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Citations for "Consumption, real exchange rates and the structure of international asset markets"

by Kollmann, Robert

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  1. Andrea Raffo, 2008. "Technology Shocks: Novel Implications for International Business Cycles," 2008 Meeting Papers 511, Society for Economic Dynamics.
  2. Robert Kollmann, 1998. "U.S. trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages," ULB Institutional Repository 2013/7634, ULB -- Universite Libre de Bruxelles.
  3. Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012. "Traded and Nontraded Goods Prices, and International Risk Sharing: An Empirical Investigation," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 8(1), pages 403-466.
  4. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
  5. 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.
  6. Anna Lipinska & Bianca De Paoli, 2013. "Capital Controls: a Normative Analysis," 2013 Meeting Papers 861, Society for Economic Dynamics.
  7. Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "Financial integration in Europe : Evidence from Euler equation tests," Discussion Paper 1995-32, Tilburg University, Center for Economic Research.
  8. Luca Dedola & Sylvain Leduc, 1999. "On exchange rate regimes, exchange rate fluctuations, and fundamentals," Working Papers 99-16, Federal Reserve Bank of Philadelphia.
  9. Holinski Nils & Kool Clemens & Muysken Joan, 2009. "Taking Home Bias Seriously: Absolute and Relative Measures Explaining Consumption Risk-Sharing," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  10. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers 83, Central Bank of Luxembourg.
  11. Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers 11911, C.E.P.R. Discussion Papers.
  13. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
  14. Gianluca Benigno & Hande Küçük-Tuger, 2011. "Portfolio Allocation and International Risk Sharing," CEP Discussion Papers dp1048, Centre for Economic Performance, LSE.
  15. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "International risk-sharing and the transmission of productivity shocks," International Finance Discussion Papers 826, Board of Governors of the Federal Reserve System (U.S.).
  16. 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.
  17. 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.
  18. Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank, Research Centre.
  19. Hess, Gregory D. & Shin, Kwanho, 2010. "Understanding the Backus-Smith puzzle: It's the (nominal) exchange rate, stupid," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 169-180, February.
  20. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers.
  21. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers 08-2011, Economics Section, The Graduate Institute of International Studies.
  22. N. Holinski & C.J.M. Kool & J. Muysken, 2011. "The Impact of International Portfolio Composition on Consumption Risk Sharing," Working Papers 11-20, Utrecht School of Economics.
  23. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2011. "Uninsurable risk and financial market puzzles," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1055-1089, October.
  24. Vicente Tuesta & Jorge Selaive, 2004. "Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly," 2004 Meeting Papers 203, Society for Economic Dynamics.
  25. Ambler, S. & Cardia, E. & Zimmermann, C., 2000. "International Business Cycles: What Are the Facts?," Cahiers de recherche 2000-05, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  26. Kollmann, Robert, 2009. "Government Purchases and the Real Exchange Rate," CEPR Discussion Papers 7427, C.E.P.R. Discussion Papers.
  27. Küçük, Hande & Sutherland, Alan, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," CEPR Discussion Papers 10724, C.E.P.R. Discussion Papers.
  28. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers 12483, National Bureau of Economic Research, Inc.
  29. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16.
  30. Maurice Obstfeld, 1993. "Are Industrial-Country Consumption Risks Globally Diversified?," NBER Working Papers 4308, National Bureau of Economic Research, Inc.
  31. Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
  32. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2009. "Consumption risk sharing and adjustment costs," Economics Bulletin, AccessEcon, vol. 29(2), pages 1117-1126.
  33. Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542.
  34. Miyamoto, Wataru & Nguyen, Thuy Lan & Sheremirov, Viacheslav, 2016. "The effects of government spending on real exchange rates: evidence from military spending panel data," Working Papers 16-14, Federal Reserve Bank of Boston.
  35. Lambrias, Kyriacos, 2016. "Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets," Working Paper Series 1946, European Central Bank.
  36. Maurice Obstfeld and Kenneth Rogoff., 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Center for International and Development Economics Research (CIDER) Working Papers C00-112, University of California at Berkeley.
