Productivity, preferences and UIP deviations in an open economy business cycle model
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Recommendations
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Cites work
- Business Cycles and the Asset Structure of Foreign Trade
- International Business Cycles with Endogenous Incomplete Markets
- International Risk Sharing and the Transmission of Productivity Shocks
- On Information and Sufficiency
- On some test criteria for covariance matrix
- Productivity, preferences and UIP deviations in an open economy business cycle model
- Properties of sufficiency and statistical tests
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Cited in
(6)- International Risk Sharing and the Transmission of Productivity Shocks
- Is there consumer risk-pooling in the open economy? The evidence reconsidered
- Productivity, preferences and UIP deviations in an open economy business cycle model
- Addressing international empirical puzzles: the liquidity of bonds
- DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR
- On demand shocks and international business cycle puzzles
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