INVESTMENT AND REAL EXCHANGE RATES IN STICKY PRICE MODELS
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Publication:5325980
DOI10.1017/S1365100511000095zbMath1273.91334MaRDI QIDQ5325980
Enrique Martínez-García, Jens Søndergaard
Publication date: 31 July 2013
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Related Items (2)
A quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate ⋮ Modeling time-variation over the business cycle (1960--2017): an international perspective
Cites Work
- Asset pricing implications of a New Keynesian model
- International Risk Sharing and the Transmission of Productivity Shocks
- Tobin's Marginal q and Average q: A Neoclassical Interpretation
- 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
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