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Citations for "Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect"

by M.B. Devereux & Ch. Engel

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  1. David Cook & Michael B. Devereux, 2004. "Dollar bloc or dollar block: external currency pricing and the East Asian crisis," Working Paper Series 2004-35, Federal Reserve Bank of San Francisco.
  2. Mario J. Crucini & J. Scott Davis, 2013. "Distribution capital and the short- and long-run import demand elasticity," Globalization and Monetary Policy Institute Working Paper 137, Federal Reserve Bank of Dallas.
  3. Alexei Deviatov & Igor Dodonov, 2006. "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers w0079, Center for Economic and Financial Research (CEFIR).
  4. Gianluca Benigno & Christoph Thoenissen, 2002. "Equilibrium exchange rates and supply-side performance," Bank of England working papers 156, Bank of England.
  5. Bermingham, Colin, 2005. "Employment and Inflation Responses to an Exchange Rate Shock in a Calibrated Model," Research Technical Papers 2/RT/05, Central Bank of Ireland.
  6. M. Salto & T. Pietra, 2011. "Welfare and excess volatility of exchange rates," Working Papers wp758, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Nelson C. Mark, 2005. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," NBER Working Papers 11061, National Bureau of Economic Research, Inc.
  8. Colin Bermingham, 2006. "Employment and Inflation Responses to an Exchange Rate Shock in a Calibrated Model," The Economic and Social Review, Economic and Social Studies, vol. 37(1), pages 27-46.
  9. Jarkko Soikkeli, 2002. "The Inflation Targeting Framework in Norway," IMF Working Papers 02/184, International Monetary Fund.
  10. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis.
  11. Christopher Allsopp & Amit Kara & Edward Nelson, 2006. "United Kingdom Inflation Targeting and the Exchange Rate," Economic Journal, Royal Economic Society, vol. 116(512), pages F232-F244, 06.
  12. Jian Yang & Hui Guo & Zijun Wang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis.
  13. Frederic S. Mishkin, 2008. "Exchange Rate Pass-Through And Monetary Policy," NBER Working Papers 13889, National Bureau of Economic Research, Inc.
  14. Duasa, Jarita, 2008. "Impact of exchange rate shock on prices of imports and exports," MPRA Paper 11624, University Library of Munich, Germany.
  15. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers.
  16. Emanuel Kohlscheen, 2009. "Emerging Floaters: Pass-Throughs and (Some) New Commodity Currencies," WEF Working Papers 0049, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  17. Wang, Jian, 2010. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 55-78, February.
  18. Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013. "International risk cycles," Journal of International Economics, Elsevier, vol. 89(2), pages 471-484.
  19. Ali Dib, 2003. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Working Papers 03-27, Bank of Canada.
  20. Arnab Bhattacharjee & Jagjit S. Chadha & Qi Sun, 2008. "Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model," CDMA Working Paper Series 200808, Centre for Dynamic Macroeconomic Analysis.
  21. Lombardo, Giovanni & Ravenna, Federico, 2010. "Openness and optimal monetary policy," Working Paper Series 1279, European Central Bank.
  22. Duarte, Margarida & Stockman, Alan C., 2005. "Rational speculation and exchange rates," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 3-29, January.
  23. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series 179, Sveriges Riksbank (Central Bank of Sweden).
  24. María-Dolores, Ramón, 2010. "Exchange rate pass-through in New Member States and candidate countries of the EU," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 23-35, January.
  25. Stefan Ried, 2009. "Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomicsâ€," SFB 649 Discussion Papers SFB649DP2009-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
  27. Johdo, Wataru & Hashimoto, Ken-ichi, 2005. "International relocation, the real exchange rate and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1449-1469, August.
  28. Cwik, Tobias & Müller, Gernot & Wolters, Maik H, 2010. "Does Trade Integration Alter Monetary Policy Transmission?," CEPR Discussion Papers 8026, C.E.P.R. Discussion Papers.
