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Two-country Model and Foreign Exchange Dynamics

Author

Listed:
  • Talmain, Gabriel

Abstract

We establish the nature of the dynamics of the exchange rate in a two country model with heterogenous firms a la Abadir and Talmain (2002).

Suggested Citation

  • Talmain, Gabriel, 2017. "Two-country Model and Foreign Exchange Dynamics," MPRA Paper 85192, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:85192
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    References listed on IDEAS

    as
    1. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    2. Cook, David & Devereux, Michael B, 2016. "Exchange rate flexibility under the zero lower bound," Journal of International Economics, Elsevier, vol. 101(C), pages 52-69.
    3. Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(4), pages 749-779.
    Full references (including those not matched with items on IDEAS)

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    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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