Managing macroeconomic fluctuations with flexible exchange rate targeting

DOI10.1016/j.jedc.2022.104311OpenAlexW2971364624MaRDI QIDQ2115969

Ana Maria Santacreu, Ilian Mihov, Jonas Heipertz

Publication date: 15 March 2022

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

Full work available at URL: https://files.stlouisfed.org/files/htdocs/wp/2017/2017-028.pdf

zbMATH Keywords

welfaremonetary policy rulesexchange rate managementtime-varying risk premium

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Optimal taxation in an RBC model: A linear-quadratic approach
• Interest rate rules for fixed exchange rate regimes
• Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
• International Liquidity and Exchange Rate Dynamics *
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy
• Accuracy of stochastic perturbation methods: The case of asset pricing models

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