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Reconsidering the import demand function of China : evidence from asymmetric cointegration

Ghosh, Sudeshna - In: International journal of economics and business … 19 (2020) 3, pp. 245-265

Persistent link: https://www.econbiz.de/10012205603

Monetary policy, endogeneous inattention and the volatility trade-off

Branch, William A.; Carlson, John B.; Evans, George W.; … - In: The economic journal : the journal of the Royal … 119 (2009), pp. 123-157

Persistent link: https://www.econbiz.de/10003805228

Monetary policy, endogenous inattention, and the volatility trade-off

Branch, William A.; Carlson, John B.; Evans, George W.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002550213

Monetary Policy, Endogenous Inattention, and the Volatility Trade-Off

Branch, William; Carlson, John B.; Evans, George W.; … - 2007

This paper addresses the output-price volatility puzzle by studying the interaction of optimal monetary policy and … processing rate. Although a decline of policy activism directly increases output volatility, it indirectly anchors expectations …, which decreases output volatility. If the indirect effect dominates then the usual trade-off between output and price …

Persistent link: https://www.econbiz.de/10014223070

A probit model for the state of the Greek GDP growth

Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392

evaluates the performance of the models. The probit model with the industrial production index and the realized volatility as …

Persistent link: https://www.econbiz.de/10011312197

Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach

Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735

Persistent link: https://www.econbiz.de/10009554305

Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations

Lansing, Kevin J.; Ma, Jun - 2014

Persistent link: https://www.econbiz.de/10010407463

Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations

Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87

Persistent link: https://www.econbiz.de/10011752316

Foreign exchange interventions and their impact on expectations : evidence from the USD/ILS options market

Hertrich, Markus; Nathan, Daniel - 2022

– the BOI’s USD purchases have widened the negative deviation from covered interest parity. The higher moments of the risk … unaffected. The USD purchases simply shift the whole distribution towards higher USD/ILS values. Crash risk, for instance, is …

Persistent link: https://www.econbiz.de/10013259481

Heterogeneous expectations in the foreign exchange market evidence from the daily dollar

Ahrens, Ralf; Reitz, Stefan - 2003

In this study a regime switching approach is applied to estimate the chartist and fundamentalist (c&f) exchange rate model originally proposed by Frankel and Froot (1986). The c&f model is tested against alternative regime switching specifications applying likelihood ratio tests. Nested...

Persistent link: https://www.econbiz.de/10009765353

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