[go: up one dir, main page]
create a website
The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?. (2007). Sheets, Nathan ; Gust, Christopher.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:850.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Trade integration, competition, and the decline in exchange-rate pass-through. (2010). Vigfusson, Robert ; Leduc, Sylvain ; Gust, Christopher.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:3:p:309-324.

    Full description at Econpapers || Download paper

  2. The adjustment of global external balances: Does partial exchange-rate pass-through to trade prices matter?. (2009). Sheets, Nathan ; Leduc, Sylvain ; Gust, Christopher.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:2:p:173-185.

    Full description at Econpapers || Download paper

  3. The Transmission of Domestic Shocks in Open Economies. (2007). Erceg, Christopher ; Lpez-Salido, David ; Gust, Christopher .
    In: NBER Chapters.
    RePEc:nbr:nberch:0511.

    Full description at Econpapers || Download paper

  4. Debt Dynamics and Global Imbalances; Some Conventional Views Reconsidered. (2007). Meredith, Guy M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/004.

    Full description at Econpapers || Download paper

  5. U.S. external adjustment: is it disorderly? Is it unique? Will it disrupt the rest of the world?. (2007). Sheets, Nathan ; Kamin, Steven B. ; Reeve, Trevor A..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:892.

    Full description at Econpapers || Download paper

  6. SIGMA: A New Open Economy Model for Policy Analysis. (2006). Gust, Christopher ; Erceg, Christopher ; Guerriei, Luca.
    In: MPRA Paper.
    RePEc:pra:mprapa:813.

    Full description at Econpapers || Download paper

  7. The International Role of the Dollar and Trade Balance Adjustment. (2006). Tille, Cédric ; Goldberg, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12495.

    Full description at Econpapers || Download paper

  8. SIGMA: A New Open Economy Model for Policy Analysis. (2006). Gust, Christopher ; Guerrieri, Luca ; Erceg, Christopher.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:1:a:1.

    Full description at Econpapers || Download paper

  9. Pass-through of exchange rates to consumption prices: what has changed and why. (2006). Goldberg, Linda ; Campa, Jose.
    In: Staff Reports.
    RePEc:fip:fednsr:261.

    Full description at Econpapers || Download paper

  10. The internationalization of the dollar and trade balance adjustment. (2006). Tille, Cédric ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:255.

    Full description at Econpapers || Download paper

  11. Trade integration, competition, and the decline in exchange-rate pass-through. (2006). Vigfusson, Robert ; Leduc, Sylvain ; Gust, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:864.

    Full description at Econpapers || Download paper

  12. Pass through of exchange rates to consumption prices: What has changed and why?. (2006). Goldberg, Linda ; Campa, Jose.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0653.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adolfson, M., 2004, Exchange Rate Pass-through--Theory, Concepts, Beliefs and Some Evidence, mimeo, Sveriges Riksbank.
    Paper not yet in RePEc: Add citation now

  2. Anderson G. and G. Moore, 1985, A Linear Algebraic Procedure for Solving Linear Perfect Foresight Models, Economic Letters 17, 247-52.

  3. Anderson, G., 1997, A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models, Occasional Staff Studies 4, Board of Governors of the Federal Reserve System.

  4. Atkeson, A. and A. Burnstein, 2005, Trade Costs, Pricing to Market, and International Relative Prices, mimeo, University of California at Los Angeles.

  5. Bank for International Settlements, 2005, 75th Annual Report, Basel, Switzerland.
    Paper not yet in RePEc: Add citation now

  6. Bergin, P. and R. Feenstra, 2001, Pricing-to-Market, Staggered Contracts, and Real Exchange Rate Persistence, Journal of International Economics 54, 333-59.

  7. Betts, C. and M. Devereux, 1999, The International Effects of Monetary and Fiscal Policy in a Two-Country Model, Discussion paper no. 99-10, University of British Columbia.
    Paper not yet in RePEc: Add citation now

  8. Blanchard, O. and C. Kahn, 1980, The Solution of Linear Difference Models under Rational Expectations, Econometrica 48, 1305-1311.

  9. Bodnar, G., B. Dumas, and R. Marston, 2002, Pass Through and Exposure, Journal of Finance 57(1), 199-231.

  10. Campa, J., and L. Goldberg, 2004, Exchange Rate Pass Through Into Import Prices, CEPR Discussion Papers 4391.

  11. Corsetti, G. and L. Dedola, 2002, Macroeconomics of International Price Discrimination, Journal of International Economics, forthcoming.

  12. Corsetti, G., L. Dedola, and S. Leduc, 2005, DSGE Models of High Exchange-Rate Volatility and Low Pass-Through, Board of Governors of the Federal Reserve System International Finance Discussion Papers 845.

  13. Dotsey, M. and R. King, 2005, Implications of State-Dependent Pricing for Dynamic Macroeconomic Models, Journal of Monetary Economics 52, 213-42.

  14. Ellis, L., 2004, Exchange Rates and Monetary Policy: the Australian Context, mimeo, Reserve Bank of Australia.
    Paper not yet in RePEc: Add citation now

  15. Erceg, C., L. Guerrieri, and C. Gust, 2005, SIGMA: A New Open Economy Model for Policy Analysis, Board of Governors of the Federal Reserve System International Finance Discussion Papers 835.

  16. Frankel, J., D. Parsley, and S. Wei, 2005, Slow Pass-through around the World: A New Import for Developing Countries? NBER Working Paper 11199.

  17. Gust, C., S. Leduc, and R. Vigfusson, 2005, Trade Integration, Competition, and the Decline in Exchange Rate Pass-through, mimeo, Federal Reserve Board.

  18. Heath, A., I. Roberts, and T. Bulman, 2004, Inflation in Australia: Measurement and Modelling, in C. Kent and S. Guttmann (eds), The Future of Inflation Targeting, Reserve Bank of Australia, Sydney, 167-207.

  19. Hooper, P. and J. Marquez, 1995, Exchange Rates, Prices, and External Adjustment in the United States and Japan. In Kenen, P. (ed) Understanding Independence, Princeton University Press, Princeton N.J., 1995, 107-68.
    Paper not yet in RePEc: Add citation now
  20. Hooper, P., K. Johnson, and J. Marquez, 2000, Trade Elasticities for the G-7 Countries Princeton Studies in International Economics, 87.
    Paper not yet in RePEc: Add citation now

  21. Ihrig, J., M. Marazzi, and A. Rothenberg, 2005, Exchange-Rate Pass-Through in the G-7 Economies, mimeo, Federal Reserve Board.

  22. International Monetary Fund, 2005, United States: Selected Issues, Washington, DC.

  23. Kimball, M., 1995, The Quantitative Analytics of the Noemonetarist Model, Journal of Money, Credit, and Banking 27, 1241-77.

  24. Laxton, D. and P. Pesenti, 2003, Monetary Rules for Small, Open, Emerging Economies, Journal of Monetary Economics, 50, 1109-1146.

  25. Marazzi, M., N. Sheets, and R. Vigfusson, with J. Faust, J. Gagnon, J. Marquez, R. Martin, T. Reeve, and J. Rogers, 2005, Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence, Board of Governors of the Federal Reserve System International Finance Discussion Papers 833.

  26. Marquez, J., 2002, Estimating Trade Elasticities, Dordrecht, The Netherlands, Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now

  27. Nessen, M., 2004, Exchange Rate Pass-through, Inflation, and Monetary Policy, mimeo, Sveriges Riksbank.

  28. Otani, A., S. Shiratsuka, and T. Shirota, 2003, The Decline in the Exchange Rate PassThrough: Evidence from Japanese Import Prices, Monetary and Economic Studies 21, 53-81.

  29. Peltzman, S., 2000, Prices Rise Faster Than They Fall, Journal of Political Economy 108, 466-502.

  30. Sekine, T., 2005, Time-Varying Exchange Rate Pass-through: Experience of Some Industrial Countries, mimeo, Bank of International Settlements.