  37. Doireann Fitzgerald, 2012. "Trade Costs, Asset Market Frictions, and Risk Sharing," American Economic Review, American Economic Association, vol. 102(6), pages 2700-2733, October.
  38. Kollmann, Robert, 2002. "Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles," CEPR Discussion Papers 3279, C.E.P.R. Discussion Papers.
  39. Apte, Prakesh & Sercu, Piet & Uppal, Raman, 2002. "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers 3343, C.E.P.R. Discussion Papers.
  40. Viktoria Hnatkovska & Michael Devereux, 2011. "Consumption Risk Sharing, the Real Exchange Rate, and Borders: Why Does the Exchange Rate Make Such a Difference?," 2011 Meeting Papers 1027, Society for Economic Dynamics.
  41. Robert Kollmann & Nicolas Coeurdacier, 2008. "International Portfolios, Current Account Dynamics and Capital Accumulation," 2008 Meeting Papers 817, Society for Economic Dynamics.
  42. Predrag Petrović, 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, vol. 34(2), pages 393-418.
  43. Aydan Dogan, 2014. "Euro- US Real Exchange Rate Dynamics: How Far Can We Push Equilibrium Models?," Studies in Economics 1409, School of Economics, University of Kent.
  44. Kollmann, Robert, 2009. "Household Heterogeneity and the Real Exchange Rate: Still a Puzzle," CEPR Discussion Papers 7301, C.E.P.R. Discussion Papers.
  45. Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
  46. Kizys, Renatas & Pierdzioch, Christian, 2004. "Business Cycle Fluctuations and International Financial Integration," Kiel Working Papers 1197, Kiel Institute for the World Economy (IfW).
  47. Mario J. Crucini, 2011. "Comment on "Nontraded Goods Prices, Terms of Trade and International Risk-Sharing: An Empirical Investigation"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2011, pages 470-476 National Bureau of Economic Research, Inc.
  48. Charles Engel, 2000. "Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?"," NBER Working Papers 7818, National Bureau of Economic Research, Inc.
  49. Philippe Bacchetta & Eric Van Wincoop, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," NBER Working Papers 6704, National Bureau of Economic Research, Inc.
  50. Martin Berka, 2015. "Comment on: Cross-border portfolios: assets, liabilities and wealth transfers," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 25-28 Bank for International Settlements.
  51. Kollmann, Robert, 1999. "Effects of Government Purchases in Open Economies: Empirical Evidence and Predictions of a Dynamic General Equilibrium Model With Nominal Rigidities," MPRA Paper 70342, University Library of Munich, Germany.
  52. Gianluca Benigno & Christoph Thoenissen, 2004. " Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods," CDMA Conference Paper Series 0405, Centre for Dynamic Macroeconomic Analysis, revised Dec 2006.
  53. Bracke, Thierry & Schmitz, Martin, 2008. "Channels of international risk-sharing: capital gains versus income flows," Working Paper Series 0938, European Central Bank.
  54. Kollmann, Robert, 2001. "Explaining international comovements of output and asset returns: The role of money and nominal rigidities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1547-1583, October.
  55. Christoph Thoenissen & Gianluca Benigno, 2004. "The consumption-real exchange rate anomaly," Money Macro and Finance (MMF) Research Group Conference 2003 102, Money Macro and Finance Research Group.
  56. Gerard, Bruno & Thanyalakpark, Kessara & Batten, Jonathan A., 2003. "Are the East Asian markets integrated? Evidence from the ICAPM," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 585-607.
  57. Jane Marrinan, 1996. "Government consumption and private consumption correlations," Economics Working Papers 187, Department of Economics and Business, Universitat Pompeu Fabra.
  58. Faruk Balli & Sebnem Kalemli-Ozcan & Bent Sorensen, 2011. "Risk Sharing through Capital Gains," NBER Working Papers 17612, National Bureau of Economic Research, Inc.
  59. David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," Working Papers 93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
  60. Mathias Hoffmann & Rahel Suter, 2013. "Systematic Consumption Risk in Currency Returns," CESifo Working Paper Series 4273, CESifo Group Munich.
