[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Real exchange rate volatility and disconnect: an empirical investigation. (2008). Pisani, Massimiliano ; Neri, Stefano ; Gerali, Andrea ; Cristadoro, Riccardo.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_660_08.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 50

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin.
    In: European Economic Review.
    RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

    Full description at Econpapers || Download paper

  2. Exchange rate dynamics and unconventional monetary policies: it�s all in the shadows. (2019). Pietrunti, Mario ; de Polis, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1231_19.

    Full description at Econpapers || Download paper

  3. MEDSEA : a small open economy DSGE model for Malta. (2016). Rapa, Noel.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0516.

    Full description at Econpapers || Download paper

  4. Parameter Identification in a Estimated New Keynesian Open Economy Model. (2011). Lindé, Jesper ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0251.

    Full description at Econpapers || Download paper

  5. Disaggregating Real Exchange Rate Dynamics: A Structural Approach. (2010). Jacob, Punnoose.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:10/655.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adolfson, Malin, Stefan Laseen, Jesper Linde, and Mattias Villani (2007). Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through, Journal of International Economics, forthcoming.
    Paper not yet in RePEc: Add citation now

  2. An, Sungbae, and Frank Schorfheide (2005). Bayesian Analysis of DSGE Models, University of Pennsylvania, unpublished.

  3. Backus, David K., and Gregory W. Smith (1993). Consumption and Real Exchange Rate in Dynamic Economies with Non Traded Goods, Journal of International Economics, 35, 297-316.

  4. Benigno Gianluca (2004). Real Exchange Rate Persistence and Monetary Policy Rules, Journal of Monetary Economics, 51, 473-502.

  5. Benigno, Gianluca, and Christoph Thoenissen (2006). Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods, CEP Discussion Papers.

  6. Benigno, Pierpaolo (2001). Price Stability with Imperfect Financial Integration, New York University, unpublished.

  7. Bergin, Paul R. (2003). Putting the `New Open Economy Macroeconomics' to a Test, Journal of International Economics, 60, 3-34.

  8. Bergin, Paul R. (2004). How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and the Current Account?, Journal of International Money and Finance.

  9. Betts, Caroline, and Michael B. Devereux (2000). Exchange Rate Dynamics in a Model of Pricing to Market, Journal of International Economics, 50,1 (2000) 215244

  10. Bils, Mark, and Peter J. Klenow (2002). Some Evidence on the Importance of Sticky Prices, NBER Working Paper no. 9069, July.

  11. Burstein, Ariel T., Joao Neves, and Sergio Rebelo (2003). Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations, Journal of Monetary Economics, 50, 1189-1214.

  12. Burstein, Ariel, Martin Eichenbaum, and Sergio Rebelo (2006). The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations, Japan and the World Economy, 18 (3), August, 247-253.

  13. Campa, Jose M., and Linda S. Goldberg (2008). The Insensitivity of the CPI to Exchange Rates: Distribution Margins, Imported Inputs, and Trade Exposure, unpublished, New York: Federal Reserve Bank of New York.

  14. Choudhri, Ehsan, Hamid Faruqee, and Dalia S. Hakura (2005). Explaining the exchange rate pass-through in different prices, Journal of International Economics, 65, 349-374.

  15. Corsetti, Giancarlo, Luca Dedola, and Sylvain Leduc (2005). DSGE models with high exchange rate volatility and low pass-through, International Finance Discussion Papers of the Federal Reserve Board, no. 845, November.

  16. Corsetti, Giancarlo, Luca Dedola, and Sylvain Leduc (2006). International RiskSharing and The Transmission of Productivity Shocks, Manuscript, European University Institute.
    Paper not yet in RePEc: Add citation now
  17. De Walque, Gregory, and Raf Wouters (2004), An Open Economy DSGE Model Linking the Euro Area and the US Economy, October, mimeo.
    Paper not yet in RePEc: Add citation now

  18. Dedola, Luca, and Sylvain Leduc (2001). Why Is the Business-Cycle Behavior of Fundamentals Alike across Exchange-Rate Regimes?, International Journal of Finance & Economics, 6(4), 401-19.

  19. DeJong, David N., Beth F. Ingram, and Charles H. Whiteman (2000). A Bayesian Approach to Dynamic Macroeconomics, Journal of Econometrics 98, 203-223.

  20. Del Negro, Marco, Frank Schorfheide, Frank Smets, and Raf Wouters (2004). On the Fit and Forecasting Performance of New-Keynesian Models, Federal Reserve Bank of Atlanta, manuscript.

