My bibliography
Save this item
Consumption and real exchange rates in professional forecasts
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012.
"The international risk sharing puzzle is at business cycle and lower frequency,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 448-471, May.
- Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012. "The international risk sharing puzzle is at business cycle and lower frequency," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 448-471, May.
- Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2011. "The International Risk-Sharing Puzzle is at Business Cycle and Lower Frequency," Economics Working Papers ECO2011/16, European University Institute.
- Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012. "The international risk-sharing puzzle is at business-cycle and lower frequency," Working Papers 1212, Banco de España.
- Corsetti, Giancarlo & Dedola, Luca & Viani, Francesca, 2011. "The International Risk-Sharing Puzzle is at Business Cycle and Lower Frequency," CEPR Discussion Papers 8355, C.E.P.R. Discussion Papers.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012.
"Disagreement Among Forecasters in G7 Countries,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
- Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
- Robert Kollmann, 2015.
"Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences,"
Open Economies Review, Springer, vol. 26(2), pages 175-196, April.
- Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2014. "Exchange rates dynamics with long-run risk and recursive preferences," Globalization Institute Working Papers 212, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
- Jinill Kim & Seth Pruitt, 2017.
"Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 585-602, June.
- Jinill Kim & Seth Pruitt, 2013. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers 2013-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jinill Kim & Seth Pruitt, 2015. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Discussion Paper Series 1502, Institute of Economic Research, Korea University.
- Lo Prete, Anna, 2013.
"Sharing risk within and across countries: the role of labor market institutions,"
Economic Systems, Elsevier, vol. 37(3), pages 449-461.
- Lo Prete, Anna, 2013. "Sharing Risk Within and Across Countries: The Role of Labor Market Institutions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201328, University of Turin.
- Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay, 2010. "Home Bias in Currency Forecasts," Working Papers 272010, Hong Kong Institute for Monetary Research.
- Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
- Robert Kollmann, 2012.
"Limited asset market participation and the consumption‐real exchange rate anomaly,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 566-584, May.
- Robert Kollmann, 2012. "Limited asset market participation and the consumption-real exchange rate anomaly," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 566-584, May.
- Kollmann, Robert, 2009. "Limited Asset Market Participation and the Consumption-Real Exchange Rate Anomaly," CEPR Discussion Papers 7452, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2010. "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization Institute Working Papers 41, Federal Reserve Bank of Dallas.
- Hamano, Masashige, 2013.
"The consumption-real exchange rate anomaly with extensive margins,"
Journal of International Money and Finance, Elsevier, vol. 36(C), pages 26-46.
- Masashige Hamano, 2010. "The consumption-real exchange rate anomaly with extensive margin," Post-Print halshs-00554871, HAL.
- Masashige Hamano, 2013. "The consumption-real exchange rate anomaly with extensive margins," DEM Discussion Paper Series 13-01, Department of Economics at the University of Luxembourg.
- Clements, Michael P., 2024. "Do professional forecasters believe in the Phillips curve?," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1238-1254.
- Cociuba, Simona E. & Ramanarayanan, Ananth, 2019.
"International risk sharing with endogenously segmented asset markets,"
Journal of International Economics, Elsevier, vol. 117(C), pages 61-78.
- Simona E. Cociuba & Ananth Ramanarayanan, 2011. "International Risk Sharing with Endogenously Segmented Asset Markets," 2011 Meeting Papers 853, Society for Economic Dynamics.
- Simona E. Cociuba & Ananth Ramanarayanan, 2017. "International Risk Sharing with Endogenously Segmented Asset Markets," University of Western Ontario, Departmental Research Report Series 20171, University of Western Ontario, Department of Economics.
- Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016.
"Not so disconnected: Exchange rates and the capital stock,"
Journal of International Economics, Elsevier, vol. 99(S1), pages 43-57.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "Not So Disconnected: Exchange Rates and the Capital Stock," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Tarek Alexander Hassan & Thomas Mertens & Tony Zhang, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," NBER Working Papers 21445, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015. "Not so disconnected: exchange rates and the capital stock," Working Paper Series 2015-21, Federal Reserve Bank of San Francisco.
- Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," CEPR Discussion Papers 10744, C.E.P.R. Discussion Papers.
- Thomas Habanabakize, 2021. "Determining the Household Consumption Expenditure’s Resilience towards Petrol Price, Disposable Income and Exchange Rate Volatilities," Economies, MDPI, vol. 9(2), pages 1-15, June.
- Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2012.
"Consumption and real exchange rates in professional forecasts,"
Journal of International Economics, Elsevier, vol. 86(1), pages 33-42.
- Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2009. "Consumption and Real Exchange Rates in Professional Forecasts," Queen's Economics Department Working Papers 273681, Queen's University - Department of Economics.
- Michael B. Devereux & Gregor W. Smith & James Yetman, 2009. "Consumption and Real Exchange Rates in Professional Forecasts," NBER Working Papers 14795, National Bureau of Economic Research, Inc.
- Michael B Devereux & Gregor W Smith & James Yetman, 2009. "Consumption and real exchange rates in professional forecasts," BIS Working Papers 295, Bank for International Settlements.
- James Yetman & Gregor W. Smith, 2009. "Consumption And Real Exchange Rates In Professional Forecasts," Working Paper 1195, Economics Department, Queen's University.
- Arbind Chaudhary, 2017. "Estimation of Aggregate Consumption Function for Nepal: ARDL Bound Testing Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 29(2), pages 50-65, October.
- Clements, Michael P., 2016.
"Long-run restrictions and survey forecasts of output, consumption and investment,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 614-628.
- Michael P. Clements, 2014. "Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment," ICMA Centre Discussion Papers in Finance icma-dp2014-02, Henley Business School, University of Reading.
- Predrag Petroviæ, 2016. "Backus–Smith puzzle and the European Union: It’s not just the nominal exchange rate," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 393-418.
- Nguyen, Ha Trong & Duncan, Alan S, 2017.
"Exchange rate fluctuations and immigrants' labour market outcomes: New evidence from Australian household panel data,"
Journal of International Economics, Elsevier, vol. 105(C), pages 174-186.
- Ha Trong Nguyen & Alan Duncan, 2015. "Exchange Rate Fluctuations and Immigrants' Labour Market Outcomes: New Evidence from Australian Household Panel Data," Bankwest Curtin Economics Centre Working Paper series WP1503, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
- McCloud, Nadine, 2024. "What has inflation targeting done for household consumption?," International Review of Financial Analysis, Elsevier, vol. 95(PC).
- Zhou, Cheng, 2025. "The impact of the belt and road initiative on international consumption risk sharing: A difference-in-differences analysis," International Economics, Elsevier, vol. 181(C).
- Gregor W. Smith & James Yetman, 2013. "Estimating Dynamic Euler Equations With Multivariate Professional Forecasts," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 445-458, January.
- Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, vol. 24(2), pages 197-215, April.
- Kollmann, Robert, 2009. "Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles," MPRA Paper 70348, University Library of Munich, Germany.
- J. Scott Davis & Ignacio Presno, 2014. "Inflation targeting and the anchoring of inflation expectations: cross-country evidence from consensus forecasts," Globalization Institute Working Papers 174, Federal Reserve Bank of Dallas.
- 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.
Printed from https://ideas.repec.org/r/bis/biswps/295.html