  61. Jorge Selaive & Vicente Tuesta, 2003. "Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach," Working Papers Central Bank of Chile 252, Central Bank of Chile.
  62. Balvers, Ronald J. & H. Bergstrand, Jeffrey, 1997. "Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 345-366, June.
  63. Luca Dedola & Sylvain Leduc, 2001. "Why is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?," Temi di discussione (Economic working papers) 411, Bank of Italy, Economic Research and International Relations Area.
  64. Hüseyin Çağrı Akkoyun & Yavuz Arslan & Mustafa Kılınç, 2017. "Risk sharing and real exchange rates: the role of non-tradable sector and trend shocks," BIS Working Papers 613, Bank for International Settlements.
  65. 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.
  66. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "International Capital Flows, Returns and World Financial Integration," Working Papers gueconwpa~05-05-17, Georgetown University, Department of Economics.
  67. Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013. "International risk cycles," Journal of International Economics, Elsevier, vol. 89(2), pages 471-484.
  68. 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.
  69. David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015. "Pareto Weights as Wedges in Two-Country Models," NBER Working Papers 21773, National Bureau of Economic Research, Inc.
  70. Gianluca Benigno & Christoph Thoenissen, 2005. "On the consumption-real exchange rate anomaly," Bank of England working papers 254, Bank of England.
  71. 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.
  72. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
  73. Tesar, Linda L., 1995. "Evaluating the gains from international risksharing," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 95-143, June.
  74. Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
  75. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
  76. M. Hadzi-Vaskov & C.J.M. Kool, 2007. "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers 07-34, Utrecht School of Economics.
  77. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics.
  78. Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany.
  79. Michael B. Devereux & Viktoria Hnatkovska, 2011. "The Extensive Margin, Sectoral Shares and International Business Cycles," NBER Working Papers 17289, National Bureau of Economic Research, Inc.
  80. De Grauwe, Paul & Ji, Yuemei, 2017. "Endogenous Asymmetric Shocks in the Eurozone. The Role of Animal Spirits," CEPR Discussion Papers 11887, C.E.P.R. Discussion Papers.
  81. Mathias Hoffmann & Thomas Nitschka, 2007. "The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective," IEW - Working Papers 331, Institute for Empirical Research in Economics - University of Zurich.
  82. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series 2007-27, Federal Reserve Bank of San Francisco.
  83. Ambler, Steve & Cardia, Emanuela & Zimmermann, Christian, 2002. "International transmission of the business cycle in a multi-sector model," European Economic Review, Elsevier, vol. 46(2), pages 273-300, February.
  84. Iwata, Yasuharu, 2013. "Two fiscal policy puzzles revisited: New evidence and an explanation," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 188-207.
  85. Steven J. Davis & Jeremy Nalewaik & Paul Willen, 2000. "On the Gains to International Trade in Risky Financial Assets," NBER Working Papers 7796, National Bureau of Economic Research, Inc.
  86. Kollmann, Robert, 2002. "Monetary Policy Rules in a Two-Country World," MPRA Paper 70347, University Library of Munich, Germany.
  87. Luis Opazo, 2006. "The Backus-Smith Puzzle: The Role of Expectations," Working Papers Central Bank of Chile 395, Central Bank of Chile.
  88. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "Return Volatility and International Portfolio Choice," 2007 Meeting Papers 474, Society for Economic Dynamics.
  89. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
  90. Kollmann, Robert, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 945-961, May.
  91. Luis-Felipe Zanna, 2003. "Interest rate rules and multiple equilibria in the small open economy," International Finance Discussion Papers 785, Board of Governors of the Federal Reserve System (U.S.).
  92. 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.
  93. Martinez-Garcia, Enrique, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper 02, Federal Reserve Bank of Dallas.
  94. Efthymios Pavlidis & Ivan Paya & David Peel, 2010. "Further empirical evidence on the consumption-real exchange rate anomaly," Working Papers 447022, Lancaster University Management School, Economics Department.
  95. M. Hadzi-Vaskov, 2007. "Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone," Working Papers 07-32, Utrecht School of Economics.
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