Productivity, preferences and UIP deviations in an open economy business cycle model
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Publication:993474
DOI10.1007/S11079-010-9174-0zbMath1233.91176OpenAlexW2069823352WikidataQ61456639 ScholiaQ61456639MaRDI QIDQ993474
Qi Sun, Arnab Bhattacharjee, Jagjit S. Chadha
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
Multisectoral models in economics (91B66) Special types of economic markets (including Cournot, Bertrand) (91B54) Dynamic stochastic general equilibrium theory (91B51)
Related Items (2)
Addressing international empirical puzzles: the liquidity of bonds ⋮ Productivity, preferences and UIP deviations in an open economy business cycle model
Cites Work
- Productivity, preferences and UIP deviations in an open economy business cycle model
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On some test criteria for covariance matrix
- International Risk Sharing and the Transmission of Productivity Shocks
- Business Cycles and the Asset Structure of Foreign Trade
- International Business Cycles with Endogenous Incomplete Markets
- Properties of sufficiency and statistical tests
- On Information and Sufficiency
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