[go: up one dir, main page]
create a website
Monetary Policy in an Equilibrium Portfolio Balance Model. (2005). Van Nieuwerburgh, Stijn ; Kumhof, Michael.
In: 2005 Meeting Papers.
RePEc:red:sed005:851.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 44

References cited by this document

Cocites: 35

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

    Full description at Econpapers || Download paper

  2. Inflation Targeting, Reserves Accumulation, and Exchange Rate Management in Latin America. (2008). Chang, Roberto.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:004518.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. AÃt-Sahalia, Y. (2002), âMaximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approachâ, Econometrica, 70(1), 223-262.
    Paper not yet in RePEc: Add citation now

  2. Aizenman, J. (1989), âCountry Risk, Incomplete Information and Taxes on International Borrowingâ, Economic Journal, 99, 147-161.

  3. Backus, D.K. and Kehoe, P.J. (1989), âOn the Denomination of Government Debt - A Critique of the Portfolio Balance Approachâ, Journal of Monetary Economics, 23, 359-376.
    Paper not yet in RePEc: Add citation now
  4. Bakshi, G.S. and Chen, Z. (1997), âEquilibrium Valuation of Foreign Exchange Claimsâ, Journal of Finance, 52, 799-826.
    Paper not yet in RePEc: Add citation now

  5. Bansal, R. and Dahlquist, M. (2000), âThe Forward Premium Puzzle: Different Tales from Developed and Emerging Economiesâ, Journal of International Economics, 51(1), 115144.

  6. Branson, W.H. and Henderson, D.W. (1985), âThe Speciïcation and Inïuence of Asset Markets â, Ch. 15 in: Handbook of International Economics, vol. 2.
    Paper not yet in RePEc: Add citation now
  7. Cambbell, J.Y., Lo, A.W. and MacKinlay, A.C. (1997), The Econometrics of Financial Markets, Princeton University Press, Princeton, New Jersey.
    Paper not yet in RePEc: Add citation now
  8. Canzoneri, M.B., Cumby, R.E. and Diba, B.T. (2004),âIs the Price Level Determined by the Needs of Fiscal Solvency?â, American Economic Review (forthcoming).
    Paper not yet in RePEc: Add citation now
  9. Chamley, C. and Ptolemarchakis, H. (1984), âAssets, General Equilibrium, and the Neutrality of Moneyâ, Review of Economic Studies, 51, 129-138.
    Paper not yet in RePEc: Add citation now
  10. Chow, G.C. (1979), âOptimum Control of Stochastic Differential Equation Systemsâ, Journal of Economic Dynamics and Control, 1, 143-175.
    Paper not yet in RePEc: Add citation now

  11. Devereux, M.B. and Engel, C. (1998), âFixed versus Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange Rate Regimeâ, NBER Working Paper No. 6867.

  12. Dufïe, D. (1996), Dynamic Asset Pricing Theory, 2nd edition, Princeton University Press, Princeton, NJ.
    Paper not yet in RePEc: Add citation now
  13. Dumas, B. and Uppal, R. (2000), âGlobal Diversiïcation, Growth and Welfare with Imperfectly Integrated Markets for Goodsâ, Manuscript, INSEAD and MIT.
    Paper not yet in RePEc: Add citation now

  14. Eaton, J. and Gersovitz, M. (1981), âDebt with Potential Repudiation: Theoretical and Empirical Analysisâ, Review of Economic Studies, 48, 289-309.

  15. Edison, H.J. (1993), âThe Effectiveness of Central Bank Intervention: A Survey of the Literature since 1982â, Special Papers in International Economics No. 18., Princeton University, Princeton, NJ.
    Paper not yet in RePEc: Add citation now

  16. Engel, C. (1992), âOn the Foreign Exchange Risk Premium in a General Equilibrium Modelâ, Journal of International Economics, 32, 305-319.

  17. Engel, C. (1999), âOn the Foreign Exchange Risk Premium in Sticky-Price General Equilibrium Modelsâ, NBER Working Paper No. 7067.

