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A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation

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Input-output linkages and the propagation of domestic productivity shocks : assessing alternative theories with stochastic simulation

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Econometric modeling of exchange rate volatility and jumps

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A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation

Flaschel, Peter; Hartmann, Florian; Malikane, Chris; … - 2013

The paper investigates the emergence of complex market expectations (opinion dynamics) around nominal exchange rate adjustments using a macro-financial model of a small open economy featuring heterogeneous expectation formation (chartists and fundamentalists) and gradual adjustment processes in...

Persistent link: https://www.econbiz.de/10010235495