Productivity shocks and real exchange rates
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 52 (2005)
Issue (Month): 3 (April)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505566
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991.
"Stochastic trends and economic fluctuations,"
Working Paper Series, Macroeconomic Issues
91-4, Federal Reserve Bank of Chicago.
- Bankim Chadha & Eswar Prasad, 1997.
"Real Exchange Rate Fluctuations and the Business Cycle: Evidence from Japan,"
IMF Staff Papers,
Palgrave Macmillan, vol. 44(3), pages 328-355, September.
- Eswar Prasad & Bankim Chadha, 1996. "Real Exchange Rate Fluctuations and the Business Cycle: Evidence from Japan," IMF Working Papers 96/132, International Monetary Fund.
- Jon Faust & Eric M. Leeper, 1994.
"When do long-run identifying restrictions give reliable results?,"
International Finance Discussion Papers
462, Board of Governors of the Federal Reserve System (U.S.).
- Faust, Jon & Leeper, Eric M, 1997. "When Do Long-Run Identifying Restrictions Give Reliable Results?," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 345-53, July.
- Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," Working Paper 94-2, Federal Reserve Bank of Atlanta.
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
- Weber, Axel A., 1997. "Sources of Purchasing Power Disparities Between the G3-Economies," Discussion Paper Serie B 419, University of Bonn, Germany.
- Alexius, Annika & Carlsson, Mikael, 2002.
"Measures of Technology and the Business Cycle,"
Working Paper Series
2002:10, Uppsala University, Department of Economics, revised 02 Mar 2006.
- Park, Joon Y, 1992. "Canonical Cointegrating Regressions," Econometrica, Econometric Society, vol. 60(1), pages 119-43, January.
- Rogers, John H., 1999.
"Monetary shocks and real exchange rates,"
Journal of International Economics,
Elsevier, vol. 49(2), pages 269-288, December.
- James H. Stock & Mark W. Watson, 1991.
"A simple estimator of cointegrating vectors in higher order integrated systems,"
Working Paper Series, Macroeconomic Issues
91-3, Federal Reserve Bank of Chicago.
- Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
- Weber, Axel A., 1997. "Sources of Purchasing Power Disparities between the G3 Economies," Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 548-583, December.
- Maurice Obstfeld, 1985. "Floating Exchange Rates: Experience and Prospects," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 16(2), pages 369-464.
- Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584.
- Annika Alexius & Erik Post, 2008.
"Exchange rates and asymmetric shocks in small open economies,"
Springer, vol. 35(3), pages 527-541, November.
- Alexius, Annika & Post, Erik, 2005. "Exchange Rates and Asymmetric Shocks in Small Open Economies," Working Paper Series 2005:10, Uppsala University, Department of Economics.
- Jinjarak, Yothin, 2007. "Foreign direct investment and macroeconomic risk," Journal of Comparative Economics, Elsevier, vol. 35(3), pages 509-519, September.
- Alexius, Annika & Post, Erik, 2006. "Cointegration and the stabilizing role of exchange rates," Working Paper Series 2006:8, Uppsala University, Department of Economics.
- Mulraine, Millan L. B., 2006. "Real Exchange Rate Dynamics With Endogenous Distribution Costs," MPRA Paper 9, University Library of Munich, Germany.
- Tervala, Juha, 2007. "Technology Shocks and Employment in Open Economies (rev.)," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(15 (Versi), pages 1-27.
- Tervala, Juha, 2007.
"Technology Shocks and Employment in Open Economies,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy, vol. 1(15), pages 1-27.
- Tervala, Juha, 2007. "Technology Shocks and Employment in Open Economies," Economics Discussion Papers 2007-40, Kiel Institute for the World Economy.
- Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011.
"Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America,"
Journal of International Money and Finance,
Elsevier, vol. 30(5), pages 709-723, September.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo Group Munich.
- Narayan, Paresh Kumar, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, Elsevier, vol. 17(4), pages 338-351, December.
- Aloy, Marcel & Gente, Karine, 2009. "The role of demography in the long-run Yen/USD real exchange rate appreciation," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 654-667, December.
- Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006.
"Real exchange rates and real interest rates : a nonlinear perspective,"
Recherches économiques de Louvain,
De Boeck Université, vol. 72(2), pages 177-194.
- Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gehrke, Britta & Yao, Fang, 2013. "Sources of International Business Cycles: The Role of Real Supply Shocks Revisited," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.