Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?

[1]  G. Evans,et al.  Information, forecasts and measurement of the business cycle , 1994 .

[2]  Marianne Baxter,et al.  Real exchange rates and real interest differentials: Have we missed the business-cycle relationship? , 1994 .

[3]  Martin D. D. Evans,et al.  The response of exchange rates to permanent and transitory shocks under floating exchange rates , 1993 .

[4]  Hali J. Edison,et al.  A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990 , 1993 .

[5]  M. Feldstein.  The Dollar and the Trade Deficit in the 1980s: A Personal View , 1993 .

[6]  A. Meltzer.  Real exchange rates: some evidence from the postwar years , 1993 .

[7]  M. Eichenbaum,et al.  Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates , 1993 .

[8]  Frederick L. Joutz,et al.  The dynamic effects of aggregate demand and supply disturbances: Comment , 1993 .

[9]  Sources of Fluctuations in Real and Nominal Exchange Rates , 1992 .

[10]  Barry Eichengreen,et al.  Macroeconomic Adjustment Under Bretton Woods and the Post-Bretton Woods Float: An Impulse-Response Analysis , 1992 .

[11]  J. Galí,et al.  How Well Does The IS-LM Model Fit Postwar U. S. Data? , 1992 .

[12]  R. Mundell.  The Dollar and the Policy Mix , 1992 .

[13]  S. Johansen.  Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models , 1991 .

[14]  G. Kaminsky,et al.  Nominal exchange rate regimes and the real exchange rate: Evidence from the United States and Great Britain, 1885-1986 , 1991 .

[15]  R. Cumby,et al.  The Predictability of Real Exchange Rate Changes in the Short and Long Run , 1990 .

[16]  A measure of the U.S. output gap , 1989 .

[17]  Bennett T. McCallum,et al.  Monetary Economics: Theory and Policy , 1989 .

[18]  Kenneth Rogoff,et al.  Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period , 1988 .

[19]  Olivier J. Blanchard,et al.  The Dynamic Effects of Aggregate Demand and Supply Disturbances , 1988 .

[20]  Alan C. Stockman.  Real Exchange Rate Variability Under Pegged and Floating Nominal Exchange Rate Systems: an Equilibrium Theory , 1988 .

[21]  M. Watson,et al.  Sources of Business Cycle Fluctuations , 1988, NBER Macroeconomics Annual.

[22]  R. Hodrick,et al.  The empirical evidence on the efficiency of forward and futures foreign exchange markets . The political economy of protection . The welfare economics of international trade , 1987 .

[23]  Charles I. Plosser,et al.  Stochastic Trends and Economic Fluctuations , 1987 .

[24]  Richard Clarida.  The Dollar and Real Interest Rates , 1987 .

[25]  J. Huizinga.  An empirical investigation of the long-run behavior of real exchange rates , 1987 .

[26]  Alan C. Stockman.  The Equilibrium Approach to Exchange Rates , 1987 .

[27]  Michael L. Mussa.  Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications , 1986 .

[28]  M. Obstfeld.  Floating Exchange Rates: Experience and Prospects , 1986 .

[29]  J. Sachs.  The Dollar and the Policy Mix: 1985 , 1985 .

[30]  M. Obstfeld,et al.  International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence , 1985 .

[31]  Bruce N. Lehmann,et al.  Deviations from Purchasing Power Parity in the Long Run , 1983 .

[32]  Jeffrey R. Shafer,et al.  Floating Exchange Rates after Ten years , 1983 .

[33]  L. Hansen,et al.  Chapter Title: Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models , 1983 .

[34]  Michael L. Mussa.  A Model of Exchange Rate Dynamics , 1982, Journal of Political Economy.

[35]  Robert E. Lucas,et al.  Interest rates and currency prices in a two-country world , 1982 .

[36]  Jacob A. Frenkel,et al.  Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s , 1981, Journal of Political Economy.

[37]  Robert P. Flood.  Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market , 1981 .

[38]  C. Nelson,et al.  A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’☆ , 1981 .

[39]  A. Lindbeck.  Inflation and employment in open economies , 1981 .

[40]  P. Gregg,et al.  King Charles I , 1981 .

[41]  Jeffrey A. Frankel,et al.  On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials , 1979 .

[42]  R. Dornbusch.  Expectations and Exchange Rate Dynamics , 1976, Journal of Political Economy.

[43]  R. Nelson,et al.  "An Evaluation of Consumer Protection Legislation: The 1962 Drug Amendments": A Comment , 1975, Journal of Political Economy.