Explaining international comovements of output and asset returns: The role of money and nominal rigidities.

DOI10.1016/S0165-1889(99)00063-9zbMath1056.91526OpenAlexW3125957201MaRDI QIDQ5958099

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Publication date: 3 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00063-9

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (5)

Limited participation and exchange rate dynamics: does theory meet the data? ⋮ Can indeterminacy resolve the cross-country correlation puzzle? ⋮ By force of demand: Explaining international comovements ⋮ Pricing-to-market, limited participation and exchange rate dynamics ⋮ Saving-investment correlations in response to monetary policy shocks: new insights into the Feldstein-Horioka puzzle?

Cites Work

• Incomplete asset markets and the cross-country consumption correlation puzzle
• Asymptotic Properties of Residual Based Tests for Cointegration
• The Solution of Linear Difference Models under Rational Expectations
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?

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