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(Show Context)
Citation Context ...nson (2008). A further strand of the literature shows that the peak appreciation of nominal and real exchange rates as a response to monetary policy contraction occurs with a pronounced time lag (see =-=Clarida and Gali, 1994-=-, Eichenbaum and Evans, 1995, Kim, 2005, and Scholl and Uhlig, 2008). According to these analyses the impulse response function exhibits a hump-shape pattern, i.e. “delayed exchange rate overshooting ... |
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Citation Context ...trand of the literature shows that the peak appreciation of nominal and real exchange rates as a response to monetary policy contraction occurs with a pronounced time lag (see Clarida and Gali, 1994, =-=Eichenbaum and Evans, 1995-=-, Kim, 2005, and Scholl and Uhlig, 2008). According to these analyses the impulse response function exhibits a hump-shape pattern, i.e. “delayed exchange rate overshooting puzzle” (see e.g. Binder et ... |
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(Show Context)
Citation Context ... appreciation of nominal and real exchange rates as a response to monetary policy contraction occurs with a pronounced time lag (see Clarida and Gali, 1994, Eichenbaum and Evans, 1995, Kim, 2005, and =-=Scholl and Uhlig, 2008-=-). According to these analyses the impulse response function exhibits a hump-shape pattern, i.e. “delayed exchange rate overshooting puzzle” (see e.g. Binder et al., 2010). The effect of monetary poli... |
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Citation Context ...s that the peak appreciation of nominal and real exchange rates as a response to monetary policy contraction occurs with a pronounced time lag (see Clarida and Gali, 1994, Eichenbaum and Evans, 1995, =-=Kim, 2005-=-, and Scholl and Uhlig, 2008). According to these analyses the impulse response function exhibits a hump-shape pattern, i.e. “delayed exchange rate overshooting puzzle” (see e.g. Binder et al., 2010).... |
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(Show Context)
Citation Context ...vans, 1995, Kim, 2005, and Scholl and Uhlig, 2008). According to these analyses the impulse response function exhibits a hump-shape pattern, i.e. “delayed exchange rate overshooting puzzle” (see e.g. =-=Binder et al., 2010-=-). The effect of monetary policy on the nominal and real exchange rate has been mostly analyzed within a vector autoregression (VAR) model. Clarida and Gali (1994) examine, for instance, the role of m... |
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