Deep habits and exchange rate pass-through

DOI10.1016/j.jedc.2019.05.011zbMath1425.91323OpenAlexW3121233653WikidataQ127800942 ScholiaQ127800942MaRDI QIDQ2338389

Lenno Uusküla, Punnoose Jacob

Publication date: 21 November 2019

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

Full work available at URL: https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2016-04/17_2016_jacob_uuskula.pdf

zbMATH Keywords

Bayesian estimationdeep habitsexchange rate pass-throughcustomer marketsimpulse response matchinglocal currency pricing

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Multisectoral models in economics (91B66) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

Deep habits and exchange rate pass-through

Uses Software

• Dynare

Cites Work

• Information criteria for impulse response function matching estimation of DSGE models
• Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
• Deep habits and exchange rate pass-through
• Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
• Bayesian Estimation of DSGE Models
• Deep Habits
• Noise Trading and Exchange Rate Regimes
• International Liquidity and Exchange Rate Dynamics *
• Rare Disasters and Exchange Rates *

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