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Citations for "The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation"

by Kollmann, Robert

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  1. Guillermo Escudé, 2013. "A DSGE Model for a SOE with Systematic Interest and Foreign Exchange Policies in Wich Policymakers Exploit the Risk Premium for Stabilization Purposes," BCRA Working Paper Series 201361, Central Bank of Argentina, Economic Research Department.
  2. Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
  3. Anthony Landry, 2007. "Pricing-to-market with state-dependent pricing," Working Papers 0706, Federal Reserve Bank of Dallas.
  4. Giancarlo CORSETTI & Luca DEDOLA, 2003. "Macroeconomics of International Price Discrimination," Economics Working Papers ECO2003/20, European University Institute.
  5. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
  6. Robert Kollmann, 2002. "Monetary policy rules in the open economy: effects of welfare and business cycles," ULB Institutional Repository 2013/7628, ULB -- Universite Libre de Bruxelles.
  7. Erceg, Christopher & Guerriei, Luca & Gust, Christopher, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," MPRA Paper 813, University Library of Munich, Germany.
  8. Ludger Linnemann & Andreas Schabert, 2004. "Net foreign assets, interest rate policy, and macroeconomic stability," Money Macro and Finance (MMF) Research Group Conference 2003 54, Money Macro and Finance Research Group.
  9. Lombardo, Giovanni, 2001. "On the Trade Balance Response to Monetary Shocks: the Marshall-Lerner Conditions Reconsidered," MPRA Paper 27869, University Library of Munich, Germany.
  10. Amit Kara & Edward Nelson, 2002. "The Exchange Rate and Inflation in the UK," Discussion Papers 11, Monetary Policy Committee Unit, Bank of England.
  11. Mirdala, Rajmund, 2013. "Real Output and Prices Adjustments under Different Exchange Rate Regimes," MPRA Paper 46879, University Library of Munich, Germany.
  12. Devereux, Michael B, 2003. "Exchange Rate Policy and Endogenous Price Flexibility," CEPR Discussion Papers 4121, C.E.P.R. Discussion Papers.
  13. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
  14. Julia Lendvai, 2004. "Inflation Inertia and Monetary Policy Shocks," IEHAS Discussion Papers 0417, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  15. 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.
  16. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Working Papers 03-38, Bank of Canada.
  17. Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer, vol. 36(1), pages 123-158, February.
  18. Rokon Bhuiyan, 2012. "Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 1037-1061, August.
  19. Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
  20. Cooke, Dudley, 2010. "Consumption home bias and exchange rate behavior," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 415-425, March.
  21. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2003. "Fiscal and Monetary Policy Interactions: Empirical Evidence and Optimal Policy Using a Structural New Keynesian Model," CESifo Working Paper Series 1060, CESifo Group Munich.
  22. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld & Lukas Vogel, 2014. "What drives the German current account? And how does it affect other EU member states?," European Economy - Economic Papers 516, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  23. McCallum, Bennett T & Nelson, Edward, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices," CEPR Discussion Papers 2756, C.E.P.R. Discussion Papers.
  24. Malik, Hamza, 2005. "Monetary-Exchange Rate Policy and Current Account Dynamics," MPRA Paper 455, University Library of Munich, Germany, revised Sep 2006.
  25. Lane, P.R. & Ganelli, G., 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," CEG Working Papers 20026, Trinity College Dublin, Department of Economics.
  26. Anthony Landry, 2009. "State-dependent pricing, local-currency pricing, and exchange rate pass-through," Globalization and Monetary Policy Institute Working Paper 39, Federal Reserve Bank of Dallas.
  27. Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014. "International Capital Flows and the Boom-Bust Cycle in Spain," CAMA Working Papers 2014-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  28. Luis Catão & Roberto Chang, 2013. "World Food Prices, the Terms of Trade-Real Exchange Rate Nexus, and Monetary Policy," IMF Working Papers 13/114, International Monetary Fund.
  29. Dudley Cooke, 2010. "Monetary Policy and Trade Globalization," Working Papers 042010, Hong Kong Institute for Monetary Research.
  30. K. Rajmund MIRDALA, 2012. "Sources Of Exchange Rate Volatility In The European Transition Economies. Effects Of Economic Crisis Revealed," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 270-282.
  31. Chudik, Alexander & Straub, Roland, 2010. "Size, openness, and macroeconomic interdependence," Working Paper Series 1172, European Central Bank.
  32. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," Working Papers gueconwpa~12-12-01, Georgetown University, Department of Economics.
  33. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in'tVeld, 2012. "Fiscal Policy, Banks and the Financial Crisis," Working Papers ECARES ECARES 2012-034, ULB -- Universite Libre de Bruxelles.
  34. Frank Smets & Raf Wouters, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Research 19, National Bank of Belgium.
  35. Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series 214, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2011.
  36. Naoussi, Claude Francis & Tripier, Fabien, 2013. "Trend shocks and economic development," Journal of Development Economics, Elsevier, vol. 103(C), pages 29-42.
