Dynamic risksharing in the United States and Europe
Article Abstract:
A new methodology is used to analyze the dynamics of channels of interregional risksharing and intertemporal smoothing applied to the United States and Europe. The reports explain that there is a strong substitutability between capital and credit smoothing in the United States.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2004
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International transmission of U.S. monetary policy shocks: Evidence from VAR's
Article Abstract:
The international transmission of US monetary policy shocks during a flexible exchange rate period is examined using VAR models.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2001
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Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
Article Abstract:
A structural VAR approach is used to identify monetary policy shocks on exchange rates.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2000
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