Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment

DOI10.1016/j.jedc.2009.11.003zbMath1202.91354MaRDI QIDQ964589

Vicente Tuesta, Pau Rabanal

Publication date: 22 April 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.11.003

zbMATH Keywords

real exchange rates; Bayesian estimation; model comparison

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

62F15: Bayesian inference

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Cites Work

• Evaluating an estimated New Keynesian small open economy model
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
• International Risk Sharing and the Transmission of Productivity Shocks
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Bayes Factors
• Bayesian Analysis of DSGE Models—Rejoinder
• Estimating Macroeconomic Models: A Likelihood Approach
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy