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Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
16 references·10 citing·42 second hop
Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy (2021)Nominal Rigidities and Exchange Rate Pass…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…International dimensions of optimal monetary policy (2005)International dimensions of o…Exchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Can Sticky Price Models Gener…The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Exchange rate dynamics in a model of pricing-to-market (2000)Exchange rate dynamics in a m…Nominal income targeting in an open-economy optimizing model (1999)Nominal income targeting in a…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxEffective tax rates in macroeconomics (1994)Effective tax rates in macroe…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Production, growth and business cycles (1988)Production, growth and busine…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Has Exchange Rate Pass-Through Really Declined in Canada? (2021)Has Exchange Rate Pass-Throug…Exchange Rate Pass-through and Monetary Policy: How Strong is the Link? (2021)Exchange Rate Pass-through an…A Structural Small Open-Economy Model for Canada (2021)A Structural Small Open-Econo…Government‐spending multipliers and the zero lower bound in an open economy (2017)Government‐spending multiplie…Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model (2016)Oil price shocks and their tr…The welfare implications of services liberalization in a developing country (2013)The welfare implications of s…Do central banks respond to exchange rate movements? Some new evidence from structural estimation (2013)Do central banks respond to e…Oil shocks and endogenous markups: results from an estimated euro area DSGE model (2010)Oil shocks and endogenous mar…Devaluations, Output and the Balance Sheet Effect: A Structural Econometric Analysis (2007)Devaluations, Output and the …Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through (2004)Monetary Policy in an Estimat…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Integration of Trade and Disintegration of Production in the Global Economy (1998)The nature and growth of vertical specialization in world trade (2001)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Debt, Deficits, and Finite Horizons (1985)Real Business Cycles in a Small Open Economy (1991)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)Sudden Stops, Financial Crises, and Leverage (2010)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Expectations and Exchange Rate Dynamics (1976)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)Advanced International Trade : Theory and Evidence Ed. 2 (2004)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Economics of Exchange Rates (2003)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
  • 1994Effective tax rates in macroeconomics1,057 cited
  • 2000Exchange rate dynamics in a model of pricing-to-market753 cited
  • 2001The new open economy macroeconomics: a survey675 cited
  • 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
  • 2005International dimensions of optimal monetary policy521 cited
  • 1999Nominal income targeting in an open-economy optimizing model

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493 cited

Cited by

  • 2016Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model72 cited
  • 2013Do central banks respond to exchange rate movements? Some new evidence from structural estimation32 cited
  • 2021A Structural Small Open-Economy Model for Canada31 cited
  • 2004Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through29 cited
  • 2007Devaluations, Output and the Balance Sheet Effect: A Structural Econometric Analysis26 cited
  • 2021Has Exchange Rate Pass-Through Really Declined in Canada?19 cited
  • 2021Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?17 cited
  • 2013The welfare implications of services liberalization in a developing country15 cited
  • 2010Oil shocks and endogenous markups: results from an estimated euro area DSGE model15 cited
  • 2017Government‐spending multipliers and the zero lower bound in an open economy14 cited