Exchange Rates and Fundamentals: Closing a Two-country Model

Takashi Kano and 隆 加納

No 2013-07, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Exchange rates; Present-value model; Economic fundamentals; Random walk; Two- country model; Incomplete markets; Cointegrated TFPs; Debt elastic risk premium; Backus-Smith puzzle (search for similar items in EconPapers)
JEL-codes: E31 E37 F41 (search for similar items in EconPapers)
Pages: 40 pages
Date: 2014-08-03
New Economics Papers: this item is included in nep-dge, nep-mac and nep-opm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/25834/070econDP13-07.pdf

Related works:
Working Paper: Exchange Rates and Fundamentals: Closing a Two-country Model (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2013-07

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