Do we need multi-country models to explain exchange rate and interest rate dynamics?

Do we need multi-country models to explain exchange rate and interest rate dynamics?
Author: Robert Hodrick
Publisher:
Total Pages: 25
Release: 1999
Genre: Foreign exchange rates
ISBN:


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Do we need multi-country models to explain exchange rate and interest rate dynamics?
Language: en
Pages: 25
Authors: Robert Hodrick
Categories: Foreign exchange rates
Type: BOOK - Published: 1999 - Publisher:

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Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?
Language: en
Pages: 25
Authors: Robert J. Hodrick
Categories:
Type: BOOK - Published: 2011 - Publisher:

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This paper examines characterizations of exchange rate and short-term interest rate dynamics, based on the implications of multi-country versions of the Cox, In
Do We Need Multi-country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?
Language: en
Pages: 48
Authors: Robert J. Hodrick
Categories: Foreign exchange rates
Type: BOOK - Published: 2001 - Publisher:

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Exchange Rates in Multicountry Econometric Models
Language: en
Pages: 299
Authors: P. de Grauwe
Categories: Business & Economics
Type: BOOK - Published: 1983-12-01 - Publisher: Springer

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The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities
Language: en
Pages: 52
Authors: Robert Miguel W. K. Kollman
Categories: Business & Economics
Type: BOOK - Published: 1997-01-01 - Publisher: International Monetary Fund

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This paper studies dynamic-optimizing model of a semi-small open economy with sticky nominal prices and wages. The model exhibits exchange rate overshooting in