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A DSGE Model for a SOE with Systematic Interest and Foreign Exchange Policies in Which Policymakers Exploit the Risk Premium for Stabilization Purposes
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References

  • 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans7,896 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2004Interest and Prices2,583 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1996Nominal price rigidity, money supply endogeneity, and business cycles1,232 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 2003Optimal fiscal and monetary policy under sticky prices620 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 1937The Principle of Increasing Risk401 cited
  • 2008Monetary policy and welfare in a small open economy349 cited
  • 1999Exchange rate misalignment : concepts and measurement for developing countries344 cited

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1996
Dynare: a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm
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