The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation
dc.contributor.author | Kollmann, R. | |
dc.date.accessioned | 2008-01-24T14:28:05Z | |
dc.date.available | 2008-01-24T14:28:05Z | |
dc.date.issued | 1996 | |
dc.identifier.uri | http://hdl.handle.net/1866/2059 | |
dc.format.extent | 2026226 bytes | |
dc.format.mimetype | application/pdf | |
dc.publisher | Université de Montréal. Département de sciences économiques. | fr |
dc.subject | [JEL:E30] Macroeconomics and Monetary Economics - Prices, Business Fluctuations, and Cycles - General | en |
dc.subject | [JEL:E32] Macroeconomics and Monetary Economics - Prices, Business Fluctuations, and Cycles - Business Fluctuations; Cycles | en |
dc.subject | [JEL:F30] International Economics - International Finance - General | en |
dc.subject | [JEL:F31] International Economics - International Finance - Foreign Exchange | en |
dc.subject | [JEL:E30] Macroéconomie et économie monétaire - Prix, fluctuations des affaires, inflation et cycles économiques - Généralités | fr |
dc.subject | [JEL:E32] Macroéconomie et économie monétaire - Prix, fluctuations des affaires, inflation et cycles économiques - Fluctuations des affaires, cycles économiques | fr |
dc.subject | [JEL:F30] Économie internationale - Finance internationale - Généralités | fr |
dc.subject | [JEL:F31] Économie internationale - Finance internationale - Taux de change | fr |
dc.title | The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation | |
dc.type | Article | |
dc.contributor.affiliation | Université de Montréal. Faculté des arts et des sciences. Département de sciences économiques | |
dcterms.abstract | This paper studies a dynamic-optimizing model of a semi-small open economy with sticky nominal prices and wages. the model exhibits exchange rate overshooting in response to money supply shocks. the predicted variability of nominal and real exchange rates is roughly consistent with that of G7 effective exchange rates during the post-Bretton Woods era. | |
dcterms.isPartOf | urn:ISSN:0709-9231 | |
UdeM.VersionRioxx | Version publiée / Version of Record | |
oaire.citationTitle | Cahier de recherche | |
oaire.citationIssue | 9614 |
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