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  • Search: subject:"Backus-Smith puzzle"
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Year of publication
Subject
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Backus-Smith puzzle 25 Kaufkraftparität 9 Purchasing power parity 8 Theorie 6 Theory 6 Backus-Smith Puzzle 5 Exchange rate 5 Wechselkurs 5 Estimation 4 Mussa puzzle 4 Primary commodity prices 4 Schätzung 4 Welt 4 Backus–Smith puzzle 3 Business cycle synchronization 3 International business cycles 3 Konjunkturzusammenhang 3 Portfolio selection 3 Portfolio-Management 3 Private consumption 3 Privater Konsum 3 Productivity 3 Produktivität 3 Risiko 3 Risk 3 Schock 3 Shock 3 World 3 Abwertung 2 Business cycle 2 Business cycles 2 Consumption/real exchange-rate anomaly 2 DSGE model 2 DSGE-Modell 2 Disasters 2 Exchange rates 2 Forward premium puzzle 2 Incomplete market 2 International bond 2 International business cycle 2
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Online availability
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Free 15 Undetermined 15
Type of publication
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Book / Working Paper 18 Article 17
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 9 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6
Language
All
English 21 Undetermined 13 Serbian 1
Author
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Yetman, James 5 Devereux, Michael B. 4 Hevia, Constantino 4 Lambrias, Kyriacos 4 Nicolini, Juan Pablo 4 Smith, Gregor W. 4 Ayres, Joao 3 Gourio, François 2 Hamano, Masashige 2 Küçük, Hande 2 Petrovic, Predrag 2 Siemer, Michael 2 Sutherland, Alan 2 Verdelhan, Adrien 2 Wang, Jian 2 Adams, Jonathan J. 1 Ayres, João 1 Barrett, Philip 1 Bodenstein, Martin 1 Deokwoo Nam 1 Devereux, Michael B 1 Ekinci, Mehmet Fatih 1 Engel, Charles 1 Hadzi-Vaskov, M. 1 Hu, Duni 1 Jiang, Mingming 1 Kano, Takashi 1 McKnight, Stephen 1 Mykhaylova, Olena 1 Povoledo, Laura 1 Raffo, Andrea 1 Smith, Gregor W 1 Staveley-O'Carroll, James 1 Thoenissen, Christoph 1 Trezzi, Riccardo 1 Wang, Hailong 1
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Institution
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Bank for International Settlements (BIS) 1 C.E.P.R. Discussion Papers 1 Central Bank of Luxembourg 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 Department of Accounting, Economics and Finance, Bristol Business School 1 Economics Department, Queen's University 1 Graduate School of Economics, Hitotsubashi University 1 School of Economics, Universiteit Utrecht 1
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Published in...
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Journal of international economics 4 Working paper 3 Journal of International Economics 2 Journal of international money and finance 2 BCL working papers 1 BIS Working Papers 1 CDMA Working Paper Series 1 CEPR Discussion Papers 1 CREA Discussion Paper Series 1 Cahiers d'etudes / Banque Centrale du Luxembourg 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Discussion paper / Centre for Economic Policy Research 1 ECB Working Paper 1 Economics Letters 1 Economics letters 1 IDB Working Paper Series 1 Journal of International Money and Finance 1 Megatrend revija 1 Queen's Economics Department Working Paper 1 Review of Economic Dynamics 1 Review of economic dynamics 1 The B.E. journal of macroeconomics 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Papers / Department of Accounting, Economics and Finance, Bristol Business School 1 Working Papers / Economics Department, Queen's University 1 Working Papers / School of Economics, Universiteit Utrecht 1 Working paper / Türkiye Cumhuriyet Merkez Bankası 1 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 1
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Source
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ECONIS (ZBW) 18 RePEc 14 EconStor 3
Showing 1 - 10 of 35
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Mussa meets Backus-Smith : the role of primary commodities
Ayres, Joao; Hevia, Constantino; Nicolini, Juan Pablo - 2022 - Revised April 2022
Persistent link: https://www.econbiz.de/10012693403
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Online appendix for: Mussa meets Backus-Smith : the role of primary commodities
Ayres, Joao; Hevia, Constantino; Nicolini, Juan Pablo - 2022 - Revised April 2022
Persistent link: https://www.econbiz.de/10012693405
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Real exchange rates and primary commodity prices: Mussa meets Backus-Smith
Ayres, João; Hevia, Constantino; Nicolini, Juan Pablo - 2021
model can go a long way in explaining the Mussa puzzle and the Backus-Smith puzzle, two of the main puzzles in the …
Persistent link: https://www.econbiz.de/10014518094
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Real exchange rates and primary commodity prices : Mussa meets Backus-Smith
Ayres, Joao; Hevia, Constantino; Nicolini, Juan Pablo - 2021
model can go a long way in explaining the Mussa puzzle and the Backus-Smith puzzle, two of the main puzzles in the …
Persistent link: https://www.econbiz.de/10014516603
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Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012822218
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Why are countries' asset portfolios exposed to nominal exchange rates?
Adams, Jonathan J.; Barrett, Philip - In: Journal of international money and finance 110 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012794965
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Real exchange rates and international co-movement : news-shocks and non-tradable goods with complete markets
Lambrias, Kyriacos - In: Review of economic dynamics 35 (2020), pp. 154-169
Persistent link: https://www.econbiz.de/10012500076
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Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets
Lambrias, Kyriacos - 2016
exchange rate and relative consumption (the Backus-Smith puzzle). The novelty of our paper is twofold. First, we allow for … explanation to the Backus-Smith puzzle through movements in relative hours across countries, while being consistent with …
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Persistent link: https://www.econbiz.de/10011605991
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International risk sharing and portfolio choice with non-separable preferences
Küçük, Hande; Sutherland, Alan - 2015
Persistent link: https://www.econbiz.de/10011402693
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Can indeterminacy and self-fulfilling expectations help explain international business cycles?
McKnight, Stephen; Povoledo, Laura - Department of Accounting, Economics and Finance, … - 2015
indeterminacy model can also resolve the Backus-Smith puzzle without requiring a low value of the trade elasticity. …
Persistent link: https://www.econbiz.de/10011261257
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