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[null,"1.","Record Nr.",null,"UNINA990005832670403321"]
[null,null,"Autore",null,"Colloque international sur le latin vulgaire et tardif : 4. : <1994"]
[null,null,"Titolo",null,"Latin vulgaire - latin tardif 4 : actes du 4. Colloque international sur le latin vulgaire et tardif, Caen, 2-5 septembre 1994 / édités par Louis Callebat"]
[null,null,"Pubbl/distr/stampa",null,"Hildesheim : Olms, 1995 : Weidmann"]
[null,null,"ISBN",null,"3-487--10045-2"]
[null,null,"Descrizione fisica",null,"723 p. ; 23 cm"]
[null,null,"Disciplina",null,"477"]
[null,null,"Locazione",null,"FLFBC"]
[null,null,"Collocazione",null,"P2B 680 LAT. VUL. 4"]
[null,null,"Lingua di pubblicazione",null,"Francese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910788692203321"]
[null,null,"Autore",null,"Tuesta Vicente"]
[null,null,"Titolo",null,"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2006"]
[null,null,"ISBN",null,"1-4623-4879-3"]
[{"$nulls":4},"1-4527-4408-4"]
[{"$nulls":4},"1-283-51766-3"]
[{"$nulls":4},"9786613830111"]
[{"$nulls":4},"1-4519-8792-7"]
[null,null,"Descrizione fisica",null,"1 online resource (42 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Euro-dollar market - Econometric models"]
[{"$nulls":4},"Foreign exchange rates - United States - Econometric models"]
[{"$nulls":4},"Foreign exchange rates - European Union countries - Econometric models"]
[{"$nulls":4},"Finance: General"]
[{"$nulls":4},"Foreign Exchange"]
[{"$nulls":4},"Inflation"]
[{"$nulls":4},"Macroeconomics"]
[{"$nulls":4},"Open Economy Macroeconomics"]
[{"$nulls":4},"Bayesian Analysis: General"]
[{"$nulls":4},"General Financial Markets: General (includes Measurement and Data)"]
[{"$nulls":4},"Macroeconomics: Consumption"]
[{"$nulls":4},"Saving"]
[{"$nulls":4},"Wealth"]
[{"$nulls":4},"Price Level"]
[{"$nulls":4},"Deflation"]
[{"$nulls":4},"Currency"]
[{"$nulls":4},"Foreign exchange"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Real exchange rates"]
[{"$nulls":4},"Securities markets"]
[{"$nulls":4},"Consumption"]
[{"$nulls":4},"Exchange rates"]
[{"$nulls":4},"National accounts"]
[{"$nulls":4},"Financial markets"]
[{"$nulls":4},"Prices"]
[{"$nulls":4},"Capital market"]
[{"$nulls":4},"Economics"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"July 2006.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"Contents\"\"; \"\"I. INTRODUCTION\"\"; \"\"II. THE MODEL\"\"; \"\"III. EXTENSIONS TO THE BASELINE MODEL \"\"; \"\"IV. ESTIMATION AND MODEL COMPARISON\"\"; \"\"V. RESULTS\"\"; \"\"VI. CONCLUDING REMARKS\"\"; \"\"APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM\"\"; \"\"REFERENCES\"\""]
[null,null,null,"Sommario/riassunto","We use a Bayesian approach to estimate a standard two-country New Open Economy Macroeconomics model using data for the United States and the euro area, and we perform model comparisons to study the importance of departing from the law of one price and complete markets assumptions. Our results can be summarized as follows. First, we find that the baseline model does a good job in explaining real exchange rate volatility but at the cost of overestimating volatility in output and consumption. Second, the introduction of incomplete markets allows the model to better match the volatilities of all real variables. Third, introducing sticky prices in Local Currency Pricing improves the fit of the baseline model but does not improve the fit as much as introducing incomplete markets. Finally, we show that monetary shocks have played a minor role in explaining the behavior of the real exchange rate, while both demand and technology shocks have been important."]