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Nominal exchange rate regimes and the stochastic behavior of real variables

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  • Caporale, Guglielmo Maria
  • Pittis, Nikitas

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Bibliographic Info

Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 14 (1995)
Issue (Month): 3 (June)
Pages: 395-415

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Handle: RePEc:eee:jimfin:v:14:y:1995:i:3:p:395-415

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Web page: http://www.elsevier.com/locate/inca/30443

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References

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  1. Vittorio U. Grilli & Graciela Kaminsky, 1989. "Nominal Exchange Rate Regimes and the Real Exhange Rate, Evidence from the U.S. and Britain, 1885-1986," NBER Working Papers 3067, National Bureau of Economic Research, Inc.
  2. Philip A. Klein & Geoffrey H. Moore, 1985. "Monitoring Growth Cycles in Market-Oriented Countries: Developing and Using International Economic Indicators," NBER Books, National Bureau of Economic Research, Inc, number klei85-1, July.
  3. Michael R. Darby, 1983. "Movements in Purchasing Power Parity: The Short and Long Runs," NBER Chapters, in: The International Transmission of Inflation, pages 462-477 National Bureau of Economic Research, Inc.
  4. Baxter, M. & Stockman, A.C., 1988. "Business Cycles And The Exchange Rate System: Some International Evidence," RCER Working Papers 140, University of Rochester - Center for Economic Research (RCER).
  5. Lucas, Robert E., 1977. "Understanding business cycles," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 5(1), pages 7-29, January.
  6. Michael R. Darby & James Lothian, 1989. "The International Transmission of Inflation Afloat," NBER Chapters, in: Money, History, and International Finance: Essays in Honor of Anna J. Schwartz, pages 203-244 National Bureau of Economic Research, Inc.
  7. Harman, Harry H., 1976. "Modern Factor Analysis," University of Chicago Press Economics Books, University of Chicago Press, edition 3, number 9780226316529, October.
  8. Philip A. Klein & Geoffrey H. Moore, 1985. "Introduction to "Monitoring Growth Cycles in Market-Oriented Countries: Developing and Using International Economic Indicators"," NBER Chapters, in: Monitoring Growth Cycles in Market-Oriented Countries: Developing and Using International Economic Indicators, pages 3-27 National Bureau of Economic Research, Inc.
  9. Stockman, Alan C. & Stockman, Alan C., 1983. "Real exchange rates under alternative nominal exchange-rate systems," Journal of International Money and Finance, Elsevier, vol. 2(2), pages 147-166, August.
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Cited by:
  1. Angelos Kanas & Christos Ioannidis, 2010. "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 180-197.
  2. Horst Feldmann, 2013. "Exchange Rate Regimes and Unemployment," Open Economies Review, Springer, vol. 24(3), pages 537-553, July.
  3. Josheski, Dushko & Lazarov, Darko, 2012. "Nominal effective exchange rate neutrality: the case of Macedonia," MPRA Paper 37994, University Library of Munich, Germany.
  4. Giugale, Marcelo & Korobow, Adam, 2000. "Shock persistence and the choice of foreign exchange regime - an empirical note from Mexico," Policy Research Working Paper Series 2371, The World Bank.
  5. St├ęphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
  6. St├ęphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
  7. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775.
  8. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.

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