Real exchange-rate prediction over long horizons

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Real exchange-rate prediction over long horizons

Author Info

Mark, Nelson C.
Choi, Doo-Yull

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Nelson C. Mark

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Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 43 (1997)
Issue (Month): 1-2 (August)
Pages: 29-60
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:inecon:v:43:y:1997:i:1-2:p:29-60

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Web page: http://www.elsevier.com/locate/inca/505552

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Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part II: Aspects of Exchange-Rate Economics," Economics Discussion / Working Papers 03-06, The University of Western Australia, Department of Economics. [Downloadable!]
Charles Engel & Chang-Jin Kim, 1996. "The Long-Run U.S./U.K. Real Exchange Rate," NBER Working Papers 5777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Engel, C. & Kim, C.J., 1996. "The Long-Run U.S./U.K. real Exchange Rate," Discussion Papers in Economics at the University of Washington 96-14, Department of Economics at the University of Washington.
- Engel, C. & Kim, C.J., 1996. "The Long-Run U.S./U.K. real Exchange Rate," Working Papers 96-14, University of Washington, Department of Economics.
- Engel, Charles & Kim, Chang-Jin, 1999. "The Long-Run U.S./U.K. Real Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(3), pages 335-56, August.
M. Ali Kemal & Rana Murad Haider, 2004. "Exchange Rate Behaviour after Recent Float: The Experience of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 829-852. [Downloadable!]
Nelson C. Mark & Yangru Wu, 1996. "Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity," Working Papers 014, Ohio State University, Department of Economics. [Downloadable!]
Other versions:
- Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute. [Downloadable!]
Joseph E. Gagnon, 1996. "Net foreign assets and equilibrium exchange rates: panel evidence," International Finance Discussion Papers 574, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Working Papers 0050, University of Washington, Department of Economics. [Downloadable!]
Other versions:
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 96-05, Department of Economics at the University of Washington.
- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 0050, Department of Economics at the University of Washington. [Downloadable!]
- Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Working Papers 96-05, University of Washington, Department of Economics.
- Engel, Charles, 2000. "Long-run PPP may not hold after all," Journal of International Economics, Elsevier, vol. 51(2), pages 243-273, August. [Downloadable!] (restricted)
Philippe Bacchetta & Eric van Wincoop, 1998. "Does exchange rate stability increase trade and capital flows?," Research Paper 9818, Federal Reserve Bank of New York. [Downloadable!]
Other versions:
- Philippe Bacchetta & Eric Van Wincoop, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," NBER Working Papers 6704, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Bacchetta, Philippe & van Wincoop, Eric, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," CEPR Discussion Papers 1962, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
- Philippe Bacchetta & Eric van Wincoop, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," Working Papers 98.04, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
Chung-Han Kim, 2000. "Balassa-Samuelson Theory And Predictability Of The Us/Uk Real Exchange Rate," International Economic Journal, Korean International Economic Association, vol. 14(3), pages 101-121, October. [Downloadable!] (restricted)
Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum 23/2002, Oslo University, Department of Economics. [Downloadable!]
Other versions:
- Hilde Christiane Bjørnland and Håvard Hungnes, 2002. "Fundamental determinants of the long run real exchange rate: The case of Norway," Discussion Papers 326, Research Department of Statistics Norway. [Downloadable!]
Klaassen, F., 1999. "Why is it so difficult to find an effect of exchange rate risk on trade?," Discussion Paper 73, Tilburg University, Center for Economic Research. [Downloadable!]
Other versions:
- Franc Klaassen, 2000. "Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?," Econometric Society World Congress 2000 Contributed Papers 0133, Econometric Society. [Downloadable!]
- Klaassen, Franc, 2004. "Why is it so difficult to find an effect of exchange rate risk on trade?," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 817-839, September. [Downloadable!] (restricted)
Alexius, Annika, 2001. "How to Beat the Random Walk," Working Paper Series 175, Trade Union Institute for Economic Research. [Downloadable!]
Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23. [Downloadable!]
SALTO, Matteo, 1998. "Indeterminacy of equilibrium allocations in monetary open economies," CORE Discussion Papers 1998062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics. [Downloadable!]
Other versions:
- Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November. [Downloadable!] (restricted)
Jan J J Groen & Clare Lombardelli, . "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England. [Downloadable!]
Andreas Andersson & Pär Österholm, 2006. "Population age structure and real exchange rates in the OECD," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 1-18, March. [Downloadable!] (restricted)
Hilde C. Bjørnland and Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Research Department of Statistics Norway. [Downloadable!]
Other versions:
- Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics. [Downloadable!]
- Hilde C Bjørnland & Håvard Hungnes, 2008. "The Commodity Currency Puzzle," Icfai University Journal of Monetary Economics, Icfai Press, vol. 0(2), pages 7-30, May.
R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Other versions:
- van Dijk, D. & Berben, R.P., 1998. "Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression?," Papers 9814/a, Erasmus University of Rotterdam - Econometric Institute.

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