamic Gains from Trade ,"
NBER Working Papers
3147, National Bureau of Economic Research, Inc.
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Other versions: William Barnett & Chang Ho Kwag, 2005.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
International Trade
0505004, EconWPA, revised 24 Oct 2005.
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Other versions: Steve Ambler, 1988.
"Fiscal and monetary policy in an open economy with staggered wages ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 124(1), pages 58-73, March.
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Jeffrey A. Frankel, 2006.
"The Effect of Monetary Policy on Real Commodity Prices ,"
NBER Working Papers
12713, National Bureau of Economic Research, Inc.
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Charles Pigott, 1984.
"Indicators of long-term real interest rates ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Win, pages 45-63.
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Richard Meese & Kenneth Rogoff, 1989.
"Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984 ,"
NBER Working Papers
1732, National Bureau of Economic Research, Inc.
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Other versions: Guillermo Le Fort, 1986.
"La Dinámica de Ajuste del Tipo de Cambio Real y la Tasa de Interés Real luego de una Devaluación ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 49-68.
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Weber, Axel A., 1997.
"Sources of Currency Crisis: An Empirical Analysis ,"
Discussion Paper Serie B
418, University of Bonn, Germany.
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Rebecca L Driver & Peter F Westaway, .
"Concepts of equilibrium exchange rates ,"
Bank of England working papers
248, Bank of England.
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Jagdeep Bhandari & Stephen Turnovsky, 1982.
"Alternative monetary policies in an inflationary equilibrium model of the open economy ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 118(1), pages 1-18, March.
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James Ingram, 1978.
"Expectations and floating exchange rates ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(3), pages 422-447, September.
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Peter N. Ireland, 2005.
"The monetary transmission mechanism ,"
Working Papers
06-1, Federal Reserve Bank of Boston.
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Other versions: David Gruen & Jacqueline Dwyer, 1995.
"Are Terms of Trade Rises Inflationary? ,"
RBA Research Discussion Papers
rdp9508, Reserve Bank of Australia.
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Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999.
"Price Level Convergence Among United States Cities: Lessons for the European Central Bank ,"
Working Papers
99-01, Ohio State University, Department of Economics.
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Other versions: Jon Faust & John H. Rogers, 1999.
"Monetary policy's role in exchange rate behavior ,"
International Finance Discussion Papers
652, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Hiroya Akiba, 1996.
"Exchange-Rate Sensitive Demand For Money And Overshooting ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(3), pages 119-129, October.
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David Papell, 1998.
"The great appreciation, the great depreciation, and the purchasing power parity hypothesis ,"
Working Papers
30, Oesterreichische Nationalbank (Austrian Central Bank).
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Other versions: Yihui Lan, 2001.
"The Explosion of Purchasing Power Parity ,"
Economics Discussion / Working Papers
01-22, The University of Western Australia, Department of Economics.
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Barry Eichengreen & Charles Wyplosz, 1989.
"The Economic Consequences of the Franc Poincare ,"
NBER Working Papers
2064, National Bureau of Economic Research, Inc.
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Other versions: Alberto Giovannini & Julio J. Rotemberg, 1989.
"Exchange Rate Dynamics with Sticky Prices: The Deutsch Mark, 1974-1982 ,"
NBER Working Papers
1281, National Bureau of Economic Research, Inc.
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Other versions: David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983.
"Multiple Shooting in Rational Expectations Models ,"
NBER Technical Working Papers
0003, National Bureau of Economic Research, Inc.
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Peter J. Stemp, 1994.
"The Application Of Monetary Policy Rules Under Uncertainty About Expectations Formation ,"
International Economic Journal ,
Korean International Economic Association, vol. 8(4), pages 57-74, December.
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Jörg Döpke & Jan Gottschalk & Christophe Kamps, 2001.
"Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000? ,"
Kiel Working Papers
1050, Kiel Institute for the World Economy.
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Ching-chong Lai, 1990.
"Exchange Rate Determination under Flexible and Two-Tier Exchange Rate Regimes ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 16(2), pages 115-123, Apr-Jun.
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Larsson, Anna, 2002.
"The Swedish Real Exchange Rate under Different Currency Regimes ,"
Working Paper Series
180, Trade Union Institute for Economic Research, revised 18 Sep 2003.
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Other versions: Christian Pierdzioch, 2002.