  21. Devereux, Michael B., and Charles Engel (2002). Exchange Rate Pass-Though, Exchange Rate Volatility and Exchange Rate Disconnect, Journal of Monetary Economics, 49, 913-940.

  22. Devereux, Michael B., and Charles Engel (2003). Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility Review of Economic Studies, 70, 765-783.

  23. Dootsey, Michael and Margarida Duarte (2007). Nontraded Goods, Market Segmentation, and Exchange Rates, mimeo.

  24. Duarte, Margarida (2003). Why don't macroeconomic quantities respond to exchange rate variability, Journal of Monetary Economics, 50, 889-913.

  25. Duarte, Margarida, and Alan Stockman (2005). Rational Speculation and Exchange Rates, Journal of Monetary Economics, 52, 3-29.

  26. Eichenbaum, Martin, and Jonas D.M. Fisher (2005). Evaluating Calvo-Style Sticky Price Models, mimeo, March.
    Paper not yet in RePEc: Add citation now

  27. Fabiani Silvia, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Y. Matha, Roberto Sabbatini, Harald Stahl and Ad C. J. Stokman (2005). The Pricing Behavior of Firms in the Euro Area. Some New Evidence, ECB Working Paper, 535, October.

  28. Geweke, John (1999). Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication, Econometric Reviews, 18, 1-126.

  29. Hau, Harald (2000). Exchange Rate Determination under Factor Price Rigidities, Journal of International Economics, 50(2), 421-447.
    Paper not yet in RePEc: Add citation now

  30. Ireland, Peter (2004). A Method for Taking Models to the Data, Journal of Economic Dynamics and Control, 28(6), 1205-1226.

  31. Jeanne, Olivier, and Andrew Rose (2002). Noise Trading and Exchange Rate Regimes, Quarterly Journal of Economics, May, 117(2), 537-569.

  32. Justiniano, Alejandro and Bruce Preston (2006). Monetary Policy and Uncertainty in an Empirical Small Open Economy Model , Manuscript, Columbia University.

  33. Kim, Jinill (2000). Constructing and estimating a realistic optimizing model of monetary policy, Journal of Monetary Economics, 45, 329-359.

  34. Kollmann, Robert (2001). The exchange rate in a dynamic-optmizing business cycle model with nominal rigidities: a quantitative investigation, Journal of International Economics, 55, 243-262.

  35. Kollmann, Robert (2005). Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics, Journal of International Money and Finance, 24, 275-292.

  36. Lubik, Thomas, and Frank Schorfheide (2005). A Bayesian Look at New Open Economy Macroeconomics, NBER Macroeconomics Annual.

  37. Mendoza, Enrique (1991). Real Business Cycles in a Small Open Economy, American Economic Review, 81(4), 797-818.

  38. Obstfeld, Maurice and Kenneth Rogoff (1995). Exchange Rate Dynamics Redux, Journal of Political Economy 103 (June): 624-60.

  39. Obstfeld, Maurice, and Kenneth Rogoff (2000). New directions for stochastic open economy models, Journal of International Economics, 50, 117153.

  40. Ortega, Eva, and Nooman Rebei (2006). The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy, Bank of Canada 200612.

  41. Rabanal, Pau and Vicente Tuesta (2006). Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What Is Important and What Is Not, International Monetary Fund Working Paper No. 06/177, July.

  42. Rabanal, Pau and Vicente Tuesta (2007). Non Tradable Goods and the Real Exchange Rate, La Caixa Working Paper No. 03/2007.

  43. Rotemberg, Julio (1982). Monopolistic Price Adjustment and Aggregate Output, Review of Economic Studies, 49, 517-31.

  44. Schmitt-Grohe, Stephanie, and Martin Uribe (2003). Closing small open economy models, Journal of International Economics, 61, 163-185.

  45. Schorfheide, Frank (2000). Loss Function-Based Evaluation of DSGE Models, Journal of Applied Econometrics, 15, 645-670.

  46. Smets, Frank and Raf Wouters (2003). An Estimated Stochastic Dynamic General Equilibrium Model for the euro area, Journal of the European Economic Association, 1, 1123-1175.

  47. Smets, Frank and Raf Wouters (2005). Comparing Shocks and Frictions in U.S. and euro area Business Cycles: A Bayesian DSGE Approach, Journal of Applied Econometrics, 20, 161-183.

  48. Stockman, Alan C., and Linda Tesar (1995). Tastes and Technology in a TwoCountry Model of the Business Cycle: Explaining International Comovements, American Economic Review, 83, 473-86.