  18. Feenstra, R.C. (1986), âFunctional Equivalence between Liquidity Costs and the Utility of Moneyâ, Journal of Monetary Economics, 17, 271-291.

  19. Fleming, W.H. and Rishel, R.W. (1975), Deterministic and Stochastic Optimal Control, Springer Verlag, New York, NY.
    Paper not yet in RePEc: Add citation now

  20. Grinols, E.L. and Turnovsky, S.J. (1994), âExchange rate determination and asset prices in a stochastic small open economyâ, Journal of International Economics, 36, 75-97.

  21. Karatzas, I. and Shreve, S.E. (1991), Brownian Motion and Stochastic Calculus, 2nd edition, Springer Verlag, New York, NY.
    Paper not yet in RePEc: Add citation now
  22. Kehoe, P.J. and Perri, F. (2001), âInternational Business Cycles with Endogenous Incomplete Marketsâ, Econometrica (forthcoming).
    Paper not yet in RePEc: Add citation now
  23. Kletzer, K.M. and Wright, B.D. (2000), âSovereign Debt as Intertemporal Barterâ, American Economic Review, 90(3), 621-639.
    Paper not yet in RePEc: Add citation now
  24. Kumhof, M. and van Nieuwerburgh, S. (2002), âA Fiscal Theory of the Currency Risk Premium and of Sterilized Interventionâ, IMF Working Paper WP/02/29.
    Paper not yet in RePEc: Add citation now
  25. Lucas, Robert E. jr. (1982), âInterest Rates and Currency Prices in a Two-Country Worldâ, Journal of Monetary Economics, 10, 335-359.
    Paper not yet in RePEc: Add citation now
  26. Lucas, Robert E. jr. (1990), âLiquidity and Interest Ratesâ, Journal of Economic Theory, 50, 237-264.
    Paper not yet in RePEc: Add citation now
  27. Malliaris, A.G. and Brock, W.A. (1982), Stochastic Methods in Economics and Finance, 1st edition, Advanced Textbooks in Economics, Volume 17, Elsevier, Amsterdam.
    Paper not yet in RePEc: Add citation now
  28. Merton, R.C. (1969), âLifetime Portfolio Selection under Uncertainty: The Continuous-Time Caseâ, The Review of Economics and Statistics, 51, 239-246.
    Paper not yet in RePEc: Add citation now
  29. Merton, R.C. (1971), âOptimum Consumption and Portfolio Rules in a Continuous-Time Modelâ, Journal of Economic Theory, 3, 373-413.
    Paper not yet in RePEc: Add citation now
  30. Montiel, P.J. (1993), âCapital Mobility in Developing Countriesâ, The World Bank Working Paper Series 1103.
    Paper not yet in RePEc: Add citation now

  31. Obstfeld, M. (1982), âThe Capitalization of Income Streams and the Effects of Open-Market Policy under Fixed Exchange Ratesâ, Journal of Monetary Economics, 9, 87-98.

  32. Obstfeld, M. (1987), âPeso Problems, Bubbles, and Risk in the Empirical Assessment of Exchange-Rate Behaviorâ, NBER Working Paper No. 2203.

  33. Obstfeld, M. and Rogoff, K. (1996), Foundations of International Macroeconomics, 1st edition, MIT Press, Cambridge, MA.

  34. Obstfeld, M. and Rogoff, K. (1998), âRisk and Exchange Ratesâ, NBER Working Paper No. 6694.

  35. Obstfeld, M. and Rogoff, K. (2000), âNew Directions for Stochastic Open Economy Models â, Journal of International Economics, 50, 117-153.