  29. Justiniano, Alejandro & Preston, Bruce, 2010. "Can structural small open-economy models account for the influence of foreign disturbances?," Journal of International Economics, Elsevier, vol. 81(1), pages 61-74, May.
  30. Malik, Hamza & Scarth, William, 2005. "Is Price Flexibility De-Stabilizing? A Reconsideration," MPRA Paper 457, University Library of Munich, Germany, revised Apr 2006.
  31. Tommaso Monacelli, 2003. "Monetary Policy in a Low Pass-Through Environment," Working Papers 228, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  32. Rebecca Driver & Stephen Millard, 2004. "Exchange rates, commodities and the implications of volatility in a small open economy world," Money Macro and Finance (MMF) Research Group Conference 2003 26, Money Macro and Finance Research Group.
  33. Charles Engel, 2013. "Inflation and globalisation: a modelling perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 99-108 Bank for International Settlements.
  34. ZARZOSA VALDIVIA, Fernando Enrique, 2006. "Income distribution, Dutch disease and real exchange rate movements," Working Papers 2006033, University of Antwerp, Faculty of Applied Economics.
  35. Martins Bitans, 2004. "Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment," Working Papers 2004/04, Latvijas Banka.
  36. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.
  37. Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate, 2012. "Exchange rate pass-through into import prices revisited: What drives it?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 818-844.
  38. Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee.
  39. Wanyu Chung, 2014. "Imported Inputs and Invoicing Currency Choice: Theory and Evidence from UK Transaction Data," Discussion Papers 2014-11, University of Nottingham, GEP.
  40. 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, vol. 77(2), pages 195-205, April.
  41. Francis Breedon & Th�rarinn G. P�tursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Working Papers 684, Queen Mary University of London, School of Economics and Finance.
  42. Tommaso Monacelli, 2003. "Commitment, Discretion and Fixed Exchange Rates in an Open Economy," Working Papers 233, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  43. David D. VanHoose, 2004. "The New Open Economy Macroeconomics: A Critical Appraisal," Open Economies Review, Springer, vol. 15(2), pages 193-215, 04.
  44. Eric Schaling & James Bullard, 2005. "Monetary Policy, Determinacy, and Learnability in the Open Economy," Computing in Economics and Finance 2005 362, Society for Computational Economics.
  45. Erceg, Christopher & Gust, Christopher & López-Salido, J David, 2007. "The Transmission of Domestic Shocks in Open Economies," CEPR Discussion Papers 6574, C.E.P.R. Discussion Papers.
  46. Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2005. "Productivity growth and the exchange rate regime: The role of financial development," Economics Working Papers 850, Department of Economics and Business, Universitat Pompeu Fabra.
  47. Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
  48. Christopher Erceg & Luca Guerrieri & Steven B. Kamin, 2009. "Did easy money in the dollar bloc fuel the global commodity boom?," International Finance Discussion Papers 979, Board of Governors of the Federal Reserve System (U.S.).
  49. .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007. "Measuring Long-Run Exchange Rate Pass-Through," Working papers 173, Banque de France.
  50. Yamin Ahmad & Ming Chien Lo & Olena Mykhaylova, 2011. "Volatility and Persistence of Simulated DSGE Real Exchange Rates," Working Papers 11-01, UW-Whitewater, Department of Economics, revised Nov 2012.
  51. Hossain, Monzur, 2009. "Do Currency Regime and Developmental Stage Matter for Real Exchange Rate Volatility? A Cross-Country Analysis," MPRA Paper 24868, University Library of Munich, Germany.
  52. Charles Engel, 2003. "Expenditure Switching and Exchange-Rate Policy," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 231-300 National Bureau of Economic Research, Inc.
  53. Jaromir Benes & Michael Kumhof & Douglas Laxton, 2014. "Financial Crises in DSGE Models: A Prototype Model," IMF Working Papers 14/57, International Monetary Fund.
  54. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
  55. Kara, Amit & Nelson, Edward, 2003. "The Exchange Rate and Inflation in the UK," CEPR Discussion Papers 3783, C.E.P.R. Discussion Papers.