  49. Warnock, Francis (2003). Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias, Journal of International Money and Finance, 22, 343-363.

  50. Woodford, Michael (1998). Doing without Money: Controlling Inflation in a Postmonetary World, Review of Economic Dynamics, 1, 173-219.

Cocites

Documents in RePEc which have cited the same bibliography

  1. International Financial Adjustment in a Canonical Open Economy Growth Model. (2016). Clarida, Richard ; Magyari, Ildiko.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22758.

    Full description at Econpapers || Download paper

  2. The role of financial frictions during the crisis: An estimated DSGE model. (2015). Merola, Rossana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:70-82.

    Full description at Econpapers || Download paper

  3. Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union. (2014). Marcellino, Massimiliano ; Rychalovska, Yuliya .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:33:y:2014:i:5:p:315-338.

    Full description at Econpapers || Download paper

  4. The role of financial frictions during the crisis: An estimated DSGE model. (2013). Merola, Rossana.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201312-249.

    Full description at Econpapers || Download paper

  5. The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model. (2013). Merola, Rossana.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp082013.

    Full description at Econpapers || Download paper

  6. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2013). Marcellino, Massimiliano ; Rychalovska, Yuliya .
    In: EcoMod2013.
    RePEc:ekd:004912:5302.

    Full description at Econpapers || Download paper

  7. New return anomalies and new-Keynesian ICAPM. (2013). Cho, Sungjun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:87-106.

    Full description at Econpapers || Download paper

  8. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2012). Marcellino, Massimiliano ; Rychalovska, Yuliya .
    In: RSCAS Working Papers.
    RePEc:rsc:rsceui:2012/34.

    Full description at Econpapers || Download paper

  9. Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky?. (2012). Melecky, Ales ; Melecký, Martin.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2012:y:2012:i:6:id:874:p:723-742.

    Full description at Econpapers || Download paper

  10. Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky?. (2012). Melecky, Ales ; Melecký, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:39761.

    Full description at Econpapers || Download paper

  11. Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?. (2012). Shibayama, Katsuyuki ; Chadha, Jagjit ; Caglar, Evren.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1205.

    Full description at Econpapers || Download paper

  12. Macroeconomic dynamics in Macedonia and Slovakia: Structural estimation and comparison. (2012). Melecký, Martin ; Melecky, Martin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1377-1387.

    Full description at Econpapers || Download paper

  13. Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?. (2011). Shibayama, Katsuyuki ; Chadha, Jagjit ; Caglar, Evren.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1125.

    Full description at Econpapers || Download paper

  14. Analyzing the Impact of Macroeconomic Shocks on Public Debt Dynamics: An Application to the Czech Republic. (2011). Melecky, Ales ; Melecký, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:34114.

    Full description at Econpapers || Download paper

  15. Financial Factors in Economic Fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence J ; Motto, Roberto .
    In: 2010 Meeting Papers.
    RePEc:red:sed010:141.

    Full description at Econpapers || Download paper

  16. Forward-looking versus backward-looking behavior in inflation dynamics: a new test. (2010). Dorich, Jose.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1020.

    Full description at Econpapers || Download paper

  17. Macroeconomic Dynamics in Macedonia and Slovakia: Structural Estimation and Comparison. (2010). Melecký, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:19863.

    Full description at Econpapers || Download paper

  18. From inflation to exchange rate targeting: Estimating the stabilization effects for a small open economy. (2010). Melecky, Ales ; Melecký, Martin.
    In: Economic Systems.
    RePEc:eee:ecosys:v:34:y:2010:i:4:p:450-468.

    Full description at Econpapers || Download paper

  19. A bayesian estimation of a DSGE model with financial frictions. (2009). Merola, Rossana.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:149.

    Full description at Econpapers || Download paper

  20. Comparing constraints to economic stabilization in Macedonia and Slovakia: macro estimates with micro narratives. (2008). Melecký, Martin ; Najdov, Evgenij ; Melecky, Martin.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4691.

    Full description at Econpapers || Download paper

  21. Comparing Constraints to Economic Stabilization in Macedonia and Slovakia: Macro Estimates with Micro Narratives. (2008). Melecký, Martin ; Najdov, Evgenij .
    In: MPRA Paper.
    RePEc:pra:mprapa:9786.

    Full description at Econpapers || Download paper

  22. From Inflation to Exchange Rate Targeting: Estimating the Stabilization Effects. (2008). Melecky, Ales ; Melecký, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:10844.

    Full description at Econpapers || Download paper

  23. An estimated DSGE model of the Hungarian economy. (2008). Jakab, Zoltán ; Vilagi, Balazs .
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2008/9.

