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Taylor Rules and the Deutschmark-Dollar Real Exchange Rate. (2004). West, Kenneth ; Engel, Charles.
In: NBER Working Papers.
RePEc:nbr:nberwo:10995.

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Cited: 10

Citations received by this document

Cites: 27

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14.

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  2. Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr.
    In: Swiss Journal of Economics and Statistics.
    RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

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  3. The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona.
    In: FFA Working Papers.
    RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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  4. UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2023/22.

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  5. Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions. (2008). .
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:183-198.

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  6. The Purchasing Power Parity puzzle: a sudden nonlinear perspective. (2006). Lahtinen, Marcus .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:119-125.

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  7. Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage. (2006). Dong, Sen .
    In: 2006 Meeting Papers.
    RePEc:red:sed006:875.

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  8. A revisit to the puzzling movement of the US dollar in the 1980s: Causality and expectation regimes associated with the interest rate. (2006). Kim, Iljoong.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:28:y:2006:i:3:p:347-356.

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  9. Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya. (2006). Nandwa, Boaz.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:6:y:2006:i:2_11.

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  10. Following Germanys Lead: Using International Monetary Linkages to Identify the Effect of Monetary Policy on the Economy. (2005). di Giovanni, Julian ; McCrary, Justin ; von Wachter, Till.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1495.

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References

References cited by this document

  1. Ball, Laurence, 1999, Policy Rules for Open Economies, 127-144 in John B. Taylor (ed.) Monetary Policy Rules, Chicago: University of Chicago Press.

  2. Baxter, Marianne, 1994, Real Exchange Rates and Real Interest Differentials: Have We Missed the Business-Cycle Relationship? Journal of Monetary Economics 33, 5-37.

  3. Benigno, Gianluca, 1999, Real Exchange Rate Persistence and Monetary Policy Rules, manuscript, London School of Economics.

  4. Benigno, Gianluca, and Pierpaolo Benigno, 2001, Monetary Policy Rules and the Exchange Rate, CEPR Discussion Paper 2897.

  5. Bergin, Paul, 2003, Putting the New Open Economy Macroeconomics to a Test, Journal of International Economics 60, 3-34.

  6. Campbell, John Y., and Richard H. Clarida, 1987, The Dollar and Real Interest Rates, Carnegie-Rochester Conference Series on Public Policy 27, 103-139.

  7. Cho, Dongchul and Kenneth D. West, 2003, Interest Rates and Exchange Rates in the Korean, Philippine and Thai Exchange Rate Crisis, 11-30 in M. Dooley and J. Frankel (eds) Managing Currency Crises in Emerging Markets, Chicago: University of Chicago Press.

  8. Clarida, Richard, and Mark Gertler, 1997, How the Bundesbank Conducts Monetary Policy, 353-406 in C. Romer and D. Romer (eds) Reducing Inflation, Chicago: University of Chicago Press.

  9. Clarida, Richard, Jordi Galí and Mark Gertler, 1998, Monetary Policy Rules in Practice: Some International Evidence, European Economic Review 42, 1033-1068.

  10. Clarida, Richard, Jordi Galí and Mark Gertler, 2001, Optimal Monetary Policy Rule in Open versus Closed Economies: An Integrated Approach, American Economic Review 91, 248-252.

  11. Engel, Charles and Kenneth D. West, 2004a, Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One, American Economic Review Papers and Proceedings, 119-125.

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  13. Engel, Charles, and Jeffrey Frankel, 1984, Why Interest Rates React to Money Announcements: An Answer from the Foreign Exchange Market, Journal of Monetary Economics 13, 31-39.
    Paper not yet in RePEc: Add citation now

  14. Frankel, Jeffrey A., and Andrew K. Rose, 1995, Empirical Research in Nominal Exchange Rates, 1689-1730 in G. Grossman and K. Rogoff, eds., Handbook of International Economics, vol. 3 (NorthHolland, Amsterdam).

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  17. Kilian, Lutz, 1998, Small-Sample Confidence Intervals for Impulse Response Functions, Review of Economics and Statistics 80, 218-230.

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  19. Kollmann, Robert, 2002, Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles, Journal of Monetary Economics 49, 989-1015.

  20. McCallum, Bennett T. and Edward Nelson, 1999, Nominal Income Targeting in an Optimizing Open Economy Model, Journal of Monetary Economics 43, 553-578.

  21. Meese, Richard A., and Kenneth Rogoff, 1983, Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample? Journal of International Economics 14, 3-24.

  22. Meredith, Guy and Yu Ma, 2002, The Forward Premium Puzzle Revisited, IMF Working Paper 02/28.

  23. Rudebusch, Glenn D., 2002, Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia, Journal of Monetary Economics 49, 1161-87.

  24. Svensson, Lars E. O., 2000, Open Economy Inflation Targeting, Journal of International Economics 50, 155-183.

  25. Taylor, John B., 1993, Discretion Versus Policy Rules In Practice, Carnegie-Rochester Conference Series on Public Policy 39, 195-214.

  26. West, Kenneth D., 1987, A Standard Monetary Model and the Variability of the Deutschemark-Dollar Exchange Rate, Journal of International Economics 23, 57-76.

  27. Woo, Wing T., 1985, The Monetary Approach to Exchange Rate Determination under Rational Expectations: The Dollar-Deutschmark Rate, Journal of International Economics 18, 1-16.

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  8. The Relationship Between Exchange Rates and Inflation Targeting Revisited. (2006). Edwards, Sebastian.
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  9. Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty. (2006). Giannoni, Marc.
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