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

DOI10.1016/J.JEDC.2009.11.003MaRDI QIDQ964589zbMATH OpenOpenAlexFDO

Authors Pau Rabanal, Vicente Tuesta

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

zbMATH Keywords

Bayesian estimationmodel comparisonreal exchange rates

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical methods; risk measures (91G70)

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Cites work

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

Cited in

(14)

• Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
• Hysteresis and fiscal policy
• Bayesian Analysis of DSGE Models
• Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach
• Trade elasticity of substitution and equilibrium dynamics
• The real exchange rate and household consumption heterogeneity: testing Kocherlakota and Pistaferri's (2007) model
• Nontradable goods and the real exchange rate
• Volatility and persistence of simulated DSGE real exchange rates
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective
• Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference
• Deep habits and exchange rate pass-through
• Can producer currency pricing models generate volatile real exchange rates?
• Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
• An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach

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