  36. Sargent, T.J. and Smith, B.D. (1987), âThe Irrelevance of Government Foreign Exchange Operationsâ, in: Helpman, E., Razin, A. and Sadka, E., eds., Economic Eïects of the Government Budget, Cambridge, Mass. and London: MIT Press.
    Paper not yet in RePEc: Add citation now
  37. Sargent, T.J. and Smith, B.D. (1988), âIrrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Returnâ, American Economic Review, 77(1), 78-92.
    Paper not yet in RePEc: Add citation now
  38. Stulz, R.M. (1983), âThe Demand for Foreign Bondsâ, Journal of International Economics, 15, 225-238.
    Paper not yet in RePEc: Add citation now
  39. Stulz, R.M. (1984), âCurrency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Modelâ, Journal of Money, Credit and Banking, 16(3), 302-316.
    Paper not yet in RePEc: Add citation now

  40. Stulz, R.M. (1987), âAn Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Informationâ, Journal of Political Economy, 95(5), 1024-1040.

  41. Stulz, R.M. (1988), âCapital Mobility and the Current Accountâ, Journal of International Money and Finance, 7, 167-180.
    Paper not yet in RePEc: Add citation now
  42. Uribe, M. (2001), âA Fiscal Theory of Sovereign Riskâ, (Manuscript, University of Pennsylvania) .
    Paper not yet in RePEc: Add citation now
  43. Wallace, N. (1981), âA Modigliani-Miller Theorem for Open Market Operationsâ, American Economic Review, 71, 267-274.
    Paper not yet in RePEc: Add citation now
  44. Zapatero, F. (1995), âEquilibrium Asset Prices and Exchange Ratesâ, Journal of Economic Dynamics and Control, 19, 787-811. 20Jan-96M ay-96Sep-96Jan-97M ay-97Sep-97Jan-98M ay-98Sep-98Jan-99M ay-99Sep-99Jan-00M ay-00Sep-00Jan-01M ay-01Sep-01Jan-02M ay-02Sep-02Jan-03M ay-03Sep-03Jan-04M ay-04Sep-04
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. International Currency Portfolios. (2010). Kumhof, Michael.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:84.

    Full description at Econpapers || Download paper

  2. On the theory of sterilized foreign exchange intervention. (2010). Kumhof, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:8:p:1403-1420.

    Full description at Econpapers || Download paper

  3. International Currency Portfolios. (2009). Kumhof, Michael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/048.

    Full description at Econpapers || Download paper

  4. Monetary Policy in an Equilibrium Portfolio Balance Model. (2007). Van Nieuwerburgh, Stijn ; Kumhof, Michael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/072.

    Full description at Econpapers || Download paper

  5. Monetary Policy in an Equilibrium Portfolio Balance Model. (2005). Van Nieuwerburgh, Stijn ; Kumhof, Michael.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:851.

    Full description at Econpapers || Download paper

  6. THE ROLE OF FIRM SIZE IN CONTROLLING OUTPUT DECLINE DURING THE ASIAN FINANCIAL CRISIS. (2005). Chen, Hung-Ju ; Hsu, Hsiao-tang .
    In: Journal of Economic Development.
    RePEc:jed:journl:v:30:y:2005:i:2:p:103-129.

    Full description at Econpapers || Download paper

  7. Financial Liberalisations in Latin America in the 1990s: A Reassessment. (2005). Aizenman, Joshua.
    In: The World Economy.
    RePEc:bla:worlde:v:28:y:2005:i:7:p:959-983.

    Full description at Econpapers || Download paper

  8. Financial Opening: Evidence and Policy Options. (2004). Aizenman, Joshua.
    In: NBER Chapters.
    RePEc:nbr:nberch:9547.

    Full description at Econpapers || Download paper

  9. The Role of Firm Size in Controlling Output Volatility during the Asian Financial Crisis. (2004). Chen, Hung-Ju.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:11.

    Full description at Econpapers || Download paper

  10. Reforming the global financial system. (2003). Aizenman, Joshua.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt0cg1r6q8.

    Full description at Econpapers || Download paper

  11. Reforming the global financial system. (2003). Aizenman, Joshua.
    In: Center for Global, International and Regional Studies, Working Paper Series.
    RePEc:cdl:glinre:qt0cg1r6q8.

    Full description at Econpapers || Download paper

  12. Financial Opening: Evidence and Policy Options. (2002). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8900.

    Full description at Econpapers || Download paper

  13. Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?. (2002). Turnovsky, Stephen J ; Aizenman, Joshua.
    In: Economic Journal.
    RePEc:ecj:econjl:v:112:y:2002:i:476:p:107-132.