  56. Sanchita Mukherjee, 2010. "The effects of capital market openness on exchange rate pass-through and welfare in an inflation-targeting small open economy," Working Paper 1018, Federal Reserve Bank of Cleveland.
  57. Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers 10/04, School of Economics and Business Administration, University of Navarra.
  58. Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CESifo Working Paper Series 3759, CESifo Group Munich.
  59. Szabó-Bakos, Eszter, 2007. "Az új keynesi elvek alkalmazása a Fed, az IMF és az Európai Központi Bank modellezési gyakorlatában
    [Application of new Keynesian principles in the modelling practice of the Fed, the IMF and the Eu
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 415-434.
  60. Frankel, Jeffrey & Parsley, David & Wei, Shang-Jin, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," Working Paper Series rwp05-016, Harvard University, John F. Kennedy School of Government.
  61. Tseng, Hui-Kuan, 2010. "Incomplete Pass-through and Exchange Rate Volatility: A Simulation Approach - Pass-through incompleto e volatilità del cambio: un approccio simulato," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 63(1), pages 121-135.
  62. Giovanni Ganelli & Juha Tervala, 2007. "Public Infrastructures, Public Consumption, and Welfare in a New-Open-Economy-Macro Model," IMF Working Papers 07/67, International Monetary Fund.
  63. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
  64. Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008. "How Has the Euro Changed the Monetary Transmission?," NBER Working Papers 14190, National Bureau of Economic Research, Inc.
  65. Christian Pierdzioch, 2003. "Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates," Kiel Working Papers 1140, Kiel Institute for the World Economy.
  66. Kanda Naknoi, 2005. "Real exchange rate fluctuations, endogenous tradability and exchange rate regime," International Finance 0509004, EconWPA, revised 07 Nov 2005.
  67. Paul Levine & Joseph Pearlman & Peter Welz, 2008. "Robust Inflation-Targeting Rules and the Gains from International Policy Coordination," School of Economics Discussion Papers 0208, School of Economics, University of Surrey.
  68. Rich Lyons & Martin Evans, 2004. "A New Micro Model of Exchange Rate Dynamics," Econometric Society 2004 North American Winter Meetings 622, Econometric Society.
  69. Amisano, Gianni & Giammarioli, Nicola & Stracca, Livio, 2009. "EMU and the adjustment to asymmetric shocks: the case of Italy," Working Paper Series 1128, European Central Bank.
  70. Pietro Cova & Alessandro Rebucci & Akito Matsumoto & Massimiliano Pisani, 2008. "New Shocks, Exchange Rates and Equityprices," IMF Working Papers 08/284, International Monetary Fund.
  71. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
  72. Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3281-3320, October.
  73. Andersen, Torben M. & Beier, Niels C., 2005. "International transmission of transitory and persistent monetary shocks under imperfect information," Journal of International Economics, Elsevier, vol. 66(2), pages 485-507, July.
  74. Bergin, Paul R., 2006. "How well can the New Open Economy Macroeconomics explain the exchange rate and current account?," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 675-701, August.
  75. Selim Elekdag & Harun Alp, 2011. "The Role of Monetary Policy in Turkey During the Global Financial Crisis," IMF Working Papers 11/150, International Monetary Fund.
  76. Claudio Paiva, 2003. "Trade Elasticities and Market Expectations in Brazil," IMF Working Papers 03/140, International Monetary Fund.
  77. Jordi Gali & Tommaso Monacelli, 2002. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," NBER Working Papers 8905, National Bureau of Economic Research, Inc.
  78. Dudley Cooke, 2010. "Monetary Policy and Trade Globalization," Working Papers 042010, Hong Kong Institute for Monetary Research.
  79. Joanna Tyrowicz, 2009. "When Eastern Labour Markets Enter Western Europe. CEECs Labour Market Institutions upon Euro Zone Accession," National Bank of Poland Working Papers 61, National Bank of Poland, Economic Institute.
  80. Rajmund Mirdala, 2014. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series wp1070, William Davidson Institute at the University of Michigan.
