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Title:Exchange Rates and Fundamentals: Co-movement, long-run relationships and short-run dynamics Author(s):BEKIROS, Stelios D. EUI affiliated

Date:2011Type:Working PaperSeries/Number:EUI ECO; 2011/21Abstract:The present study builds upon the seminal work of Engel and West [2005, Journal of Political Economy 113, 485-517] and in particular on the relationship between exchange rates and fundamentals. The paper discusses the ...

Title:Testing dynamic general equilibrium models : with application to calibrated and simulated business cycle models Author(s):ORTEGA, EvaDate:1998Citation: Florence : European University Institute, 1998 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Stochastic dynamic general equilibrium models have become in recent years the central paradigm for the analysis and understanding of macroeconomic fluctuations. As Gali (1995) puts it, though early applications to business ...