Productivity, preferences and UIP deviations in an open economy business cycle model

DOI10.1007/S11079-010-9174-0MaRDI QIDQ993474zbMATH OpenOpenAlexWikidataFDO

Authors Arnab Bhattacharjee, Jagjit S. Chadha, Qi Sun

Publication date 20 September 2010

Published in Open Economies Review (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1003.635

zbMATH Keywords

current account dynamicsfinancial frictionsincomplete marketsreal exchange rates

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Special types of economic markets (including Cournot, Bertrand) (91B54) Multisectoral models in economics (91B66)

Recommendations

• International Risk Sharing and the Transmission of Productivity Shocks
• On demand shocks and international business cycle puzzles
• International business cycles with complete markets
• DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR
• A quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate

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)

• On demand shocks and international business cycle puzzles
• Is there consumer risk-pooling in the open economy? The evidence reconsidered
• Addressing international empirical puzzles: the liquidity of bonds
• International Risk Sharing and the Transmission of Productivity Shocks
• DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR
• Productivity, preferences and UIP deviations in an open economy business cycle model

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