The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models (AER 2008)

From ReplicationWiki
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jón Steinsson The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models AER 2008 1 519 - 533 E31, E32, F31 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Hodrick-Prescott filter, Median Macro, Time series trade weighted real exchange rates from, Bank of International Settlements, aggregate consumption data from, IMF International Financial Statistics (IFS) Switzerland MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Jens Iversen, Ulf Söderström The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models: Comment AER 2014 3 1072-89 E52, F41, F44 - 3 - reproduction (new methods) 2 - failed (different results) - 1 - yes -

References

DOI: 10.1257/aer.98.1.519 IDEAS: a/aea/aecrev/v98y2008i1p519-33.html EconPapers: RePEc:aea:aecrev:v:98:y:2008:i:1:p:519-33


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox