IDEAS home Printed from
MyIDEAS: Log in (now much improved!)

Citations for "Nominal rigidity, desired markup variations, and real exchange rate persistence"

by Bouakez, Hafedh

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Anthony E. Landry, 2007. "Pricing-to-market with state-dependent pricing," Working Papers 0706, Federal Reserve Bank of Dallas.
  2. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
  3. Pau Rabanal & Juan F. Rubio-Ramírez, 2015. "Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?," Working Papers 2015-04, FEDEA.
  4. Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015. "Monetary policy and commodity terms of trade shocks in emerging market economies," Economic Modelling, Elsevier, vol. 49(C), pages 53-71.
  5. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2014. "Real exchange rate dynamics in sticky wage models," Economics Letters, Elsevier, vol. 123(2), pages 160-163.
  6. Davis, J. Scott & Huang, Kevin X.D., 2011. "International real business cycles with endogenous markup variability," Journal of International Economics, Elsevier, vol. 85(2), pages 302-316.
  7. Anthony Landry, 2006. "Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach," 2006 Meeting Papers 119, Society for Economic Dynamics.
  8. Christopher J. Gust & Sylvain Leduc & Nathan Sheets, 2008. "The adjustment of global external balances: does partial exchange rate pass-through to trade prices matter?," Working Paper Series 2008-16, Federal Reserve Bank of San Francisco.
  9. Jesper Lindé & Marianne Nessén & Ulf Söderström, 2009. "Monetary policy in an estimated open-economy model with imperfect pass-through," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 301-333.
  10. Ali Dib, 2003. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Staff Working Papers 03-27, Bank of Canada.
  11. Luca Guerrieri & Christopher J. Gust & David López-Salido, 2008. "International competition and inflation: a New Keynesian perspective," International Finance Discussion Papers 918, Board of Governors of the Federal Reserve System (U.S.).
  12. Landry, Anthony E., 2006. "Expectations and exchange rate dynamics: a state-dependent pricing approach," Working Papers 0604, Federal Reserve Bank of Dallas.
  13. Nooman Rebei & Hafedh Bouakez, 2004. "Why Does Private Consumption Rise After a Government Spending Shock?," Computing in Economics and Finance 2004 20, Society for Computational Economics.
  14. Jón Steinsson, 2008. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," NBER Working Papers 13910, National Bureau of Economic Research, Inc.
  15. 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.
  16. Johri, Alok & Lahiri, Amartya, 2008. "Persistent real exchange rates," Journal of International Economics, Elsevier, vol. 76(2), pages 223-236, December.
  17. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society.
  18. Landry, Anthony E., 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.
  19. Anthony Landry, 2005. "The Mundell-Fleming-Dornbusch Model in a New Bottle," Computing in Economics and Finance 2005 455, Society for Computational Economics.
  20. Charles Engel, 2009. "Pass-Through, Exchange Rates, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 177-185, 02.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.