Currency substitution, risk premia and the Taylor principle

DOI10.1016/J.JEDC.2014.09.028zbMath1402.91394OpenAlexW2164191209MaRDI QIDQ1991944

Marco Airaudo

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.09.028

zbMATH Keywords

small open economydeterminacyinterest rate rulesTaylor principlecurrency substitutiondollarization

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Near unit root small open economies

Cites Work

• Interest rate rules, endogenous cycles, and chaotic dynamics in open economies
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Does trade openness matter for aggregate instability?
• Learning about monetary policy rules when the cost-channel matters
• Currency substitution: New evidence from emerging economies
• An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach

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