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Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help

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Author Info
Rafael Torres Sánchez () (School of Economics and Business Administration, University of Navarra)
Javier Gómez Biscarri () (School of Economics and Business Administration, University of Navarra)
Fernando Pérez de Gracia () (School of Economics and Business Administration, University of Navarra)

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Abstract

This article explores the behavior of exchange rates in Spain during the XVIII century. We posit that exchange rates were the result of both government intervention over nominal values of currencies and the estimate that the market –of bills of exchange- gave to the value of the currency. We analyze the exchange rates quoted in London on three Spanish cities between 1699 and 1826. After a brief overview of the functioning of the Spanish monetary system and of exchange rate determination, we assess the extent to which the exchange rate responded to market fundamentals by testing some theoretical models of exchange rate determination. The results suggest that purchasing power parity held during the XVIII century, with the exchange rate tracking quite closely the behavior of inflation differentials. Deviations from PPP appeared at the end of the century, due mostly to changes in the real exchange rate caused by the bilateral trade balance between Spain and Great Britain and, maybe, to productivity differentials.

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Paper provided by School of Economics and Business Administration, University of Navarra in its series Faculty Working Papers with number 12/04.

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Length: 40 pages pages
Date of creation: Sep 2004
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Publication status: Published, Revista de Historia Economica, 2005, vol. 1: pp. 143-174
Handle: RePEc:una:unccee:wp1204

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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
N13 - Economic History - - Macroeconomics and Monetary Economics; Growth and Fluctuations - - - Europe: Pre-1913
N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913

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  1. Kenneth A. Froot & Kenneth Rogoff, 1996. "Perspectives on PPP and Long-Run Real Exchange Rates," NBER Working Papers 4952, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Frenkel, Jacob A, 1976. " A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence," Scandinavian Journal of Economics, Blackwell Publishing, vol. 78(2), pages 200-224.
  3. Schubert, Eric S., 1989. "Arbitrage in the foreign exchange markets of London and Amsterdam during the 18th century," Explorations in Economic History, Elsevier, vol. 26(1), pages 1-20, January. [Downloadable!] (restricted)
  4. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier. [Downloadable!] (restricted)
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(explanations, 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.)

  1. Rafael Torres, . "Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783," Faculty Working Papers 09/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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