    Full description at Econpapers || Download paper

  24. Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply. (2008). Guerron, Pablo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3613-3630.

    Full description at Econpapers || Download paper

  25. Real exchange rate volatility and disconnect: an empirical investigation. (2008). Pisani, Massimiliano ; Neri, Stefano ; Gerali, Andrea ; Cristadoro, Riccardo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_660_08.

    Full description at Econpapers || Download paper

  26. What explains the Great Moderation in the US? A structural analysis. (2007). Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:919.

    Full description at Econpapers || Download paper

  27. A structural investigation of third-currency shocks to bilateral exchange rates. (2007). Melecký, Martin ; Melecky, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:7402.

    Full description at Econpapers || Download paper

  28. An estimated New Keynesian policy model for Australia. (2007). Melecký, Martin ; Buncic, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:4138.

    Full description at Econpapers || Download paper

  29. The price puzzle and indeterminacy in an estimated DSGE model. (2007). Dueker, Michael ; Belaygorod, Anatoliy.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-025.

    Full description at Econpapers || Download paper

  30. Do central banks respond to exchange rate movements? A structural investigation. (2007). Schorfheide, Frank ; Lubik, Thomas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:4:p:1069-1087.

    Full description at Econpapers || Download paper

  31. Methods to estimate dynamic stochastic general equilibrium models. (2007). Ruge-Murcia, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2599-2636.

    Full description at Econpapers || Download paper

  32. (Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate. (2007). Sgherri, Silvia ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007794.

    Full description at Econpapers || Download paper

  33. (Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate. (2007). Sgherri, Silvia ; Lombardi, Marco.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:142.

    Full description at Econpapers || Download paper

  34. Back to square one: identification issues in DSGE models. (2007). Sala, Luca ; Canova, Fabio.
    In: Working Papers.
    RePEc:bde:wpaper:0715.

    Full description at Econpapers || Download paper

  35. Back to square one: Identification issues in DSGE models. (2006). Sala, Luca ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:927.

    Full description at Econpapers || Download paper

  36. Euro area inflation persistence in an estimated nonlinear. (2006). Tristani, Oreste ; amisano, gianni.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:347.

    Full description at Econpapers || Download paper

  37. The Time Varying Volatility of Macroeconomic Fluctuations. (2006). Justiniano, Alejandro.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:219.

    Full description at Econpapers || Download paper

  38. Back to square one: identification issues in DSGE models. (2006). Sala, Luca ; Canova, Fabio ; UPF, .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:196.

    Full description at Econpapers || Download paper

  39. Nominal Rigidities in an Estimated Two Country. (2006). Pisani, Massimiliano ; Neri, Stefano ; Gerali, Andrea ; Cristadoro, Riccardo.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:162.

    Full description at Econpapers || Download paper

  40. Intertemporal disturbances. (2006). Tambalotti, Andrea ; Schaumburg, Ernst ; Primiceri, Giorgio.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:355.

    Full description at Econpapers || Download paper

  41. The Time Varying Volatility of Macroeconomic Fluctuations. (2006). Primiceri, Giorgio ; Justiniano, Alejandro.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:353.

    Full description at Econpapers || Download paper

  42. The Time Varying Volatility of Macroeconomic Fluctuations. (2006). Primiceri, Giorgio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12022.

    Full description at Econpapers || Download paper

  43. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0321.

    Full description at Econpapers || Download paper

  44. Back to Square One: Identification Issues in DSGE Models. (2006). Sala, Luca ; Canova, Fabio.
    In: Working Papers.
    RePEc:igi:igierp:303.

    Full description at Econpapers || Download paper

  45. The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy. (2006). Ólafsson, Thorvardur ; Olafsson, Thorvardur Tjorvi .
    In: Economics.
    RePEc:ice:wpaper:wp31_tjorvi.

    Full description at Econpapers || Download paper

  46. Back to square one: identification issues in DSGE models. (2006). Canova, Fabio ; Sala, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006583.

    Full description at Econpapers || Download paper

  47. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions. (2006). Schorfheide, Frank ; Moon, Hyungsik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5605.

    Full description at Econpapers || Download paper

  48. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5513.

    Full description at Econpapers || Download paper

  49. Monetary Policy and the Evolution of the US Economy. (2006). Canova, Fabio ; Gambetti, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5467.

    Full description at Econpapers || Download paper

  50. An Estimated, New Keynesian Policy Model for Australia. (2005). Melecký, Martin ; Buncic, Daniel.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0511026.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 19:50:25 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.