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Christopher Erceg

Papers by Christopher Erceg tracked in the Macro Paper Warehouse.

2 papers tracked 0 forthcoming 2 classics
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Published Classic IMF Working Papers Published Dec 2021
A Quantitative Microfounded Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Marcin Kolasa · Jesper Lindé · Pawel Zabczyk

A microfounded two-country New Keynesian model, calibrated separately to a representative emerging market and a representative advanced economy, in which limited FX-market risk-bearing capacity and an …

Published Classic IMF Working Papers Published Jul 2020
A Quantitative Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Jesper Lindé · Pawel Zabczyk · Jianping Zhou

An empirically-oriented New Keynesian small open economy model, of the kind central banks use, built to quantify when foreign exchange intervention and capital flow management tools improve monetary …