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Exchange-Rate Variability, Real and Monetary Shocks, and the Degree of Capital Mobility Under Rational Expectations
7 references·14 citing·52 second hop
Exchange-Rate Variability, Real and Monetary Shocks, and the Degree of Capital Mobility Under Rational Expectations (1980)Exchange-Rate Variability, Real and Monet…A Stochastic Equilibrium Model of an Open Economy Under Flexible Exchange Rates* (1978)A Stochastic Equilibrium Mode…The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)The Exchange Rate And The Bal…A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations (1977)A Model of Exchange Rate Dete…Exchange rate expectations and monetary policy (1976)Exchange rate expectations an…Some doubts about the efficacy of monetary policy under flexible exchange rates (1975)Some doubts about the efficac…Inflation: Its Mechanics and Welfare Costs (1975)Inflation: Its Mechanics and …Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…International macroeconomics with imperfect financial markets (2022)International macroeconomics …A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers (2022)A Preferred-Habitat Model of …Quantitative Easing, Collateral Constraints, and Financial Spillovers (2020)Quantitative Easing, Collater…Global Portfolio Rebalancing and Exchange Rates (2018)Global Portfolio Rebalancing …International Liquidity and Exchange Rate Dynamics (2014)International Liquidity and E…International Liquidity and Exchange Rate Dynamics (2013)International Liquidity and E…Exchange Rate Volatility and Output Volatility: A Theoretical Approach* (2009)Exchange Rate Volatility and …Short-Run Exchange-Rate Dynamics: Theory and Evidence (2008)Short-Run Exchange-Rate Dynam…Macro lessons from microstructure (2006)Macro lessons from microstruc…Real exchange rate variability and the choice of exchange rate regime by developing countries (1990)Real exchange rate variabilit…Exchange-rate determination: An equilibrium approach with imperfect capital substitutability (1987)Exchange-rate determination: …Domestic and Foreign Disturbances in an Optimizing Model of Exchange- Rate Determination (1984)Domestic and Foreign Disturba…Spot and forward rates in a stochastic model of the foreign exchange market (1982)Spot and forward rates in a s…Informational Efficiency and the Open Economy (1982)Informational Efficiency and …The monetary dynamics of hyperinflation (1956)International Economics (1969)The monetary approach to the balance of payments (1977)A Model of Exchange Rate Dynamics (1982)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)The Mirage of Steady Inflation (1971)Recent developments in the theory of inflation and unemployment (1976)Intergenerational risk sharing (1988)On Theories of Unemployment (1995)Optimal Properties of Exponentially Weighted Forecasts (1960)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Expectations and the neutrality of money (1972)A COMPARISON OF ALTERNATIVE TECHNIQUES OF MONETARY CONTROL UNDER RATIONAL EXPECTATIONS† (1978)Chapter 18 Exchange-rate dynamics (1985)Rational expectations models with partial information (1986)Flexible Exchange Rates and Employment Policy (1961)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Price competitiveness in export trade among industrial countries (1973)The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1976)Exchange Rate Dynamics with Stock/Flow Interaction (1977)The equilibrium pricing of exchange rates and assets when trade takes time (1988)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)The theory and practice of econometrics (1986)OPEN-ECONOMY MACROECONOMICS (1996)How Do Countries Choose their Exchange Rate Regime? (2001)The choice of exchange rate regimes in developing countries: A multinomial panel analysis (2007)Why do countries peg the way they peg? The determinants of anchor currency choice (2008)Flexible Exchange Rates and the Theory of Employment (1950)The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight (1979)Deep networks for predicting direction of change in foreign exchange rates (2017)An Analysis of the Literature on International Unconventional Monetary Policy (2022)Expectations and Exchange Rate Dynamics (1976)Unanticipated Money Growth and Unemployment in the United States (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Indeterminacy of Equilibrium Exchange Rates (1981)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)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)Trying to Explain Home Bias in Equities and Consumption (1999)The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)Cross-Border Banking and Global Liquidity (2014)Model‐Free International Stochastic Discount Factors (2020)The Hedging Channel of Exchange Rate Determination * (2020)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Global Banks, Dollar Funding, and Regulation (2019)Dominant Currency Paradigm: a review (2022)The prudential use of capital controls and foreign currency reserves (2022)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1977The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach365 cited
  • 1977A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations341 cited
  • 1975Inflation: Its Mechanics and Welfare Costs231 cited
  • 1976Exchange rate expectations and monetary policy175 cited
  • 1975Some doubts about the efficacy of monetary policy under flexible exchange rates100 cited
  • 1978A Stochastic Equilibrium Model of an Open Economy Under Flexible Exchange Rates*62 cited

Cited by

  • 1990Real exchange rate variability and the choice of exchange rate regime by developing countries82 cited
  • 2018Global Portfolio Rebalancing and Exchange Rates71 cited
  • 2022International macroeconomics with imperfect financial markets50 cited
  • 2006Macro lessons from microstructure44 cited
  • 2014International Liquidity and Exchange Rate Dynamics42 cited
  • 2013International Liquidity and Exchange Rate Dynamics40 cited
  • 2008Short-Run Exchange-Rate Dynamics: Theory and Evidence37 cited
  • 2022A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers

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34 cited
  • 1984Domestic and Foreign Disturbances in an Optimizing Model of Exchange- Rate Determination30 cited
  • 2009Exchange Rate Volatility and Output Volatility: A Theoretical Approach*21 cited
  • 1982Spot and forward rates in a stochastic model of the foreign exchange market18 cited
  • 1982Informational Efficiency and the Open Economy16 cited
  • 1987Exchange-rate determination: An equilibrium approach with imperfect capital substitutability13 cited
  • 2020Quantitative Easing, Collateral Constraints, and Financial Spillovers12 cited