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The link between interest rates and exchange rates: do contractionary depreciations make a difference?
16 references·3 citing·37 second hop
The link between interest rates and exchange rates: do contractionary depreciations make a difference? (2008)The link between interest rates and excha…External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)External shocks, U.S. monetar…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…The Effect of Fixed Exchange Rates on Monetary Policy (2004)The Effect of Fixed Exchange …Interest and Prices (2004)Interest and PricesClassifying exchange rate regimes: Deeds vs. words (2004)Classifying exchange rate reg…Balance Sheets and Exchange Rate Policy (2004)Balance Sheets and Exchange R…NBER Macroeconomics Annual 2002 (2003)NBER Macroeconomics Annual 20…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Fear of Floating (2002)Fear of FloatingThe Role of the Exchange Rate in Monetary-Policy Rules (2001)The Role of the Exchange Rate…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Fear of Floating (2000)Fear of FloatingThe robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank (1999)The robustness and efficiency…Nominal income targeting in an open-economy optimizing model (1999)Nominal income targeting in a…The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic (2021)The nexus between the exchang…Asymmetric relationship between interest rates and exchange rates: Evidence from Turkey (2020)Asymmetric relationship betwe…Exchange Rate and Interest Rate in the Monetary Policy Reaction Function (2017)Exchange Rate and Interest Ra…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Bounds testing approaches to the analysis of level relationships (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Capital flow waves: Surges, stops, flight, and retrenchment (2012)American Economic Review (2019)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Aggregate Dynamics and Staggered Contracts (1980)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A model of unconventional monetary policy (2010)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Inflation targeting as a monetary policy rule (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)The monetary dynamics of hyperinflation (1956)Currency crashes in emerging markets: An empirical treatment (1996)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)From Financial Crash to Debt Crisis (2011)The Quarterly Journal of Economics (2024)The Mirage of Fixed Exchange Rates (1995)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)Investment, Capacity Utilization and the Real Business Cycle (1986)Default Risk and Income Fluctuations in Emerging Economies (2007)Emerging Market Business Cycles: The Cycle Is the Trend (2007)A Theory of Optimum Currency Areas (1961)Staggered Prices in a Utility-Maximizing Framework (1996)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)Stories of the Twentieth Century for the Twenty-First (2012)Rules, discretion and reputation in a model of monetary policy (1983)
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References

  • 2004Interest and Prices2,583 cited
  • 2000Fear of Floating2,063 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 2002Fear of Floating1,675 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2004Classifying exchange rate regimes: Deeds vs. words812 cited
  • 2004The Effect of Fixed Exchange Rates on Monetary Policy769 cited
  • 2004Balance Sheets and Exchange Rate Policy759 cited
  • 2001The Role of the Exchange Rate in Monetary-Policy Rules631 cited
  • 1999The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank542 cited
  • 1999Nominal income targeting in an open-economy optimizing model493 cited
  • 2003NBER Macroeconomics Annual 2002471 cited
  • 2007External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets

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455 cited

Cited by

  • 2021The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic33 cited
  • 2017Exchange Rate and Interest Rate in the Monetary Policy Reaction Function27 cited
  • 2020Asymmetric relationship between interest rates and exchange rates: Evidence from Turkey15 cited