Pages that link to "Item:Q964589"
From MaRDI portal
The following pages link to Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment (Q964589):
Displaying 14 items.
- Can producer currency pricing models generate volatile real exchange rates? (Q694921) (← links)
- The real exchange rate and household consumption heterogeneity: testing Kocherlakota and Pistaferri's (2007) model (Q823981) (← links)
- Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment (Q964589) (← links)
- Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference (Q967261) (← links)
- Trade elasticity of substitution and equilibrium dynamics (Q972873) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Hysteresis and fiscal policy (Q1657622) (← links)
- Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach (Q1994314) (← links)
- Deep habits and exchange rate pass-through (Q2338389) (← links)
- An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach (Q2416010) (← links)
- Nontradable goods and the real exchange rate (Q2416026) (← links)
- The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
- Volatility and persistence of simulated DSGE real exchange rates (Q2444442) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)
