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The Exchange Rate Response Puzzle
16 references·0 citing·46 second hop
The Exchange Rate Response Puzzle (2012)The Exchange Rate Response PuzzleThe External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004 (2006)The External Wealth of Nation…Financial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…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…Fear of Floating (2002)Fear of FloatingMonetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Time to Build and Aggregate Fluctuations (1982)Income and Wealth Heterogeneity in the Macroeconomy (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Another look at the instrumental variable estimation of error-components models (1995)Estimation of Panel Vector Autoregression in Stata (2016)Economic growth, CO2 emissions and energy consumption: What causes what and where? (2018)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Specification Tests in Econometrics (1978)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Biases in Dynamic Models with Fixed Effects (1981)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (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)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 2002Fear of Floating1,675 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach

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916 cited
  • 2006The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004846 cited
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