Euro-dollar real exchange rate dynamics in an estimated two-country model [[electronic resource] ] : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta
| Euro-dollar real exchange rate dynamics in an estimated two-country model [[electronic resource] ] : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta |
| Autore | Rabanal Pau |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | TuestaVicente |
| Collana | IMF working paper |
| Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4879-3
1-4527-4408-4 1-283-51766-3 9786613830111 1-4519-8792-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910464356303321 |
Rabanal Pau
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| [Washington, D.C.], : International Monetary Fund, 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
| Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal |
| Autore | Tuesta Vicente |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models Finance: General Foreign Exchange Inflation Macroeconomics Open Economy Macroeconomics Bayesian Analysis: General General Financial Markets: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Price Level Deflation Currency Foreign exchange Finance Real exchange rates Securities markets Consumption Exchange rates National accounts Financial markets Prices Capital market Economics |
| ISBN |
1-4623-4879-3
1-4527-4408-4 1-283-51766-3 9786613830111 1-4519-8792-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910788692203321 |
Tuesta Vicente
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
| Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal |
| Autore | Tuesta Vicente |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models Bayesian Analysis: General Capital market Consumption Currency Deflation Economics Exchange rates Finance Finance: General Financial markets Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Inflation Macroeconomics Macroeconomics: Consumption National accounts Open Economy Macroeconomics Price Level Prices Real exchange rates Saving Securities markets Wealth |
| ISBN |
9786613830111
9781462348794 1462348793 9781452744087 1452744084 9781283517669 1283517663 9781451987928 1451987927 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910959026803321 |
Tuesta Vicente
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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New Keynesian exchange rate pass-through / / Woon Gyu Choi and David Cook ; authorized for distribution by Nadeem Haque
| New Keynesian exchange rate pass-through / / Woon Gyu Choi and David Cook ; authorized for distribution by Nadeem Haque |
| Autore | Choi Woon Gyu |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 332.450973 |
| Altri autori (Persone) |
CookDavid
HaqueNadeem |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - United States - Econometric models
Phillips curve - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1442-2
1-4527-0972-6 9786612841644 1-4518-7071-X 1-282-84164-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. The Data; Figures; 1. The Trade-Weighted Index of the Relative Prices; 2. U.S. Import Price Inflation and Foreign PPI Inflation; IV. Estimated Results; A. Defining Exchange Rate Pass-through; B. Benchmark Regressions; Tables; 1. Estimation Results of the Pass-Through Effect Model; C. Estimating Pass-Though Effects for a Sub-sample Period; D. Robustness Checks: Alternative Specification; 2. Estimating the Pass-through Effect Model: Alternative Specifications; E. Pass-through Effect Model with a Mix of LCP and PCP
3. Estimating the Pass-through Effect Model: A Mix of LCP and PCPF. Regional Models and Country Specific Exports; 4. Regional Pass-through Effect Model: A Mix of LCP and PCP; V. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910463600903321 |
Choi Woon Gyu
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
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New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi
| New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi |
| Autore | Cook David |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 332.450973 |
| Altri autori (Persone) | ChoiWoon |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - United States - Econometric models
Phillips curve - Econometric models Foreign Exchange Inflation Macroeconomics Price Level Deflation Currency Foreign exchange Import prices Exchange rate pass-through Producer prices Sticky prices Prices Imports |
| ISBN |
1-4623-1442-2
1-4527-0972-6 9786612841644 1-4518-7071-X 1-282-84164-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. The Data; Figures; 1. The Trade-Weighted Index of the Relative Prices; 2. U.S. Import Price Inflation and Foreign PPI Inflation; IV. Estimated Results; A. Defining Exchange Rate Pass-through; B. Benchmark Regressions; Tables; 1. Estimation Results of the Pass-Through Effect Model; C. Estimating Pass-Though Effects for a Sub-sample Period; D. Robustness Checks: Alternative Specification; 2. Estimating the Pass-through Effect Model: Alternative Specifications; E. Pass-through Effect Model with a Mix of LCP and PCP
3. Estimating the Pass-through Effect Model: A Mix of LCP and PCPF. Regional Models and Country Specific Exports; 4. Regional Pass-through Effect Model: A Mix of LCP and PCP; V. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910788346403321 |
Cook David
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi
| New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi |
| Autore | Cook David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 332.450973 |
| Altri autori (Persone) | ChoiWoon |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - United States - Econometric models
Phillips curve - Econometric models Currency Deflation Exchange rate pass-through Foreign Exchange Foreign exchange Import prices Imports Inflation Macroeconomics Price Level Prices Producer prices Sticky prices |
| ISBN |
9786612841644
9781462314423 1462314422 9781452709727 1452709726 9781451870718 145187071X 9781282841642 1282841645 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. The Data; Figures; 1. The Trade-Weighted Index of the Relative Prices; 2. U.S. Import Price Inflation and Foreign PPI Inflation; IV. Estimated Results; A. Defining Exchange Rate Pass-through; B. Benchmark Regressions; Tables; 1. Estimation Results of the Pass-Through Effect Model; C. Estimating Pass-Though Effects for a Sub-sample Period; D. Robustness Checks: Alternative Specification; 2. Estimating the Pass-through Effect Model: Alternative Specifications; E. Pass-through Effect Model with a Mix of LCP and PCP
3. Estimating the Pass-through Effect Model: A Mix of LCP and PCPF. Regional Models and Country Specific Exports; 4. Regional Pass-through Effect Model: A Mix of LCP and PCP; V. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910957404703321 |
Cook David
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
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