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Accounting for real and nominal exchange rate movements in the post-Bretton Woods period

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  • Enders, Walter
  • Lee, Bong-Soo

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Bibliographic Info

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

Volume (Year): 16 (1997)
Issue (Month): 2 (April)
Pages: 233-254

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Handle: RePEc:eee:jimfin:v:16:y:1997:i:2:p:233-254

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

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References

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  1. Ronald MacDonald & Mark P. Taylor, 1992. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting," IMF Working Papers 92/34, International Monetary Fund.
  2. Corbae, Dean & Ouliaris, Sam, 1988. "Cointegration and Tests of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 508-11, August.
  3. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
  4. Lee, Bong-Soo, 1995. "The Response of Stock Prices to Permanent and Temporary Shocks to Dividends," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(01), pages 1-22, March.
  5. Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September.
  6. Lastrapes, William D, 1992. "Sources of Fluctuations in Real and Nominal Exchange Rates," The Review of Economics and Statistics, MIT Press, vol. 74(3), pages 530-39, August.
  7. Ahmed, S. & Ickes, B. & Wang, P. & Yoo, S., 1989. "International Business Cycles," Papers 7-89-4, Pennsylvania State - Department of Economics.
  8. Lee, Bong-Soo, 1996. "Time-Series Implications of Aggregate Dividend Behavior," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 589-618.
  9. MacDonald, Ronald & Taylor, Mark P., 1994. "The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 276-290, June.
  10. Olivier Jean Blanchard & Danny Quah, 1990. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," NBER Working Papers 2737, National Bureau of Economic Research, Inc.
  11. Danny Quah, 1988. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," Working papers 498, Massachusetts Institute of Technology (MIT), Department of Economics.
  12. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  13. Martin D. Evans & James R. Lothian, 1992. "The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates," Working Papers 92-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  14. Adrian W. Throop, 1989. "Reagan fiscal policy and the dollar," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar24.
  15. Adrian W. Throop, 1989. "Reagan fiscal policy and the dollar," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 18-26.
  16. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.
  17. MacDonald, Ronald, 1993. "Long-Run Purchasing Power Parity: Is It for Real?," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 690-95, November.
  18. Evan F. Koenig, 1989. "Recent trade and exchange rate movements: possible explanations," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Sep, pages 13-28.
  19. Adler, Michael & Lehmann, Bruce, 1983. " Deviations from Purchasing Power Parity in the Long Run," Journal of Finance, American Finance Association, vol. 38(5), pages 1471-87, December.
  20. Paula R. Worthington, 1991. "Investment, GNP, and real exchange rates," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jul, pages 2-10.
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