    Full description at Econpapers || Download paper

  14. International Liquidity Illusion: On the Risks of Sterilization. (2001). Caballero, Ricardo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8141.

    Full description at Econpapers || Download paper

  15. International and domestic collateral constraints in a model of emerging market crises. (2001). Caballero, Ricardo ; Krishnamurthy, Arvind.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:48:y:2001:i:3:p:513-548.

    Full description at Econpapers || Download paper

  16. Optimal currency crises A comment. (2000). Marion, Nancy.
    In: Carnegie-Rochester Conference Series on Public Policy.
    RePEc:eee:crcspp:v:53:y:2000:i:1:p:231-238.

    Full description at Econpapers || Download paper

  17. Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?. (1999). Turnovsky, Stephen J ; Aizenman, Joshua.
    In: Working Papers.
    RePEc:udb:wpaper:0044.

    Full description at Econpapers || Download paper

  18. Reserve Uncertainty and the Supply of International Credit. (1999). Marion, Nancy ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7202.

    Full description at Econpapers || Download paper

  19. Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?. (1999). Turnovsky, Stephen J ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7004.

    Full description at Econpapers || Download paper

  20. Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?. (1999). Turnovsky, Stephen J ; Aizenman, Joshua.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0044.

    Full description at Econpapers || Download paper

  21. Uncertainty and the disappearance of international credit. (1999). Marion, Nancy ; Aizenman, Joshua.
    In: Proceedings.
    RePEc:fip:fedfpr:y:1999:i:sep:x:4.

    Full description at Econpapers || Download paper

  22. Macroeconomic adjustment with segmented labor markets. (1999). Aizenman, Joshua ; Agénor, Pierre-Richard.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:58:y:1999:i:2:p:277-296.

    Full description at Econpapers || Download paper

  23. Emerging Market Crises: An Asset Markets Perspective. (1998). Caballero, Ricardo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6843.

    Full description at Econpapers || Download paper

  24. Pooling sovereign risks: The case of environmental treaties and international debt. (1998). Thomas, Jonathan ; Mohr, Ernst .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:55:y:1998:i:1:p:173-190.

    Full description at Econpapers || Download paper

  25. Borrowing Risk and the Tequila Effect. (1997). Agenor, Pierre-Richard.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1997/086.

    Full description at Econpapers || Download paper

  26. The impact of financial integration and unilateral public transfers on investment and growth in EC capital-importing countries. (1995). Pereira, Alfredo ; Gaspar, Vitor.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:48:y:1995:i:1:p:43-66.

    Full description at Econpapers || Download paper

  27. A model-based estimation of the probability of default in sovereign credit markets. (1995). HERNANDEZ-TRILLO, FAUSTO.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:46:y:1995:i:1:p:163-179.

    Full description at Econpapers || Download paper

  28. Macroeconomic Adjustment with Segmented Labor Markets. (1994). Aizenman, Joshua ; Agénor, Pierre-Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4769.

    Full description at Econpapers || Download paper

  29. The impact of sovereign intertemporal trade and cross-default clauses on the sustainability and efficiency of environmental treaties. (1992). Mohr, Ernst .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:522.

    Full description at Econpapers || Download paper

  30. Externalities, Incentives and Failure to Achieve National Objectives in Decentralized Economies. (1991). Aizenman, Joshua ; Isard, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3650.

    Full description at Econpapers || Download paper

  31. Trade Dependency, Bargaining and External Debt. (1988). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2726.

    Full description at Econpapers || Download paper

  32. External Debt, Planning Horizon and Distorted Credit Markets. (1988). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2662.

    Full description at Econpapers || Download paper

  33. Investment, Openness, and Country Risk. (1987). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2410.

    Full description at Econpapers || Download paper

  34. Country Risk and Contingencies. (1987). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2236.

    Full description at Econpapers || Download paper

  35. Country Risk and Incentives Schemes. (1986). Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2031.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-21 04:20:44 || 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.