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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2011
Persistent link: https://www.econbiz.de/10009382040
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Sticky prices vs. sticky information : a cross-country analysis of second moments
Bredemeier, Christian; Sabrowski, Henry - 2010 - This version: March 1, 2010
Persistent link: https://www.econbiz.de/10008934390
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The Predictive Information Content of External Imbalances for Exchange Rate Returns : How Much is it Worth?
Della Corte, Pasquale - 2011
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to...
Persistent link: https://www.econbiz.de/10013131587
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Sticky Prices vs. Sticky Information - A Cross-Country Study of Inflation Dynamics
Bredemeier, Christian - 2011
six countries (US, UK, Germany, France, Canada, and Japan). We evaluate the models‘ abilities to match empirical second …
Persistent link: https://www.econbiz.de/10013125626
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The Predictive Information Content of External Imbalances for Exchange Rate Returns : How Much is it Worth?
Della Corte, Pasquale - 2016
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to...
Persistent link: https://www.econbiz.de/10013008788
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Sticky prices vs. sticky information : a cross-country study of inflation dynamics
Bredemeier, Christian; Goecke, Henry - 2011
six countries (US, UK, Germany, France, Canada, and Japan). We evaluate the models‘ abilities to match empirical second … Japan). Wir werten die Fähigkeiten der Modelle aus, empirische zweite Momente des Inflationsprozesses zu generieren. Bei …
Persistent link: https://www.econbiz.de/10009124276