"Exchange Rate Expectations Redux and Monetary Policy ,"
Kiel Working Papers
1109, Kiel Institute for the World Economy.
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J. David Richardson, 1985.
"The New Nexus among Trade, Industrial and Exchange-Rate Policies ,"
NBER Working Papers
1099, National Bureau of Economic Research, Inc.
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Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
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Other versions: Carl Chiarella & Alexander Khomin, 1996.
"Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates ,"
Working Paper Series
64, School of Finance and Economics, University of Technology, Sydney.
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Olivier Blanchard, 2000.
"What do we know about Macroeconomics that Fisher and Wicksell did not? ,"
NBER Working Papers
7550, National Bureau of Economic Research, Inc.
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Other versions: Monika Blaszkiewicz-Schwartzman, 2007.
"Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence ,"
Money Macro and Finance (MMF) Research Group Conference 2006
144, Money Macro and Finance Research Group.
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Carlos Rodriguez, 1978.
"A simple Keynesian model of inflation and unemployment under rational expectations ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(1), pages 1-11, March.
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Claudia M. Buch & Jörg Döpke & Christian Pierdzioch, 2002.
"Financial Openness and Business Cycle Volatility ,"
Kiel Working Papers
1121, Kiel Institute for the World Economy.
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Other versions: Christopher Bowdler, 2005.
"Openness, exchange rate regimes and the Phillips curve ,"
Economics Papers
2005-W25, Economics Group, Nuffield College, University of Oxford.
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Eijffinger, S. & Schaling, E., 1995.
"Optimal Commitment in an Open Economy : Credibility vs. Flexibility ,"
Discussion Paper
79, Tilburg University, Center for Economic Research.
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Other versions: Gordon Menzies & Daniel John Zizzo, 2004.
"Inferential Expectations ,"
Economics Series Working Papers
187, University of Oxford, Department of Economics.
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Other versions: Kim, Jaebeom & Ogaki, Masao, 2004.
"Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
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Other versions: Richard C. Marston, 1985.
"Exchange-Rate Unions and the Volatility of the Dollar ,"
NBER Working Papers
0492, National Bureau of Economic Research, Inc.
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Erdem Basci & Mehmet Caner, 2005.
"Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 9(4), pages 1273-1273.
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Other versions: Katarina Juselius, 2007.
"The PPP Puzzle: What the Data Tell when Allowed to Speak Freely ,"
Discussion Papers
07-33, University of Copenhagen. Department of Economics, revised Dec 2007.
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Nilsson, Kristian, 1999.
"Alternative Measures of the Swedish Real Effective Exchange Rate ,"
Working Paper
68, National Institute of Economic Research.
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Bhagwan Chowdhry & Richard Roll & Yihong Xia, 2002.
"Extracting Inflation from Stock Returns to test Purchasing Power Parity ,"
University of California at Los Angeles, Anderson Graduate School of Management
1040, Anderson Graduate School of Management, UCLA.
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Michael G. Arghyrou & Virginie Boinet & Christopher Martin, 2003.
"Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries ,"
Public Policy Discussion Papers
03-12, Economics and Finance Section, School of Social Sciences, Brunel University.
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Other versions: Chin-Chang Lai, 1997.
"The Complex Dynamics of Real Exchange Rates with Countercyclical Balance of Trade ,"
Open Economies Review ,
Springer, vol. 8(4), pages 393-401, October.
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Kevin X. D. Huang & Zheng Liu, 2000.
"Vertical International Trade as a Monetary Transmission Mechanism in an Open Economy ,"
Cahiers de recherche CREFE / CREFE Working Papers
107, CREFE, Université du Québec à Montréal.
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Other versions: Charles Engel & Jeffrey A. Frankel, 1984.
"Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market ,"
NBER Working Papers
1049, National Bureau of Economic Research, Inc.
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Other versions: Alberto Giovannini, 1988.
"The Macroeconomics of Exchange-rate and Price-level Interactions: Empirical Evidence for West Germany ,"
NBER Working Papers
2544, National Bureau of Economic Research, Inc.
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Maurice Obstfeld, 1993.
"The Adjustment Mechanism ,"
NBER Working Papers
3943, National Bureau of Economic Research, Inc.
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Other versions: Andrew T. Levin & John H. Rogers & Ralph W. Tryon, 1997.
