The Violent Maintenance of the Portuguese Colonial Identity and the Search for a Postcolonial one: literary images of Portugal as a colonial and postcolonial nation

Through the examination of Camões's Os Lusíadas , Sena's Os Grão-Capitães and Saramago's A Jangada de Pedra , this article explores violence as a means of shaping Portuguese identity in different historical contexts, and how these works portray the continued recourse to violence as Portugal moves from colonizing to postcolonial nation.

The Gazeta de Literatura de México (1788-1795): The Formation of a Literary-Scientific Periodical in Late-Viceregal Mexico

The study of the periodical press has long played an important role in understanding the transmission and reception of ideas in early modero history. This article explores different facets of the formation of one of Spanish America's most important early periodicals, the_Gazeta de Literatura de México, in order to deepen our understanding of the nature of Mexican periodical publications and in particular the work of José Antonio Alzate y Ramírez. It also seeks to place the Gazeta de Literatura firmly within the international republic of letters, linking it to contemporary periodicals in Mexico and Europe.

Solving exchange rate puzzles with neither sticky prices nor trade costs

We present a simple framework in which both the exchange rate disconnect and forward bias puzzles are simultaneously resolved. The flexible-price two-country monetary model is extended to include a consumption externality with habit persistence. Habitpersistence is modeled using Campbell Cochrane preferences with ‘deep’ habits along the lines of the work of Ravn, Schmitt-Grohe and Uribe. By deep habits, we mean habits defined over goods rather than countries. The model is simulated using the artificial economy methodology. It offers a neo-classical explanation of the Meese–Rogoff puzzle and mimics the failure of fundamentals to explain nominal exchange rates in a linear setting. Finally, the model naturally generates the negative slope in the standard forward market regression.