  37. Patrizio Tirelli & V. Anton Muscatelli & Carmine Trecroci, 2004. "The interaction of fiscal and monetary policies: some evidence using structural econometric models'," Money Macro and Finance (MMF) Research Group Conference 2003 103, Money Macro and Finance Research Group.
  38. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers 2009-01, School of Economics and Management, University of Aarhus.
  39. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," IEHAS Discussion Papers 0307, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  40. Ali Dib, 2011. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Open Economies Review, Springer, vol. 22(5), pages 769-796, November.
  41. Margarida Duarte & Diego Restuccia & Andrea L. Waddle, 2007. "Exchange rates and business cycles across countries," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 57-76.
  42. Clarida, Richard & Gali, Jordi & Gertler, Mark, 2002. "A simple framework for international monetary policy analysis," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 879-904, July.
  43. Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007. "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, vol. 72(2), pages 481-511, July.
  44. Yoshinori Kurokawa & Jiaren Pang & Yao Tang, 2013. "Exchange Rate Regimes and Wage Comovements in a Dynamic Ricardian Model," Tsukuba Economics Working Papers 2013-005, Economics, Graduate School of Humanities and Social Sciences, University of Tsukuba, revised Feb 2015.
  45. Correa-López, Mónica & de Blas, Beatriz, 2011. "International Transmission of Medium-Term Technology Cycles: Evidence from Spain as a Recipient Country," Working Papers in Economic Theory 2011/09, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  46. Hamid Faruqee & Dalia Hakura & Ehsan U. Choudhri, 2002. "Explaining the Exchange Rate Pass-Through in Different Prices," IMF Working Papers 02/224, International Monetary Fund.
  47. 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.
  48. 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.
  49. Karine Gente & Miguel Leon-Ledesma, 2004. "Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience," Studies in Economics 0405, School of Economics, University of Kent.
  50. Jinill Kim & Andrew Levin & Tack Yun, 2006. "Relative Price Distortion and Optimal Monetary Policy in Open Economies," Computing in Economics and Finance 2006 211, Society for Computational Economics.
  51. Camilo E Tovar, 2006. "Devaluations, output and the balance sheet effect: a structural econometric analysis," BIS Working Papers 215, Bank for International Settlements.
  52. Landry, Anthony, 2009. "Expectations and exchange rate dynamics: A state-dependent pricing approach," Journal of International Economics, Elsevier, vol. 78(1), pages 60-71, June.
  53. Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 719-34.
  54. Carlos Carvalho & Fernanda Nechio, 2010. "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series 2010-06, Federal Reserve Bank of San Francisco.
  55. Oxana A. Malakhovskaya & Alexey R. Minabutdinov, 2013. "Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia," HSE Working papers WP BRP 48/EC/2013, National Research University Higher School of Economics.
  56. Ascari, Guido, 2003. "Staggered prices and trend inflation: some nuisances," Research Discussion Papers 27/2003, Bank of Finland.
  57. 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.
  58. Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, 02.
  59. de Blas, Beatriz, 2010. "Exchange rate dynamics in economies with portfolio rigidities," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 366-382, June.
  60. Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
  61. Hamid Faruqee, 2004. "Exchange Rate Pass-Through in the Euro Area; The Role of Asymmetric Pricing Behavior," IMF Working Papers 04/14, International Monetary Fund.
  62. Viladegut, Hugo & Cabello, Miguel, 2014. "El canal de crédito en el Perú: Una aproximación SVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 51-66.
  63. Camilo E Tovar, 2005. "The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?," BIS Working Papers 192, Bank for International Settlements.
  64. Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013. "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, vol. 91(1), pages 128-141.
  65. Dirk Steffen & Ingo Pitterle, 2004. "Spillover Effects of Fiscal Policy Under Flexible Exchange Rates," Econometric Society 2004 Australasian Meetings 286, Econometric Society.
  66. Margarida Duarte & Michael Dotsey, 2011. "How Important is the Currency Denomination of Exports in Open Economy Models?," 2011 Meeting Papers 380, Society for Economic Dynamics.
  67. Guillermo Escudé, 2009. "ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One," BCRA Working Paper Series 200942, Central Bank of Argentina, Economic Research Department.
  68. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  69. Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.
  70. Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers 382, Bank of England.
  71. Anthony Landry, 2006. "Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach," 2006 Meeting Papers 119, Society for Economic Dynamics.
  72. David Bowman & Brian M. Doyle, 2003. "New Keynesian, open-economy models and their implications for monetary policy," International Finance Discussion Papers 762, Board of Governors of the Federal Reserve System (U.S.).
  73. Escudé, Guillermo J., 2012. "A DSGE model for a SOE with systematic interest and foreign exchange policy in which policymakers exploit the risk premium for stabilization purposes," Economics Discussion Papers 2012-40, Kiel Institute for the World Economy.
  74. John Fender & Neil Rankin, . "On the (Non)Equivalence of Money- and Exchange-Rate-Based Disinflation," EcoMod2006 272100026, EcoMod.
  75. Richard Holt, 2004. "Sticky prices, labour market rigidities and exchange rate puzzles," Money Macro and Finance (MMF) Research Group Conference 2003 47, Money Macro and Finance Research Group.