"A guide to FRB/Global ,"
International Finance Discussion Papers
588, Board of Governors of the Federal Reserve System (U.S.).
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Santiago L.E. Acosta Ormaechea, 2007.
"A Small Open Economy Model with Currency Mismactches and a Financial Accelerator Mechanism ,"
DEGIT Conference Papers
c012_035, DEGIT, Dynamics, Economic Growth, and International Trade.
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Robert Amano & Richard Black & Marcel Kasumovich, 1997.
"A Band-Aid Solution to Inflation Targeting ,"
Working Papers
97-11, Bank of Canada.
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Yin-Wong Cheung & Menzie Chinn, 1995.
"Integration, cointegration and the forecast consistency of structural exchange rate models ,"
International Finance
9508002, EconWPA.
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Other versions:
Yin-Wong Cheung & Menzie D. Chinn, 1997.
"Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models ,"
NBER Working Papers
5943, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Cheung, Y. -W. & Chinn, M. D., 1998.
"Integration, cointegration and the forecast consistency of structural exchange rate models ,"
Journal of International Money and Finance ,
Elsevier, vol. 17(5), pages 813-830, October.
[Downloadable!] (restricted) Michael P. Dooley & David Folkerts-Landau & Peter M. Garber, 2005.
"Interest Rates, Exchange Rates and International Adjustment ,"
NBER Working Papers
11771, National Bureau of Economic Research, Inc.
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Other versions: Charles Engel & Kenneth D. West, 2004.
"Exchange Rates and Fundamentals ,"
NBER Working Papers
10723, National Bureau of Economic Research, Inc.
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Other versions:
Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Working Paper Series
248, European Central Bank.
[Downloadable!] Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!] Charles Engel and Kenneth D. West, 2005.
"Exchange Rates and Fundamentals ,"
Journal of Political Economy ,
University of Chicago Press, vol. 113(3), pages 485-517, June.
Mark Taylor, 1987.
"Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 123(4), pages 579-591, December.
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Thomas Lubik, 2003.
"Industrial Structure and Monetary Policy in a Small Open Economy ,"
Economics Working Paper Archive
493, The Johns Hopkins University,Department of Economics.
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Patrick N. Osakwe & Lawrence L. Schembri, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico ,"
Carleton Economic Papers
99-07, Carleton University, Department of Economics.
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Other versions:
Osakwe, Patrick & Schembri, Lawrence, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico ,"
Working Papers
99-10, Bank of Canada.
[Downloadable!] Osakwe, Patrick N. & Schembri, Lawrence L., 2002.
"Real effects of collapsing exchange rate regimes: an application to Mexico ,"
Journal of International Economics ,
Elsevier, vol. 57(2), pages 299-325, August.
[Downloadable!] (restricted) Lillie Lam & Laurence Fung & Ip-wing Yu, 2008.
"Comparing Forecast Performance of Exchange Rate Models ,"
Working Papers
0808, Hong Kong Monetary Authority.
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Arturo Extrella & Jeffrey C. Fuhrer, 1998.
"Dynamic inconsistencies: counterfactual implications of a class of rational expectations models ,"
Working Papers
98-5, Federal Reserve Bank of Boston.
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Other versions: Joerg Baumberger, 2003.
"Aligning basic to intermediate macroeconomics to current central bank practice - new suggestions and some unfinished business ,"
University of St. Gallen Department of Economics working paper series 2003
2003-10, Department of Economics, University of St. Gallen.
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Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Department of Economics, Working Paper Series
1033, Department of Economics, UC Santa Cruz.
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Other versions:
Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
NBER Working Papers
9393, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-Wong Cheung & Menzie David Chinn & Antonio Garcia Pascual, 2004.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
IMF Working Papers
04/73, International Monetary Fund.
[Downloadable!] Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Center for International Economics, Working Paper Series
1011, Center for International Economics, UC Santa Cruz.
[Downloadable!] Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005.
"Empirical exchange rate models of the nineties: Are any fit to survive? ,"
Journal of International Money and Finance ,
Elsevier, vol. 24(7), pages 1150-1175, November.
[Downloadable!] (restricted) Faik Koray & W. Douglas McMillin, .
"Fiscal Shocks, the Trade Balance, and the Exchange Rate ,"
Departmental Working Papers
2006-02, Department of Economics, Louisiana State University.
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Other versions: Ashok Bhundia & Jan Gottschalk, 2004.
