Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model
收藏NBER2020-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w27844
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资源简介:
We study international currency risk in a two-country dynamic stochastic general equilibrium model under incomplete markets. The underlying sources of risk are direct shocks to productivity growth, shocks to a long-run risk component of productivity growth, shocks to a stochastic volatility
提供机构:
美国国家经济研究局
创建时间:
2020-09-01



