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Is Bad News About Inflation Good News for the Exchange Rate?
16 references·7 citing·40 second hop
Is Bad News About Inflation Good News for the Exchange Rate? (2007)Is Bad News About Inflation Good News for…The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Interest and Prices (2004)Interest and PricesExchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…New Directions for Stochastic Open Economy Models (1999)New Directions for Stochastic…Policy Rules for Open Economies (1998)Policy Rules for Open Economi…Monetary policy rules in practice (1998)Monetary policy rules in prac…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…Foundations of International Macroeconomics (1997)Foundations of International …Discretion versus policy rules in practice (1993)Discretion versus policy rule…On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On Non-Uniqueness in Rational…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The exchange rate effects of macro news after the global Financial Crisis (2018)The exchange rate effects of …Factors of the Term Structure of Sovereign Yield Spreads (2015)Factors of the Term Structure…Asset Prices, News Shocks, and the Trade Balance (2013)Asset Prices, News Shocks, an…Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates (2012)Asymmetries and state depende…The Relative Size of New Zealand Exchange Rate and Interest Rate Responses to News (2008)The Relative Size of New Zeal…Non‐linearities, Business Cycles and Exchange Rates (2008)Non‐linearities, Business Cyc…The Explanatory Power of Monetary Policy Rules (2007)The Explanatory Power of Mone…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)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A model of unconventional monetary policy (2010)Exchange Rate Dynamics Redux (1995)Goods Prices and Exchange Rates: What Have We Learned? (1996)The Purchasing Power Parity Puzzle (1996)A Simple Framework for International Monetary Policy Analysis (2002)Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility (2003)Balance Sheets and Exchange Rate Policy (2004)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Inflation targeting as a monetary policy rule (1999)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)How do business and financial cycles interact? (2012)Exchange Rate Predictability (2013)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)High-Frequency Trading and Price Discovery (2014)Convergence Across States and Regions (1991)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2004Interest and Prices2,583 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 1999New Directions for Stochastic Open Economy Models884 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence614 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 1981On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective483 cited
  • 1998Policy Rules for Open Economies462 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

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339 cited

Cited by

  • 2012Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates69 cited
  • 2018The exchange rate effects of macro news after the global Financial Crisis40 cited
  • 2008The Relative Size of New Zealand Exchange Rate and Interest Rate Responses to News33 cited
  • 2008Non‐linearities, Business Cycles and Exchange Rates25 cited
  • 2015Factors of the Term Structure of Sovereign Yield Spreads21 cited
  • 2013Asset Prices, News Shocks, and the Trade Balance21 cited
  • 2007The Explanatory Power of Monetary Policy Rules16 cited