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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. Landry, Anthony, 2010. "State-dependent pricing, local-currency pricing, and exchange rate pass-through," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1859-1871, October.
  2. In''t Veld, Jan & Kollmann, Robert & Ratto, Marco & Roeger, Werner, 2012. "Fiscal Policy, Banks and the Financial Crisis," CEPR Discussion Papers 9175, C.E.P.R. Discussion Papers.
  3. Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
  4. Jordi Galí & Tommaso Monacelli, 2003. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," Working Papers 11, Barcelona Graduate School of Economics.
  5. Jean Imbs & Haroon Mumtaz & Morten Ravn & Hélène Rey, 2005. "PPP Strikes Back: Aggregation and the Real Exchange Rate," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 1-43, January.
  6. Alexander Chudik & Roland Straub, 2011. "Size, openness, and macroeconomic interdependence," Globalization and Monetary Policy Institute Working Paper 103, Federal Reserve Bank of Dallas.
  7. 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.
  8. Dirk Steffen & Ingo Pitterle, 2004. "Spillover Effects of Fiscal Policy Under Flexible Exchange Rates," Econometric Society 2004 Australasian Meetings 286, Econometric Society.
  9. Ali Dib, 2003. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Working Papers 03-27, Bank of Canada.
  10. 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.
  11. Michele Cavallo & Fabio Ghironi, 2000. "Net Foreign Assets and the Exchange Rate: Redux Revived," Boston College Working Papers in Economics 505, Boston College Department of Economics, revised 01 Feb 2002.
  12. 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).
  13. Jean-Pierre Danthine & Andre Kurmann, 2004. "Fair Wages in a New Keynesian Model of the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(1), pages 107-142, January.
  14. Lombardo, Giovanni, 2001. "On the Trade Balance Response to Monetary Shocks: the Marshall-Lerner Conditions Reconsidered," MPRA Paper 27869, University Library of Munich, Germany.
  15. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
  16. Muscatelli, V. Anton & Tirelli, Patrizio & Trecroci, Carmine, 2004. "Fiscal and monetary policy interactions: Empirical evidence and optimal policy using a structural New-Keynesian model," Journal of Macroeconomics, Elsevier, vol. 26(2), pages 257-280, June.
  17. Povoledo, Laura, 2012. "Modelling the sectoral allocation of labour in open economy models," MPRA Paper 40344, University Library of Munich, Germany.
  18. Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Series 0128, European Central Bank.
  19. John Fender & Neil Rankin, . "On the (Non)Equivalence of Money- and Exchange-Rate-Based Disinflation," EcoMod2006 272100026, EcoMod.
  20. Giancarlo Corsetti & Luca Dedola, 2002. "Macroeconomics of international price discrimination," Temi di discussione (Economic working papers) 461, Bank of Italy, Economic Research and International Relations Area.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Escudé, Guillermo J., 2012. "A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes," Dynare Working Papers 15, CEPREMAP.
  26. 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.
  27. Anthony Landry, 2005. "The Mundell-Fleming-Dornbusch Model in a New Bottle," Computing in Economics and Finance 2005 455, Society for Computational Economics.
  28. 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.
  29. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
  30. Guido Ascari, 2004. "Staggered prices and trend inflation: some nuisances," Macroeconomics 0404029, EconWPA.
  31. Marcelo Sánchez, 2010. "What Drives Business Cycles and International Trade in Emerging Market Economies?," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(61), pages 198-271.
  32. 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.
  33. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2015. "Sudden Floods, Macroprudential Regulation and Stability in an Open Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 203, Economics, The Univeristy of Manchester.
  34. 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.
  35. 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.
  36. Erceg, Christopher & Guerriei, Luca & Gust, Christopher, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," MPRA Paper 813, University Library of Munich, Germany.
  37. Berg, Kimberly A. & Mark, Nelson C., 2015. "Third-country effects on the exchange rate," Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
  38. Mirdala, Rajmund, 2012. "Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries," MPRA Paper 40910, University Library of Munich, Germany.
  39. Anthony E. Landry, 2006. "Expectations and exchange rate dynamics: a state-dependent pricing approach," Working Papers 0604, Federal Reserve Bank of Dallas.
  40. 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.
  41. 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.
  42. Ganelli, Giovanni & Lane, Philip R., 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," CEPR Discussion Papers 3540, C.E.P.R. Discussion Papers.
  43. Karine Gente & Miguel Leon-Ledesma, 2006. "Does the world real interest rate affect the real exchange rate? The South East Asian experience," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(4), pages 441-467.
  44. 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.
  45. 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.
  46. 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.
  47. Kollmann, Robert & Ratto, Marco & Roeger, Werner & in 't Veld, Jan & Vogel, Lukas, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization and Monetary Policy Institute Working Paper 176, Federal Reserve Bank of Dallas.
  48. 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.