"Sources of Nominal Exchange Rate Fluctuations in South Africa ,"
IMF Working Papers
03/252, International Monetary Fund.
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Willem H. Buiter & Douglas D. Purvis, 1983.
"Oil, Disinflation, and Export Competitiveness: A Model of the "Dutch Disease" ,"
NBER Working Papers
0592, National Bureau of Economic Research, Inc.
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Other versions: Tamim Bayoumi & Ronald MacDonald, 1999.
"Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions ,"
IMF Staff Papers ,
Palgrave Macmillan Journals, vol. 46(1), pages 5.
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Other versions: Irving B. Kravis & Robert E. Lipsey, 1982.
"Towards an Explanation of National Price Levels ,"
NBER Working Papers
1034, National Bureau of Economic Research, Inc.
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Selahattin Dibooglu & Faik Koray, 2001.
"The Behavior of the Real Exchange Rate Under Fixed and Floating Exchange Rate Regimes ,"
Open Economies Review ,
Springer, vol. 12(2), pages 123-143, April.
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Keith Pilbeam, 2001.
"Economic Fundamentals and Exchange Rate Movements ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 15(1), pages 55-64, January.
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Thorvaldur Gylfason & John F. Helliwell, 1984.
"A Synthesis of Keynesian, Monetary, and Portfolio Approaches to FlexibleExchange Rates ,"
NBER Working Papers
0949, National Bureau of Economic Research, Inc.
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Other versions:
Gylfason, Thorvaldur & Helliwell, John F, 1983.
"A Synthesis of Keynesian, Monetary, and Portfolio Approaches to Flexible Exchange Rates ,"
Economic Journal ,
Royal Economic Society, vol. 93(372), pages 820-31, December.
[Downloadable!] (restricted) Nilsson, Kristian, 2002.
"Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate? ,"
Working Paper
78, National Institute of Economic Research.
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Erwin W. Heri, 1986.
"Irrationales rational gesehen: Eine Übersicht über die Theorie der "Bubbles" ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 163-186, June.
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Thomas Plümper & Vera E. Troeger, 2006.
"Fear of Floating and the External Effects of Currency Unions ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp181, IIIS.
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Oscar Bajo Rubio, 1998.
"Monetary and Fiscal Policies in Dynamic Models of the Open Economy ,"
Documentos de Trabajo - Lan Gaiak Departamento de EconomÃa - Universidad Pública de Navarra
9806, Departamento de Economía - Universidad Pública de Navarra.
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Otavio De Medeiros, 2005.
"Order Flow and Exchange Rate Dynamics in Brazil ,"
Finance
0503019, EconWPA.
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Bask, Mikael, 2006.
"Exchange rate volatility without the contrivance of fundamentals and the failure of PPP ,"
Research Discussion Papers
8/2006, Bank of Finland.
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Alan A. Powell, 1998.
"From Dornbusch to Murphy: Stylized Monetary Dynamics of a contemporary Macroeconometric Model ,"
Centre of Policy Studies/IMPACT Centre Working Papers
ip-69, Monash University, Centre of Policy Studies/IMPACT Centre.
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Other versions:
Powell, A.A., 1995.
"From Dornbush to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model ,"
Monash Econometrics and Business Statistics Working Papers
13/95, Monash University, Department of Econometrics and Business Statistics.
Powell, Alan A., 2000.
"From Dornbusch to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model ,"
Journal of Policy Modeling ,
Elsevier, vol. 22(1), pages 99-116, January.
[Downloadable!] (restricted) Dean Corbae & Chris Neely & Paul Weller, 1998.
"Endogenous realignments and the sustainability of a target ,"
Working Papers
1994-009, Federal Reserve Bank of St. Louis.
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Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
Working Papers
08-03, Duke University, Department of Economics.
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Other versions: Roman Frydman & Michael D. Goldberg, 2003.
"Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange ,"
Discussion Papers
03-31, University of Copenhagen. Department of Economics.
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Zenon Kontolemis & Kevin Ross, 2005.
"Exchange Rate Fluctuations in the New Member States of the European Union ,"
Macroeconomics
0504015, EconWPA.
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Christopher Bowdler, 2004.
"Openness and the output-inflation tradeoff ,"
Money Macro and Finance (MMF) Research Group Conference 2003
7, Money Macro and Finance Research Group.
