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Monetary policy's role in exchange rate behavior · Study

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ArticleMonetary policy's role in exchange rate behavior

Jon Faust2003

OA

Articlegreen2003

Monetary policy's role in exchange rate behavior

Jon Faust · John Harold Rogers

333 citations·0/0 files stored·Journal of Monetary Economics

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

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References

1976Expectations and Exchange Rate Dynamics 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1996The Purchasing Power Parity Puzzle 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure 1984Forward and spot exchange rates 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates 1996The forward discount anomaly and the risk premium: A survey of recent evidence

Cited by

2016Exchange Rates, Interest Rates, and the Risk Premium 2002Purchasing Power Parity and the Real Exchange Rate 2009What drives spreads in the euro area government bond market?2014Exchange Rates and Interest Parity 2016What are the macroeconomic effects of asset purchases?2008New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates

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2008New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange ratesarticle · 13 shared references 2009Monetary policy and exchange rate overshooting: Dornbusch was right after allarticle · 13 shared references 1999Monetary Policy's Role in Exchange Rate Behaviorarticle · 11 shared references 2006New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Ratespreprint · 11 shared references 2008Monetary Policy and Exchange Rate Interactions in a Small Open Economyarticle · 10 shared references 2011Sources of exchange rate fluctuations: Are they real or nominal?article · 10 shared references

Details

Year2003

Typearticle

Published2003-10-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations333

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jmoneco.2003.08.003

openalex_workW2169192046

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2016Exchange Rates and Monetary Policy Uncertainty

2004Real exchange rate persistence and monetary policy rules