  49. Vasco Cúrdia & Daria Finocchiaro, 2013. "Monetary regime change and business cycles," Working Paper Series 2013-02, Federal Reserve Bank of San Francisco.
  50. Özge Senay, . "Disinflation Dynamics in an Open Economy General Equilibrium Model," Discussion Papers 98/15, Department of Economics, University of York.
  51. Zhang, Wei-Bin, 2015. "Tourism, Trade, Externalities, And Public Goods In A Three-Sector Growth Model," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(1), pages 1-19.
  52. Bennett T McCallum & Edward Nelson, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimising Agents and Sticky Prices," Discussion Papers 05, Monetary Policy Committee Unit, Bank of England.
  53. Kollmann, Robert, 2003. "Monetary Policy Rules in an Interdependent World," CEPR Discussion Papers 4012, C.E.P.R. Discussion Papers.
  54. 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.
  55. 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.
  56. 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.
  57. 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.
  58. Kollmann, Robert, 2002. "Monetary policy rules in the open economy: effects on welfare and business cycles," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 989-1015, July.
  59. Jonathan Benchimol, 2012. "Risk Aversion in the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00713669, HAL.
  60. 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.
  61. Correa-López Mónica & de Blas Beatriz, 2012. "International Transmission of Medium-Term Technology Cycles: Evidence from Spain as a Recipient Country," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-52, November.
  62. 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.
  63. 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.
  64. 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.
  65. Devereux, Michael B, 2003. "Exchange Rate Policy and Endogenous Price Flexibility," CEPR Discussion Papers 4121, C.E.P.R. Discussion Papers.
  66. 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).
  67. Michael Dotsey & Margarida Duarte, 2009. "How important is the currency denomination of exports in open-economy models?," Working Papers 09-32, Federal Reserve Bank of Philadelphia.
  68. Alpaslan AKÇORAOĞLU, 2012. "Yeni Açık Ekonomi Makroiktisat Teorisi ve Para Politikasının Uluslararası Boyutları," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 23(85), pages 57-82.
  69. Olivier Cardi, 2009. "Habit persistence and effectiveness of fiscal policy in an open economy," Working Papers hal-00420138, HAL.
  70. Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
  71. Volker Böhm & Tomoo Kikuchi, 2002. "Dynamics of Endogenous Business Cycles and Exchange Rate Volatility," CESifo Working Paper Series 797, CESifo Group Munich.
  72. 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.
  73. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
  74. 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.
  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. Camilo E Tovar, 2006. "Devaluations, output and the balance sheet effect: a structural econometric analysis," BIS Working Papers 215, Bank for International Settlements.
  77. 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.
  78. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," Working Papers gueconwpa~12-12-01, Georgetown University, Department of Economics.
  79. 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.
  80. 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.
  81. Oxana Malakhovskaya & Alexey Minabutdinov, 2014. "Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 148-180.
  82. Michael B. Devereux, 2004. "Exchange Rate Policy and Endogenous Price Flexibility," Working Papers 202004, Hong Kong Institute for Monetary Research.
  83. 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.
  84. 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.
  85. Mirdala, Rajmund, 2013. "Real Output and Prices Adjustments under Different Exchange Rate Regimes," MPRA Paper 46879, University Library of Munich, Germany.
  86. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
  87. 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.
  88. Dudley Cooke, 2010. "Monetary Policy and Trade Globalization," Working Papers 042010, Hong Kong Institute for Monetary Research.
  89. 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.
  90. 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.
  91. Naoussi, Claude Francis & Tripier, Fabien, 2013. "Trend shocks and economic development," Journal of Development Economics, Elsevier, vol. 103(C), pages 29-42.
  92. Robert Kollmann, 2005. "Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics," ULB Institutional Repository 2013/7624, ULB -- Universite Libre de Bruxelles.
  93. Amit Kara & Edward Nelson, 2003. "The Exchange Rate and Inflation in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(5), pages 585-608, November.
  94. Cooke, Dudley, 2010. "Consumption home bias and exchange rate behavior," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 415-425, March.
  95. 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.
  96. 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).
  97. 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.
  98. Federico Ravenna & Giovanni Lombardo, 2009. "Trade and Optimal Monetary Policy," 2009 Meeting Papers 784, Society for Economic Dynamics.
  99. 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.
  100. Malik, Hamza, 2005. "Monetary-Exchange Rate Policy and Current Account Dynamics," MPRA Paper 455, University Library of Munich, Germany, revised Sep 2006.
  101. Anthony Landry, 2007. "Pricing-to-market with state-dependent pricing," Working Papers 0706, Federal Reserve Bank of Dallas.
  102. 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.
  103. 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.
  104. 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.
  105. Jordi Galí & Tommaso Monacelli, 2005. "Optimal Monetary and Fiscal Policy in a Currency Union," Working Papers 240, Barcelona Graduate School of Economics.
  106. Anthony Landry, 2006. "Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach," 2006 Meeting Papers 119, Society for Economic Dynamics.
  107. 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.).
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