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Other versions: Richard K. Lyons, 2001.
"Foreign exchange: macro puzzles, micro tools ,"
Pacific Basin Working Paper Series
01-10, Federal Reserve Bank of San Francisco.
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Other versions: Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated ,"
Santa Cruz Center for International Economics, Working Paper Series
1010, Center for International Economics, UC Santa Cruz.
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Other versions: Luca Antonio Ricci & Ronald MacDonald, 2003.
"Estimation of the Equilibrium Real Exchange Rate for South Africa ,"
IMF Working Papers
03/44, International Monetary Fund.
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Other versions: Olivier Jeanne & Andrew K Rose, 1999.
"Noise trading and exchange rate regimes ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/2, Reserve Bank of New Zealand.
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Other versions:
Olivier Jeanne & Andrew K. Rose, 1999.
"Noise Trading and Exchange Rate Regimes ,"
NBER Working Papers
7104, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jeanne, Olivier & Rose, Andrew K, 1999.
"Noise Trading and Exchange Rate Regimes ,"
CEPR Discussion Papers
2142, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Olivier Jeanne & Andrew K. Rose, 2002.
"Noise Trading And Exchange Rate Regimes ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(2), pages 537-569, May.
[Downloadable!] (restricted) Arman Mansoorian & Mohammed Mohsin, 2002.
"The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy ,"
Working Papers
2002_04, York University, Department of Economics.
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Ronald McKinnon, 1990.
"Why floating exchange rates fall: A reconsideration of the liquidity trap ,"
Open Economies Review ,
Springer, vol. 1(3), pages 229-250, October.
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Riccardo Fiorentini, 1991.
"Ex ante purchasing power parity: An empirical note ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 127(2), pages 343-355, June.
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Frederick van der Ploeg, 2005.
"Back to Keynes? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
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Other versions: Steven Pennings & Rod Tyers, 2007.
"Increasing Returns, Financial Capital Mobility And Real Exchange Rate Dynamics ,"
CAMA Working Papers
2007-16, Australian National University, Centre for Applied Macroeconomic Analysis.
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Other versions: Robert Murphy & Carl Duyne, 1980.
"Asset market approaches to exchange rate determination: A comparative analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 116(4), pages 627-656, December.
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Hafedh Bouakez, 2002.
"Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence ,"
Working Papers
02-26, Bank of Canada.
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Other versions:
hafedh bouakez, 2003.
"Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence ,"
Computing in Economics and Finance 2003
52, Society for Computational Economics.
Bouakez, Hafedh, 2005.
"Nominal rigidity, desired markup variations, and real exchange rate persistence ,"
Journal of International Economics ,
Elsevier, vol. 66(1), pages 49-74, May.
[Downloadable!] (restricted) Mariam Camarero & Cecilio Tamarit, 1996.
"Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC ,"
Open Economies Review ,
Springer, vol. 7(1), pages 61-76, January.
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Charles Engel & James Morley, 2000.
"The Adjustment of Prices and the Adjustment of the Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
0009, Department of Economics at the University of Washington.
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Other versions: Michael Keran & Stephen Zeldes, 1980.
"Effects of monetary disturbances on exchange rates, inflation and interest rates ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Spr, pages 7-29.
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Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
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Other versions: Basant K. Kapur, 1989.
"The J-Curve And Short-Run Exchange-Rate Dynamics ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(3), pages 85-104, October.
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Olivier Darné & Jean-François Hoarau, 2006.
"Testing the purchasing power parity in China ,"
EconomiX Working Papers
2006-18, University of Paris West - Nanterre la Défense, EconomiX.
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Karunaratne, Neil Dias, 2006.
"The New Economy and the Dollar Puzzle ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 25-43, March/Sep.
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Willem H. Buiter & Marcus H. Miller, 1986.
"Costs and Benefits of an Anti-Inflationary Policy: Questions and Issues ,"
NBER Working Papers
1252, National Bureau of Economic Research, Inc.
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Sergio Da Silva, 2004.
"The Dornbusch Model with Chaos and Foreign Exchange Intervention ,"
International Finance
0405017, EconWPA.
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Aaron Tornell, 2003.
"Exchange Rate Anomalies Under Model Misspecification: A Mixed Optimal/Robust Approach (January 2003) ,"
UCLA Economics Online Papers
266, UCLA Department of Economics.
