Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment

DOI10.1016/j.jedc.2009.11.003zbMath1202.91354OpenAlexW2120961240MaRDI QIDQ964589

Vicente Tuesta, Pau Rabanal

Publication date: 22 April 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.2009.11.003

zbMATH Keywords

real exchange ratesBayesian estimationmodel comparison

Mathematics Subject Classification ID

Related Items (9)

Bayesian Analysis of DSGE Models ⋮ Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach ⋮ Hysteresis and fiscal policy ⋮ An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach ⋮ Nontradable goods and the real exchange rate ⋮ Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach ⋮ Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment ⋮ Trade elasticity of substitution and equilibrium dynamics ⋮ Deep habits and exchange rate pass-through

Cites Work

• Evaluating an estimated New Keynesian small open economy model
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
• International Risk Sharing and the Transmission of Productivity Shocks
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Bayes Factors
• Bayesian Analysis of DSGE Models—Rejoinder
• Estimating Macroeconomic Models: A Likelihood Approach
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy

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