Alternative approaches to general equilibrium modeling of exchange rates and capital flows: the MCM experience
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- Hooper, Peter & Morton, John, 1982. "Fluctuations in the dollar: A model of nominal and real exchange rate determination," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 39-56, January.
- Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, vol. 69(4), pages 610-22, September.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
- Michael P. Dooley, 1974. "A model of arbitrage and short-term capital flows," International Finance Discussion Papers 40, Board of Governors of the Federal Reserve System (U.S.).
- McCallum, Bennett T, 1976. "Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates," Econometrica, Econometric Society, vol. 44(1), pages 43-52, January.
- Kouri, Pentti J K & Porter, Michael G, 1974. "International Capital Flows and Portfolio Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 443-67, May/June.
- Richard Berner & Peter K. Clark & Howard Howe & Sung Y. Kwack & Guy V. G. Stevens, 1976. "Modeling the international influences on the U.S. economy: a multi- country approach," International Finance Discussion Papers 93, Board of Governors of the Federal Reserve System (U.S.).
- Guy V. G. Stevens & Richard Berner & Peter K. Clark & Ernesto Hernandez-Cata & Peter Hooper & Howard Howe & Sung Y. Kwack & Ralph W. Tryon, 1980. "Modeling bilateral exchange rates in a multi-country model," International Finance Discussion Papers 163, Board of Governors of the Federal Reserve System (U.S.).
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