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Alan G. Isaac & David E. Rapach, 1996.
"Monetary Shocks and Real Farm Prices: A Re-Examination ,"
Others
9602001, EconWPA.
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Bernd Kempa & Michael Nelles, 1999.
"Sticky Prices And Alternative Monetary Feedback Rules: How Robust Is The Overshooting Phenomenon? ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 1-18, October.
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Robert P. Flood & Nancy P. Marion, 1996.
"Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies ,"
NBER Working Papers
5789, National Bureau of Economic Research, Inc.
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Maurice Obstfeld, 1982.
"Relative Prices, Employment, and the Exchange Rate in an Economy with Foresight ,"
NBER Working Papers
0685, National Bureau of Economic Research, Inc.
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Other versions: W Buiter & R Lagos & N Stern, 1997.
"Promoting an Effective Market Economy in a Changing World ,"
CEP Discussion Papers
0335, Centre for Economic Performance, LSE.
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Other versions: Bask, Mikael, 2003.
"Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates ,"
Umeå Economic Studies
605, Umeå University, Department of Economics.
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Alogoskoufis, George & Varangis, Panos, 1992.
"OECD fiscal policies and the relative prices of primary commodities ,"
Policy Research Working Paper Series
955, The World Bank.
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Jonathan Kearns & Phil Manners, 2006.
"The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(4), December.
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Other versions: James M. Poterba, 1985.
"Inflation, Income Taxes, and Owner-Occupied Housing ,"
NBER Working Papers
0553, National Bureau of Economic Research, Inc.
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Ronald MacDonald & Jun Nagayasu, 2000.
"The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study ,"
IMF Staff Papers ,
Palgrave Macmillan Journals, vol. 47(1), pages 5.
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Other versions: Hans Genberg & Jean-Pierre Roth, 1979.
"Exchange-Rate Stabilization Policy and Monetary Target with Endogenous Expectations ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 527-545, September.
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K. Farrant & G. Peersman, 2005.
"Is the exchange rate a shock absorber or a source of shocks? New empirical evidence ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
05/285, Ghent University, Faculty of Economics and Business Administration.
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M. Isabel Campos & Zenón Jiménez-Ridruejo, .
"Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period? ,"
Working Papers on International Economics and Finance
00-07, FEDEA.
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Alessandra Pelloni, 1993.
"Long-run consequences of finite exchange rate bubbles ,"
Open Economies Review ,
Springer, vol. 4(1), pages 5-26, March.
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Ilan Goldfajn & Poonam Gupta, 2001.
"Overshootings and Reversals: The Role of Monetary Policy ,"
Working Papers Central Bank of Chile
126, Central Bank of Chile.
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Bernd Kempa & Michael Nelles, 1999.
"Misalignments of real exchange rates and the credibility of nominal currency bands ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(4), pages 613-628, December.
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Charles Engel, 1994.
"Real Exchange Rates and Relative Prices: An Empirical Investigation ,"
NBER Working Papers
4231, National Bureau of Economic Research, Inc.
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Other versions: Charles Engel & Chang-Jin Kim, 1996.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
NBER Working Papers
5777, National Bureau of Economic Research, Inc.
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Other versions:
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
96-14, Department of Economics at the University of Washington.
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Working Papers
96-14, University of Washington, Department of Economics.
Engel, Charles & Kim, Chang-Jin, 1999.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 31(3), pages 335-56, August.
Arman Mansoorian & Mohammed Mohsin, 2002.
"Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates ,"
Working Papers
2002_02, York University, Department of Economics.
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Other versions: Betty Daniel, 1981.
"Real output effects of announced monetary policy in a small open economy ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 117(3), pages 428-442, September.
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Georgios Chortareas & George Kapetanios, .
"The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests ,"
Bank of England working papers
311, Bank of England.
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Other versions:
Georgios Chortareas & George Kapetanios, 2003.
"The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests ,"
Working Papers
484, Queen Mary, University of London, Department of Economics.
[Downloadable!] Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02.
[Downloadable!] (restricted) Gang Gong & Jian Gao, 2006.
"The Independent Monetary Policy under the Fixed Exchange Regime ,"
Computing in Economics and Finance 2006
517, Society for Computational Economics.
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Ron Alquist & Menzie D. Chinn, 2008.