  81. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
  82. Lane, P.R. & Ganelli, G., 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," CEG Working Papers 20026, Trinity College Dublin, Department of Economics.
  83. Monacelli, Tommaso, 2004. "Into the Mussa puzzle: monetary policy regimes and the real exchange rate in a small open economy," Journal of International Economics, Elsevier, vol. 62(1), pages 191-217, January.
  84. Emi Nakamura & Dawit Zerom, 2009. "Accounting for Incomplete Pass-Through," NBER Working Papers 15255, National Bureau of Economic Research, Inc.
  85. Ehsan U. Choudhri & Dalia S. Hakura, 2014. "The Exchange Rate Pass-Through to Import and Export Prices: The Role of Nominal Rigidities and Currency Choice," Carleton Economic Papers 14-09, Carleton University, Department of Economics.
  86. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: a new open economy model for policy analysis," International Finance Discussion Papers 835, Board of Governors of the Federal Reserve System (U.S.).
  87. Choudhri, Ehsan U. & Faruqee, Hamid & Hakura, Dalia S., 2005. "Explaining the exchange rate pass-through in different prices," Journal of International Economics, Elsevier, vol. 65(2), pages 349-374, March.
  88. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
  89. Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank, Research Department.
  90. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
  91. Ruscher, Eric & Wolff, Guntram B., 2009. "External rebalancing is not just an exporters' story: real exchange rates, the non-tradable sector and the euro," MPRA Paper 19151, University Library of Munich, Germany.
  92. Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 336-357, March.
  93. Stefan RIED, . "New Keynesian Open Economy Models versus the Six Major Puzzles in International Macroeconomics," EcoMod2004 330600119, EcoMod.
  94. 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.
  95. Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
  96. Tyrowicz, Joanna, 2009. "When Eastern Labour Markets Enter Western Europe CEECs. Labour Market Institutions upon Euro Zone Accession," MPRA Paper 15045, University Library of Munich, Germany.
  97. Christian Pierdzioch, 2002. "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers 1109, Kiel Institute for the World Economy.
  98. Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
  99. Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
  100. Csermely, Ágnes, 2006. "Az inflációs cél követésének rendszere Magyarországon
    [The system for targeting inflation goals in Hungary]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1058-1079.
  101. Sági, Judit, 2012. "Debt trap - monetary indicators of Hungary's indebtedness," MPRA Paper 40343, University Library of Munich, Germany.
  102. Jorge Carrera & Guillermo Vuletin, 2003. "The Effects of Exchange Rate Regimes on Real Exchange Rate Volatility. A Dynamic Panel Data Approach," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c67, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  103. Malik, Hamza, 2005. "Monetary-Exchange Rate Policy and Current Account Dynamics," MPRA Paper 455, University Library of Munich, Germany, revised Sep 2006.
  104. David Cook & Woon Gyu Choi, 2008. "New Keynesian Exchange Rate Pass-Through," IMF Working Papers 08/213, International Monetary Fund.
  105. Friberg, Richard & Wilander, Fredrik, 2007. "Price Setting Transactions and the Role of Denominating Currency in FX Markets," Working Paper Series 201, Sveriges Riksbank (Central Bank of Sweden).
  106. Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
  107. Mahbub Morshed, A.K.M. & Turnovsky, Stephen J., 2011. "Real exchange rate dynamics: The role of elastic labor supply," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1303-1322.
  108. M Farid, 2010. "Does Export Pricing Explain ‘Fear of Floating’ in Small Open Emerging Market Economies?," Discussion Papers 10/05, Department of Economics, University of York.
  109. Subir Lall & Selim Elekdag & Harun Alp, 2012. "Did Korean Monetary Policy Help Soften the Impact of the Global Financial Crisis of 2008-2009?," IMF Working Papers 12/5, International Monetary Fund.
  110. Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," William Davidson Institute Working Papers Series wp1080, William Davidson Institute at the University of Michigan.
  111. Shambaugh, Jay, 2008. "A new look at pass-through," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 560-591, June.
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