Monetary policy and exchange rate overshooting: Dornbusch was right after all

Journal of International Economics

Volumn 79, Issue 1, 2009, Pages 64-77

  Bjørnland, Hilde C ^a,b  

^a BI NORWEGIAN BUSINESS SCHOOL   (Norway)

^b NORGES BANK   (Norway)

Author keywords

Dornbusch overshooting; Exchange rate; Monetary policy; Structural vector autoregressive (VAR); Uncovered interest parity (UIP)

Indexed keywords

EMPIRICAL ANALYSIS; INTEREST RATE; MACROECONOMICS; MODELING; MONETARY POLICY; REAL EXCHANGE RATE; VECTOR AUTOREGRESSION;

EID: 69549107521     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2009.06.003     Document Type: Article

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