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On the macroeconomic causes of exchange rates volatility

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Author Info
Claudio Morana ()
Abstract

What are the causes of exchange rate volatility? When second moments implications of theories of exchange rates determination are considered, long-term fundamental linkages between macroeconomic and exchange rate volatility can be envisaged. Moreover, as the exchange rate is an important determinant of aggregate demand, bidirectional causality should be expected. The results of the paper support the above intuitions pointing to important linkages and trade-offs relating exchange rate and macroeconomic volatility, with causality direction stronger from macroeconomic volatility to exchange rate volatility than the other way around. In particular, with a long-term perspective, Friedman (1953) conclusions on the macroeconomic sources of exchange rates instability and the impossibility of eliminating systemic volatility find full support in the empirical findings.

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Publisher Info
Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers with number 8-2007.

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Length: 44 pages
Date of creation: Mar 2007
Date of revision:
Handle: RePEc:icr:wpicer:8-2007

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Related research
Keywords: exchange rates volatility; macroeconomic volatility; long memory; structural change; fractional cointegration; cobreaking; fractionally integrated factor vector autoregressive model; G-7 area;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
F31 - International Economics - - International Finance - - - Foreign Exchange
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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  6. Flood, Robert P. & Rose, Andrew K., 1995. "Fixing exchange rates A virtual quest for fundamentals," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 3-37, August. [Downloadable!] (restricted)
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  14. Jushan Bai, 2003. "Inferential Theory for Factor Models of Large Dimensions," Econometrica, Econometric Society, vol. 71(1), pages 135-171, January. [Downloadable!] (restricted)
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  18. Rose, Andrew K, 1996. "After the Deluge: Do Fixed Exchange Rates Allow Inter-temporal Volatility Tradeoffs?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(1), pages 47-54, January. [Downloadable!] (restricted)
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  19. Bai, Jushan, 2004. "Estimating cross-section common stochastic trends in nonstationary panel data," Journal of Econometrics, Elsevier, vol. 122(1), pages 137-183, September. [Downloadable!] (restricted)
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