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International capital flows under dispersed private information
Journal of International Economics, 2014Abstract It is well established that private information is critical to our understanding of asset prices. In this paper we argue that it also affects international capital flows and use a simple two-country DSGE model to illustrate its impact. We show that private information (i) increases the volatility of both net and gross capital flows, (ii ...
Cédric Tille, Eric van Wincoop
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The Signaling Effect of Exchange Rates: Pass-Through under Dispersed Information [PDF]
SSRN Electronic Journal, 2012 We examine exchange-rate pass-through (ERPT) to prices in a model of dispersed information in which the nominal exchange rate imperfectly conveys information about the underlying fundamentals. If the information is complete, ERPT is also complete. Under dispersed information, we derive conditions under which our model displays three properties that are
Waldyr Areosa, Marta Areosa
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Temporal filtering for Montgomery self-imaging under dispersive transmission
Applied Optics, 2007We present what we believe is a new method to introduce self-imaging properties under dispersive transmission of single or multiple light pulses with different temporal characteristics. By properly performing a temporal filtering into a given input signal it can produce an output signal having a spectral content satisfying the Montgomery condition ...
Christian, Cuadrado-Laborde +3 more
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Moderating noise-driven macroeconomic fluctuations under dispersed information
Journal of Economic Dynamics and Control, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On thermally stimulated currents under dispersive transport regime
Journal of Non-Crystalline Solids, 1997Abstract The formulas describing thermally stimulated currents (TSCs) due to dispersive carrier transport for monomolecular and bimolecular recombination are given. Contrary to a paper by Arkhipov and Adriaenssens (AA), strong carrier retrapping is assumed.
W. Tomaszewicz, J. Rybicki, P. Grygiel
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Analysis of Proportions in the Presence of over-/under-Dispersion
Biometrics, 1995Summary: Procedures for testing homogeneity of proportions, in the presence of over-dispersion or under-dispersion, occurring in several groups in toxicology (teratology or mutagenicity) or other similar fields, are developed. We consider \(C(\alpha)\) or score type tests based on a parametric model, namely, the extended beta-binomial model and two ...
Paul, Sudhir R., Islam, Ali S.
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