The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 209
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Does household heterogeneity matter for exchange rate determination? This paper tests Kocherlakota and Pistaferri’s (2007) prominent heterogeneous agent model, in which the real exchange rate perfectly tracks relative domestic/foreign moments of cross-household consumption distributions. The evidence presented here indicates that the real exchange rate is disconnected from relative cross-household consumption moments.

Technical Details

RePEc Handle
repec:eee:ecolet:v:209:y:2021:i:c:s0165176521003876
Journal Field
General
Author Count
1
Added to Database
2026-01-25