Investment and real exchange rates in sticky price models
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Publication:5325980
DOI10.1017/S1365100511000095zbMATH Open1273.91334MaRDI QIDQ5325980FDOQ5325980
Authors: Enrique Martínez-García, Jens Søndergaard 
Publication date: 31 July 2013
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
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Cites Work
- Tobin's Marginal q and Average q: A Neoclassical Interpretation
- International Risk Sharing and the Transmission of Productivity Shocks
- Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
- Business Cycles and the Asset Structure of Foreign Trade
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- Asset pricing implications of a New Keynesian model
Cited In (7)
- Volatility and persistence of simulated DSGE real exchange rates
- Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
- Money, capital, and exchange rate fluctuations
- Modeling time-variation over the business cycle (1960--2017): an international perspective
- A quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate
- Price stickiness, inflation, and persistence in real exchange rate fluctuations: Cross-country results
- Taylor rule reaction coefficients and real exchange rate persistence
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