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Risk and Monetary Policy in a New Keynesian Model. (2017). Golosov, Mikhail ; Bhandari, Anmol ; Evans, David.
In: 2017 Meeting Papers.
RePEc:red:sed017:1359.

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Cited: 3

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Cites: 28

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Cocites: 35

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Coauthors: 0

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Citations received by this document

  1. Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong.
    In: Papers.
    RePEc:arx:papers:1812.05748.

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  2. Understanding HANK: Insights from a PRANK. (2018). Dogra, Keshav ; Acharya, Sushant.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:539.

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  3. Understanding HANK: insights from a PRANK. (2018). Dogra, Keshav ; Acharya, Sushant.
    In: Staff Reports.
    RePEc:fip:fednsr:835.

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References

References cited by this document

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  2. Alvarez, F., A. Atkeson, and P. J. Kehoe (2007): “If Exchange Rates are Random Walks, Then Almost Everything We Say About Monetary Policy is Wrong,” American Economic Review, 97(2), 339–345.

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  8. Cheung, Y.-W., M. D. Chinn, and A. G. Pascual (2005): “Empirical exchange rate models of the nineties: Are any fit to survive?,” Journal of International Money and Finance, 24(7), 1150–1175.

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  28. Woodford, M. (2011): Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press.
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Cocites

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    In: Journal of International Economics.
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  2. The Research Agenda: Oleg Itskhoki on Exchange Rate Puzzles and Policies. (2022). Itskhoki, Oleg.
    In: EconomicDynamics Newsletter.
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  3. Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161.

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  4. Exchange Rates and Fundamentals: A General Equilibrium Exploration. (2021). Kano, Takashi.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:1:p:95-117.

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  5. Exchange rate disconnect in general equilibrium. (2021). Mukhin, Dmitry ; Itskhoki, Oleg.
    In: LSE Research Online Documents on Economics.
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  6. A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle. (2020). Lee, Seungduck ; Mo, Kuk.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1397-1433.

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  7. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2019). Mo, Kuk ; Lee, Seungduck.
    In: Working Papers.
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  8. Mussa Puzzle Redux. (2019). Itskhoki, Oleg ; Mukhin, Dmitry.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1434.

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  9. International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail.
    In: NBER Working Papers.
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  10. Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

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  11. International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13252.

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  12. Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David.
    In: Working papers.
    RePEc:bfr:banfra:702.

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  13. Risk and Monetary Policy in a New Keynesian Model. (2017). Golosov, Mikhail ; Bhandari, Anmol ; Evans, David.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1359.

    Full description at Econpapers || Download paper

  14. Exchange Rate Disconnect in General Equilibrium. (2017). Itskhoki, Oleg ; Mukhin, Dmitry .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23401.

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  15. The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas.
    In: Working Papers.
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  16. The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian.
    In: CEPR Discussion Papers.
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  17. LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk.
    In: Economic Inquiry.
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  18. Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence. (2015). Köhler, Ekkehard ; Feld, Lars ; Kohler, Ekkehard A.
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  19. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2015). Lee, Seungduck ; Jung, Kuk Mo.
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  20. Exchange Rate Dynamics under Financial Market Frictions. (2015). Terra, Cristina ; Ryou, Hyunjoo.
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  21. Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence. (2015). Köhler, Ekkehard ; Feld, Lars ; Kohler, Ekkehard A.
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  22. Uncertain Risk and Return in Bond Markets, I. (2014). Mang, Chan.
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  24. Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate. (2013). Castillo-Maldonado, Carlos ; Perez-Macal, Fidel .
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  25. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
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  26. The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone. (2012). Papadamou, Stephanos ; Markopoulos, Thomas.
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  27. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
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  28. Useful conclusions from surprising results. (2012). Granger,Clive W. J., ; Granger, Clive W. J., .
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  29. Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy. (2011). Kulish, Mariano ; Jones, Callum.
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  30. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
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  34. Nominal and real interest rates during an optimal disinflation in New Keynesian models.. (2008). Hagedorn, Marcus.
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