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Essays in applied microeconomics
Wogrolly, Axel - 2021
Persistent link: https://www.econbiz.de/10013175225
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Monetary, real disturbances, exchange rate expectations and short-run exchange rate instability
Argy, Victor - 1980
Persistent link: https://www.econbiz.de/10000040115
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Co-movements in long-term interest rates and the role of PPP-based exchange rate expectations
Berk, Jan Marc; Knot, Klaas H. W. - 1999
Persistent link: https://www.econbiz.de/10001377510
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A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation
Flaschel, Peter; Hartmann, Florian; Malikane, Christopher; … - In: Computational economics 45 (2015) 4, pp. 669-691
Persistent link: https://www.econbiz.de/10011440986
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Exchange rate dynamics under limits of arbitrage and heterogeneous expectations
Datta, Soumya - In: Journal of economic interaction and coordination : JEIC 14 (2019) 3, pp. 521-550
Persistent link: https://www.econbiz.de/10012167716
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Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
Jusélius, Katarina - In: Econometrics : open access journal 5 (2017) 3, pp. 1-20
A theory-consistent CVAR scenario describes a set of testable regularieties one should expect to see in the data if the …
Persistent link: https://www.econbiz.de/10011711002
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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
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I discovered the peso problem: Irving Fisher and the UIP puzzle
Lothian, James R.; Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 38 (2013), pp. 5-17
Persistent link: https://www.econbiz.de/10010228930
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Expectations of future income and real exchange rate movements
Hayat, Aziz; Ganiev, Bahodir; Tang, Xueli - In: Journal of banking & finance 37 (2013) 4, pp. 1274-1285
Persistent link: https://www.econbiz.de/10009719788