Articlegreen2007

If Exchange Rates Are Random Walks, Then Almost Everything We Say About Monetary Policy Is Wrong

Fernando E. Alvarez · Andrew G. Atkeson · Patrick J. Kehoe

46 citations0/0 files storedAmerican Economic Review

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

Abstract

If Exchange Rates are Random Walks, Then Almost Everything We Say About Monetary Policy is Wrong by Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe. Published in volume 97, issue 2, pages 339-345 of American Economic Review, May 2007

Citations in this library

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References

1983Empirical exchange rate models of the seventies 1984Forward and spot exchange rates 2005Empirical exchange rate models of the nineties: Are any fit to survive?2001Affine Term Structure Models and the Forward Premium Anomaly 2006International risk sharing is better than you think, or exchange rates are too smooth 2009Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium 2002Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Cited by

2018Fundamentals and exchange rate forecastability with simple machine learning methods 2011The Forward Premium Puzzle in a Two-Country World 2011Global Liquidity 2013Long-term interest rates, risk premia and unconventional monetary policy

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