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Breaking the UIP: A Model‐Equivalence Result
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Breaking the UIP: A Model‐Equivalence Result (2021)Breaking the UIP: A Model‐Equivalence Res…Resolving the missing deflation puzzle (2021)Resolving the missing deflati…A Theory of Foreign Exchange Interventions (2021)A Theory of Foreign Exchange …A Theory of Foreign Exchange Interventions (2020)A Theory of Foreign Exchange …International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework (2014)Modeling Sterilized Intervent…Exchange Rates and Interest Parity (2014)Exchange Rates and Interest P…Capital Flows and Foreign Exchange Intervention (2014)Capital Flows and Foreign Exc…Euro area inflation persistence in an estimated nonlinear DSGE model (2010)Euro area inflation persisten…Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium (2009)Time-Varying Risk, Interest R…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Convergence Properties of the Likelihood of Computed Dynamic Models (2005)Convergence Properties of the…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…On the denomination of government debt (1989)On the denomination of govern…Money and Interest in Cash-In-Advance Economy (1984)The Specification and Influence of Asset Markets (1984)Money and Interest in a Cash-in-Advance Economy (1985)Capital Account Policies and the Real Exchange Rate (2013)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The equity premium: A puzzle (1985)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)What drives spreads in the euro area government bond market? (2009)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)Disasters Implied by Equity Index Options (2011)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Intermediary asset pricing: New evidence from many asset classes (2017)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Debt, Deficits, and Finite Horizons (1985)Real Business Cycles in a Small Open Economy (1991)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)Sudden Stops, Financial Crises, and Leverage (2010)Recursive Methods in Economic Dynamics (1989)Numerical Methods in Economics (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Forecasting with DSGE Models: The Role of Nonlinearities (2008)The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models (2017)The Natural Rate of Interest in a Nonlinear DSGE Model (2017)Expectations and Exchange Rate Dynamics (1976)A Model of Balance-of-Payments Crises (1979)A model of unconventional monetary policy (2010)FX interventions in Brazil: A synthetic control approach (2017)International Spillovers of Large-Scale Asset Purchases (2019)Econometric policy evaluation: A critique (1976)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Sovereign default and debt renegotiation (2009)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)A General Equilibrium Model of Sovereign Default and Business Cycles (2012)Comparing Predictive Accuracy (1995)Global trends in interest rates (2019)U.S. Monetary Policy and International Risk Spillovers (2019)Banking, Trade, and the Making of a Dominant Currency (2020)Staggered prices in a utility-maximizing framework (1983)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A Conceptual Model for the Integrated Policy Framework (2020)Capital flows at risk: Taming the ebbs and flows (2021)An Exploration in the Theory of Optimum Income Taxation (1971)On the Determination of the Public Debt (1979)Optimal fiscal and monetary policy in an economy without capital (1983)Capital Controls: A Survey of the New Literature (2019)Exchange Rates and Monetary Policy with Heterogeneous Agents: Sizing up the Real Income Channel (2021)International macroeconomics with imperfect financial markets (2022)
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References

  • 2002Closing Small Open Economy Models2,432 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 2014Exchange Rates and Interest Parity284 cited
  • 2009Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium245 cited
  • 2014Capital Flows and Foreign Exchange Intervention150 cited
  • 2021A Theory of Foreign Exchange Interventions121 cited
  • 2005Convergence Properties of the Likelihood of Computed Dynamic Models102 cited
  • 1989On the denomination of government debt97 cited
  • 2014Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework90 cited
  • 2010Euro area inflation persistence in an estimated nonlinear DSGE model75 cited
  • 2021Resolving the missing deflation puzzle74 cited
  • 2020A Theory of Foreign Exchange Interventions35 cited

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