  31. Senhadji, A. and C. Montenegro, 1999, Time Series Analysis of Export Demand Equations: A Cross-Country Analysis, IMF Staff Papers, 46, 259-73.

  32. Smets, F. and R. Wouters, 2003, An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area, Journal of the European Economic Association, Vol. 1, 1124-1175.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Firm Entry, Inflation and the Monetary Transmission Mechanism. (2011). Poilly, Céline ; Lewis, Vivien.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2011004.

    Full description at Econpapers || Download paper

  2. Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model. (2006). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0190.

    Full description at Econpapers || Download paper

  3. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks. (2006). Vredin, Anders ; Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin ; Linde, Jesper ; Andersson, Michael K..
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0188.

    Full description at Econpapers || Download paper

  4. How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?. (2006). Poilly, Céline ; Matheron, Julien.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2006-11.

    Full description at Econpapers || Download paper

  5. Fiscal and Monetary Rules for a Currency Union. (2005). Ferrero, Andrea.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508020.

    Full description at Econpapers || Download paper

  6. Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area. (2005). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0180.

    Full description at Econpapers || Download paper

  7. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through. (2005). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0179.

    Full description at Econpapers || Download paper

  8. Comovement: its not a puzzle. (2005). DiCecio, Riccardo.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-035.

    Full description at Econpapers || Download paper

  9. Expansionary fiscal shocks and the trade deficit. (2005). Gust, Christopher ; Guerrieri, Luca ; Erceg, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:825.

    Full description at Econpapers || Download paper

  10. Intrinsic and inherited inflation persistence. (2005). Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:05-8.

    Full description at Econpapers || Download paper

  11. Monetary Policy under Model and Data-Parameter Uncertainty. (2005). Cateau, Gino.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-6.

    Full description at Econpapers || Download paper

  12. Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:3.

    Full description at Econpapers || Download paper

  13. Habit formation and its implications for small open economies. (2004). Caputo, Rodrigo.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:11.

    Full description at Econpapers || Download paper

  14. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through. (2004). Söderström, Ulf ; Nessen, Marianne ; Lindé, Jesper ; Linde, Jesper.
    In: Working Papers.
    RePEc:igi:igierp:263.

    Full description at Econpapers || Download paper

  15. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through. (2004). Söderström, Ulf ; Nessen, Marianne ; Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0167.

    Full description at Econpapers || Download paper

  16. Can long-run restrictions identify technology shocks?. (2004). Gust, Christopher ; Guerrieri, Luca ; Erceg, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:792.

    Full description at Econpapers || Download paper

  17. Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach. (2004). Olivei, Giovanni ; Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:04-2.

    Full description at Econpapers || Download paper

  18. Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile. (2004). Caputo, Rodrigo.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:298.

    Full description at Econpapers || Download paper

  19. External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?. (2004). Caputo, Rodrigo.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:300.

    Full description at Econpapers || Download paper

  20. A Structural Small Open-Economy Model for Canada. (2004). Zhu, Zhenhua ; Murchison, Stephen.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-4.

    Full description at Econpapers || Download paper

  21. Has the rate of economic growth changed? Evidence and lessons for public policy.. (2003). Shapiro, Matthew.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/07.

    Full description at Econpapers || Download paper

  22. The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models. (2003). McCallum, Bennett.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9960.

    Full description at Econpapers || Download paper

  23. The responses of wages and prices to technology shocks. (2003). Williams, John ; Laubach, Thomas ; Edge, Rochelle.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-65.

    Full description at Econpapers || Download paper

  24. Inflation persistence and robust monetary policy design. (2003). Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003290.

    Full description at Econpapers || Download paper

  25. Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero. (2003). Wieland, Volker ; Orphanides, Athanasios ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003231.

    Full description at Econpapers || Download paper

  26. Inflation dynamics and international linkages: a model of the United States, the euro area, and Japan. (2002). Wieland, Volker ; Coenen, Günter.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:745.

