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The effects of devaluation and foreign price disturbances under rational expectations
14 references·0 citing·39 second hop
The effects of devaluation and foreign price disturbances under rational expectations (1981)The effects of devaluation and foreign pr…Macroeconomic analysis and stabilization policy (1981)Macroeconomic analysis and st…The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight (1979)The Stability of Exchange Rat…Short-Run and Long-Run Effects of External Disturbances under a Floating Exchange Rate (1978)Short-Run and Long-Run Effect…Macroeconomic Analysis and Stabilization Policy. (1978)Macroeconomic Analysis and St…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Exchange rate expectations and monetary policy (1976)Exchange rate expectations an…International Trade and Money (1975)International Trade and MoneyThe Balance of Payments: Theory and Economic Policy. (1974)The Balance of Payments: Theo…Money and Growth: The Case of Long Run Perfect Foresight (1974)Money and Growth: The Case of…Invariant Economic Index Numbers and Canonical Duality: Survey and Synthesis. (1974)Invariant Economic Index Numb…Devaluation, Money, and Nontraded Goods (1973)Devaluation, Money, and Nontr…The Monetary Approach to Balance-of-Payments Theory (1972)The Monetary Approach to Bala…International money markets and flexible exchange rates (1972)International money markets a…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Foundations of Economic Analysis. (1948)The Explanation of Productivity Change (1967)Economics and Information Theory (1969)Complementarity-An Essay on the 40th Anniversary of the Hicks-Allen Revolution in Demand Theory (1974)Superlative Index Numbers and Consistency in Aggregation (1978)Fisher ideal output, input, and productivity indexes revisited (1992)Flexible Exchange Rates and the Theory of Employment (1950)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)International Economics (1969)Deep networks for predicting direction of change in foreign exchange rates (2017)An Analysis of the Literature on International Unconventional Monetary Policy (2022)The Allocation of Investment in a Dynamic Economy (1967)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On non-uniqueness in rational expectations models (1983)On Testing for Speculative Bubbles (1990)Money-Wage Dynamics and Labor-Market Equilibrium (1968)The Effects of Government Expenditure on the Term Structure of Interest Rates (1984)Chapter 18 Exchange-rate dynamics (1985)The Role of Monetary Policy (1995)Commodity Price Dynamics and Anticipated Shocks (1996)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Price Behavior in the Light of Balance of Payments Theories (1977)Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1 (1998)On the Yuan: The Choice between Adjustment under a Fixed Exchange Rate and Adjustment under a Flexible Rate (2006)International Capital Flows and Portfolio Equilibrium (1974)A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience (1976)Devaluation and the J-Curve: Some Evidence from LDCs (1985)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)The Analysis of Macroeconomic Policies in Perfect Foresight Equilibrium (1981)DO DEVALUATIONS IMPROVE THE TRADE BALANCE? THE EVIDENCE REVISITED (1989)The composition of government expenditure and its consequences for macroeconomic performance∗ (1995)Time consistency and optimal government policies in perfect foresight equilibrium (1980)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1974Money and Growth: The Case of Long Run Perfect Foresight485 cited
  • 1974Invariant Economic Index Numbers and Canonical Duality: Survey and Synthesis.466 cited
  • 1972The Monetary Approach to Balance-of-Payments Theory356 cited
  • 1973Devaluation, Money, and Nontraded Goods269 cited
  • 1976Exchange rate expectations and monetary policy175 cited
  • 1981Macroeconomic analysis and stabilization policy128 cited
  • 1978Macroeconomic Analysis and Stabilization Policy.114 cited
  • 1979The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight97 cited
  • 1975International Trade and Money81 cited
  • 1978Short-Run and Long-Run Effects of External Disturbances under a Floating Exchange Rate51 cited
  • 1974The Balance of Payments: Theory and Economic Policy.49 cited
  • 1972International money markets and flexible exchange rates37 cited

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