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Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound
16 references·2 citing·45 second hop
Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound (2015)Uncovered Interest Parity and Monetary Po…Exchange Rates and Interest Parity (2014)Exchange Rates and Interest P…Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework (2008)Monetary policy, inflation, a…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…Uncovered Interest Parity in Crisis (2002)Uncovered Interest Parity in …The forward premium puzzle: different tales from developed and emerging economies (2000)The forward premium puzzle: d…Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? (1996)Exchange Rate Economics: What…Exchange Rate Economics (1996)Exchange Rate EconomicsA reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Forward and spot exchange rates (1984)Forward and spot exchange rat…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Global macro risks in currency excess returns (2017)Global macro risks in currenc…Exchange Rate Prediction Redux: New Models, New Data, New Currencies (2017)Exchange Rate Prediction Redu…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)International dimensions of optimal monetary policy (2005)Monetary Policy in a Low Pass-Through Environment (2005)Limited asset markets participation, monetary policy and (inverted) aggregate demand logic (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (2007)Safe Haven Currencies (2010)Common Risk Factors in Currency Markets (2011)Optimal monetary policy with staggered wage and price contracts (2000)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)Optimal Properties of Exponentially Weighted Forecasts (1960)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The forward premium anomaly is not as bad as you think (2000)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)The Deposits Channel of Monetary Policy* (2017)Monetary Policy and the Redistribution Channel (2019)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2008Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework934 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy566 cited
  • 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 1991Exchange Rate Economics: A Survey397 cited
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  • 2014Exchange Rates and Interest Parity284 cited
  • 1996Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?224 cited
  • 2002

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Uncovered Interest Parity in Crisis
206 cited

Cited by

  • 2017Global macro risks in currency excess returns42 cited
  • 2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies18 cited