    Full description at Econpapers || Download paper

  27. Estimating the Euler equation for output. (2002). Rudebusch, Glenn ; Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:02-3.

    Full description at Econpapers || Download paper

  28. Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty. (2002). Rudebusch, Glenn.
    In: Economic Journal.
    RePEc:ecj:econjl:v:112:y:2002:i:479:p:402-432.

    Full description at Econpapers || Download paper

  29. Inflation dynamics and international linkages: a model of the United States, the euro area and Japan. (2002). Wieland, Volker ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20020181.

    Full description at Econpapers || Download paper

  30. Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models. (2002). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:4:p:1013-1028.

    Full description at Econpapers || Download paper

  31. The performance of forecast-based monetary policy rules under model uncertainty. (2001). Wieland, Volker ; Williams, John ; Levin, Andrew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-39.

    Full description at Econpapers || Download paper

  32. A SIMPLE ESTIMATED EURO AREA MODEL WITH RATIONAL EXPECTATIONS AND NOMINAL RIGIDITIES. (2000). Wieland, Volker ; Coenen, Günter.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:187.

    Full description at Econpapers || Download paper

  33. Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?. (2000). von zur Muehlen, Peter ; Tetlow, Robert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-28.

    Full description at Econpapers || Download paper

  34. A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities. (2000). Wieland, Volker ; Coenen, Günter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1284.

    Full description at Econpapers || Download paper

  35. A small estimated euro area model with rational expectations and nominal rigidities. (2000). Wieland, Volker ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20000030.

    Full description at Econpapers || Download paper

  36. Habit Formation in Consumption and Its Implications for Monetary-Policy Models. (2000). Fuhrer, Jeffrey.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:3:p:367-390.

    Full description at Econpapers || Download paper

  37. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:621.

    Full description at Econpapers || Download paper

  38. Errors in the measurement of the output gap and the design of monetary policy. (1999). Tetlow, Robert ; Orphanides, Athanasios ; Finan, Frederico ; Reifschneider, David ; Porter, Richard D..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-45.

    Full description at Econpapers || Download paper

  39. Three lessons for monetary policy in a low inflation era. (1999). Williams, John ; Reifschneider, David .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-44.

    Full description at Econpapers || Download paper

  40. Simple rules for monetary policy. (1999). Williams, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-12.

    Full description at Econpapers || Download paper

  41. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Working Papers.
    RePEc:fip:fedbwp:99-4.

    Full description at Econpapers || Download paper

  42. Vector rational error correction. (1998). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:98-03.

    Full description at Econpapers || Download paper

  43. Rational error correction. (1998). Tinsley, Peter.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-37.

    Full description at Econpapers || Download paper

  44. Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero. (1998). Wieland, Volker ; Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-35.

    Full description at Econpapers || Download paper

  45. Putty-clay and investment: a business cycle analysis. (1998). Williams, John ; Gilchrist, Simon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-30.

    Full description at Econpapers || Download paper

  46. Dynamic inconsistencies: counterfactual implications of a class of rational expectations models. (1998). Fuhrer, Jeffrey ; Extrella, Arturo.
    In: Working Papers.
    RePEc:fip:fedbwp:98-5.

    Full description at Econpapers || Download paper

  47. Linear Quadratic Optimization for Models with Rational Expectations. (1997). Kendrick, David ; Amman, Hans.
    In: CARE Working Papers.
    RePEc:tex:carewp:9708.

    Full description at Econpapers || Download paper

  48. Forecasting the forecasts of others. Expectational heterogeneity and aggregate dynamics. (1996). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-41.

    Full description at Econpapers || Download paper

  49. Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models. (). Fuhrer, Jeffrey ; Bleakley, Hoyt.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:35.

    Full description at Econpapers || Download paper

  50. An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations. (). Anderson, Gary.
    In: Computing in Economics and Finance 1996.
    RePEc:sce:scecf6:_063.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 03:15:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.