Limited participation and exchange rate dynamics: does theory meet the data?

DOI10.1016/j.jedc.2007.04.007zbMath1181.91198OpenAlexW2066571772MaRDI QIDQ844631

Frédéric Karamé, Lise Patureau, Thepthida Sopraseuth

Publication date: 19 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.04.007

zbMATH Keywords

structural estimationsimulated method of momentslimited participation modelnew open economy macroeconomics

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Indirect inference and calibration of dynamic stochastic general equilibrium models
• Liquidity and interest rates
• Simulation estimation of time-series models
• Does trade openness matter for aggregate instability?
• Methods to estimate dynamic stochastic general equilibrium models
• Time to implement and aggregate fluctuations
• Welfare and Macroeconomic Interdependence
• Simulated Moments Estimation of Markov Models of Asset Prices
• International Risk Sharing and the Transmission of Productivity Shocks
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• A Simplex Method for Function Minimization
• New evidence on the effects of US monetary policy on exchange rates
• Explaining international comovements of output and asset returns: The role of money and nominal rigidities.

This page was built for publication: Limited participation and exchange rate dynamics: does theory meet the data?