  76. Federico Ravenna & Giovanni Lombardo, 2009. "Trade and Optimal Monetary Policy," 2009 Meeting Papers 784, Society for Economic Dynamics.
  77. Carlos Viana de Carvalho & Fernanda Feitosa Necchio, 2014. "Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models," Textos para discussão 628, Department of Economics PUC-Rio (Brazil).
  78. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
  79. Jean-Pierre Danthine & André Kurmann, 2003. "Fair Wages in a New Keynesian Model of the Business Cycle," Cahiers de recherche 0320, CIRPEE.
  80. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Macroprudential Regulation and Stability in an Open Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 166, Economics, The Univeristy of Manchester.
  81. Kollmann, Robert, 2004. "Macroeconomic Effects of Nominal Exchange Rate Regimes: New Insights into the Role of Price Dynamics," CEPR Discussion Papers 4487, C.E.P.R. Discussion Papers.
  82. repec:hal:journl:hal-00713669 is not listed on IDEAS
  83. Michael B. Devereux, 2004. "Exchange Rate Policy and Endogenous Price Flexibility," Working Papers 202004, Hong Kong Institute for Monetary Research.
  84. Povoledo, Laura, 2012. "Modelling the sectoral allocation of labour in open economy models," MPRA Paper 40344, University Library of Munich, Germany.
  85. Benchimol, Jonathan, 2014. "Risk aversion in the Eurozone," Research in Economics, Elsevier, vol. 68(1), pages 39-56.
  86. Ara Stepanyan & Era Dabla-Norris & Ashot Anatolii Mkrtchyan, 2009. "A New Keynesian Model of the Armenian Economy," IMF Working Papers 09/66, International Monetary Fund.
  87. Mirdala, Rajmund, 2012. "Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries," MPRA Paper 40910, University Library of Munich, Germany.
  88. Cavallo, Michele & Ghironi, Fabio, 2002. "Net foreign assets and the exchange rate: Redux revived," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1057-1097, July.
  89. Jordi Galí & Tommaso Monacelli, 2003. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," Working Papers 11, Barcelona Graduate School of Economics.
  90. Özge Senay, . "Disinflation Dynamics in an Open Economy General Equilibrium Model," Discussion Papers 98/15, Department of Economics, University of York.
  91. de Blas, Beatriz, 2008. "International Transmission of Shocks under Financial Frictions: Some Implications for International Business Cycle Comovement," Working Papers in Economic Theory 2008/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  92. Evi Pappa, 2004. "Do the ECB and the Fed really need to cooperate? Optimal monetary policy in a two-country world," LSE Research Online Documents on Economics 512, London School of Economics and Political Science, LSE Library.
  93. Volker Böhm & Tomoo Kikuchi, 2002. "Dynamics of Endogenous Business Cycles and Exchange Rate Volatility," CESifo Working Paper Series 797, CESifo Group Munich.
  94. Julia Lendvai, 2005. "Inflation Inertia and Monetary Policy Shocks," Money Macro and Finance (MMF) Research Group Conference 2005 51, Money Macro and Finance Research Group.
  95. Groll, Dominik, 2013. "When do Countries Benefit from Forming a Monetary Union?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79787, Verein für Socialpolitik / German Economic Association.
  96. Zhang, Yanchun, 2006. "The household preference structure and pricing-to-market in the New Open Economy Macroeconomics models," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 505-524.
  97. Kollmann, Robert, 2003. "Monetary Policy Rules in an Interdependent World," CEPR Discussion Papers 4012, C.E.P.R. Discussion Papers.
  98. Pitterle, Ingo A. & Steffen, Dirk, 2004. "Welfare effects of fiscal policy under alternative exchange rate regimes: the role of the scale variable of money demand," MPRA Paper 13047, University Library of Munich, Germany, revised Oct 2004.
  99. Jordi Galí & Tommaso Monacelli, 2005. "Optimal Monetary and Fiscal Policy in a Currency Union," Working Papers 240, Barcelona Graduate School of Economics.
  100. Alpaslan AKÇORAOĞLU, 2012. "Yeni Açık Ekonomi Makroiktisat Teorisi ve Para Politikasının Uluslararası Boyutları," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 23(85), pages 57-82.
  101. Olivier Cardi, 2009. "Habit persistence and effectiveness of fiscal policy in an open economy," Working Papers hal-00420138, HAL.
  102. Anthony Landry, 2005. "The Mundell-Fleming-Dornbusch Model in a New Bottle," Computing in Economics and Finance 2005 455, Society for Computational Economics.
  103. Fujiki, Hiroshi & Otani, Akira, 2002. "Do Currency Regimes Matter in the 21st Century? An Overview," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(S1), pages 47-79, December.
  104. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Prudential Regulation and Stability in an Open Economy," Working Papers Series 267, Central Bank of Brazil, Research Department.
  105. Cúrdia, Vasco & Finocchiaro, Daria, 2005. "An Estimated DSGE Model for Sweden with a Monetary Regime Change," Seminar Papers 740, Stockholm University, Institute for International Economic Studies.
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