"Conventional and unconventional approaches to exchange rate modelling and assessment ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(1), pages 2-13.
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Other versions: Hector O. Zapata & T. RANDALL FORTENBERY, 1995.
"Stochastic Interest Rates and Price Discovery in Selected Commodity Markets ,"
Wisconsin-Madison Agricultural and Applied Economics Staff Papers
383, Wisconsin-Madison Agricultural and Applied Economics Department.
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Kenneth S. Chan, 1996.
"Exchange Rate Arrangements Among Sticky And Flexible Price Countries: Implications For Some Asia-Pacific Economies ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(1), pages 21-31, April.
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Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2003.
"Overshooting and the exchange rate disconnect puzzle: a reappraisal ,"
CEPREMAP Working Papers (Couverture Orange)
0305, CEPREMAP.
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Other versions: repec:pal:easeco:v:16:y:1990:i:2:p:115-123 is not listed on IDEAS
Michael Bruno, 1981.
"Real versus Financial Openness under Alternative Exchange Rate Regimes ,"
NBER Working Papers
0785, National Bureau of Economic Research, Inc.
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Anthony Landry, 2005.
"The Mundell-Fleming-Dornbusch Model in a New Bottle ,"
Computing in Economics and Finance 2005
455, Society for Computational Economics.
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Michael D. Goldberg & Roman Frydman, 2001.
"Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model ,"
Working Papers
50, Oesterreichische Nationalbank (Austrian Central Bank).
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Lucio Sarno, 2001.
"Toward a new paradigm in open economy modeling: where do we stand? ,"
The Regional Economist ,
Federal Reserve Bank of St. Louis, issue May, pages 21-36.
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Paul Cavelaars, 2003.
"The Impact of the Single Market on the Effectiveness of ECB Monetary Policy ,"
DNB Staff Reports (discontinued)
104, Netherlands Central Bank.
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Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001.
"A flexible parametric GARCH model with an application to exchange rates ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(4), pages 521-536.
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Matthew Canzoneri & Robert E. Cumby & Behzad Diba & David Lopez-Salido, 2008.
"The Macroeconomic Implications of a Key Currency ,"
NBER Working Papers
14242, National Bureau of Economic Research, Inc.
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Aaron Tornell, 2003.
"Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas ,"
UCLA Economics Online Papers
265, UCLA Department of Economics.
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Fullerton, Th. & Lopez, J.J., 2005.
"Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(3), pages 17-30.
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Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2004.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
04-2, University of Pennsylvania, Wharton School, Weiss Center.
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Luis Eduardo Arango & Yanneth R.Betancourth, .
"A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt ,"
Borradores de Economia
216, Banco de la Republica de Colombia.
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Swarna D. Dutt & Dipak Ghosh, 1995.
"Are Forward Rates Free Of The Risk Premium ? An Empirical Examination ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(3), pages 49-60, October.
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Axel A. Weber, 1998.
"Sources of currency crises: an empirical analysis ,"
Working Papers
25, Oesterreichische Nationalbank (Austrian Central Bank).
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Maurice Obstfeld, 1989.
"Competitiveness, Realignment, and Speculation: The Role of Financial Markets ,"
NBER Working Papers
2539, National Bureau of Economic Research, Inc.
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Francesco Menoncin & Marco Tronzano, .
"Optimal real exchange rate targeting: a stochastic analysis ,"
Working Papers
ubs0401, University of Brescia, Department of Economics.
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Jean-François Goux & Charbel Cordahi, 2007.
"The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon ,"
Post-Print
halshs-00174466_v1, HAL.
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Maurice Obstfeld & Alan C. Stockman, 1985.
"Exchange-Rate Dynamics ,"
NBER Working Papers
1230, National Bureau of Economic Research, Inc.
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Other versions:
Obstfeld, Maurice & Stockman, Alan C., 1985.
"Exchange-rate dynamics ,"
Handbook of International Economics ,
in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 18, pages 917-977
Elsevier.
[Downloadable!] (restricted) Frederick T. Furlong, 1989.
"International dimensions of U.S. economic policy in the 1980s ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Spr, pages 3-16.
[Downloadable!]
Mark S Astley & Anthony Garratt, .
"Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94 ,"
Bank of England working papers
85, Bank of England.
[Downloadable!]
Fanelli, Luca & Paruolo, Paolo, 2007.
"Speed of Adjustment in Coin