Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
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Publication:964589
DOI10.1016/J.JEDC.2009.11.003zbMATH Open1202.91354OpenAlexW2120961240MaRDI QIDQ964589FDOQ964589
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.11.003
Cites Work
- Bayes Factors
- Estimating Macroeconomic Models: A Likelihood Approach
- Comparing dynamic equilibrium models to data: a Bayesian approach
- International Risk Sharing and the Transmission of Productivity Shocks
- Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- Bayesian Analysis of DSGE Models—Rejoinder
- Evaluating an estimated New Keynesian small open economy model
- Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
Cited In (10)
- Bayesian Analysis of DSGE Models
- Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
- Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach
- Deep habits and exchange rate pass-through
- An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
- Hysteresis and fiscal policy
- Trade elasticity of substitution and equilibrium dynamics
- Nontradable goods and the real exchange rate
- The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective
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