Estimation Of The Equilibrium Real Exchange Rate For South Africa1

Citations

Cited by:

1. Fazle Rabbi & Delwar Akbar & SM Zobaidul Kabir, 2015. "Environment Kuznets Curve for Carbon Emissions: A Cointegration Analysis for Bangladesh," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 45-53.
2. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
   • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers hal-01821156, HAL.
   • BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE 2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   • V. Bodart & B. Candelon & J.-F. Carpantier, 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Post-Print hal-01821146, HAL.
   • Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
3. Nikolaos Giannellis & Minoas Koukouritakis, 2018. "Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates," Open Economies Review, Springer, vol. 29(5), pages 1123-1151, November.
4. Ruslan Zaynutdinov, 2015. "Russia and Europe Under Sanctions: Problems of Energy Development," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 415-421.
5. Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
6. Prabheesh, K.P. & Prakash, Branesh & Vuniivi, Viliame, 2023. "Assessment of Fiji’s exchange rate," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1282-1305.
7. Trust R. Mpofu, 2021. "The determinants of real exchange rate volatility in South Africa," The World Economy, Wiley Blackwell, vol. 44(5), pages 1380-1401, May.
8. Horvath, Roman & Komarek, Lubos, 2006. "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper 1180, University Library of Munich, Germany.
9. Emanuel Kohlscheen, 2014. "Long‐Run Determinants Of The Brazilian Real: A Closer Look At Commodities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 239-250, October.
   • Emanuel Kohlscheen, 2013. "Long-Run Determinants of the Brazilian Real: a closer look at commodities," Working Papers Series 314, Central Bank of Brazil, Research Department.
10. Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(1), March.
    • Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
11. Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
12. Mats Lundahl & Lennart Petersson, 2009. "Post-Apartheid South Africa: An Economic Success Story?," WIDER Working Paper Series RP2009-56, World Institute for Development Economic Research (UNU-WIDER).
13. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
    • Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers 2010_27, Business School - Economics, University of Glasgow.
    • Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2011. "Primary commodity prices : co-movements, common factors and fundamentals," Policy Research Working Paper Series 5578, The World Bank.
14. Couharde, Cécile & Sallenave, Audrey, 2013. "How do currency misalignments’ threshold affect economic growth?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 106-120.
    • Cécile Couharde & Audrey Allegret-Sallenave, 2013. "How do currency misalignments' threshold affect economic growth?," Post-Print hal-01385861, HAL.
    • Audrey Allegret Sallenave & Cécile Couharde, 2013. "How do currency misalignments’ threshold affect economic growth?," Post-Print hal-03572577, HAL.
15. Zameelah Khan Jaffur & Boopen Seetanah & Noor-Ul-Hacq Sookia, 2020. "A cross-country analysis of the determinants of the real effective exchange rate in fifteen Sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1686-1697.
16. Shehu Usman Rano, Aliyu, 2007. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10376, University Library of Munich, Germany.
    • Shehu Usman Rano, Aliyu, 2008. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10343, University Library of Munich, Germany.
17. Jeffrey Frankel, 2007. "On The Rand: Determinants Of The South African Exchange Rate," South African Journal of Economics, Economic Society of South Africa, vol. 75(3), pages 425-441, September.
    • Frankel, Jeffrey, 2007. "On the Rand: Determinants of the South African Exchange Rate," Working Paper Series rwp07-015, Harvard University, John F. Kennedy School of Government.
    • Jeffrey Frankel, 2007. "On the Rand: Determinants of the South African Exchange Rate," CID Working Papers 139, Center for International Development at Harvard University.
    • Jeffrey Frankel, 2007. "On the Rand: Determinants of the South African Exchange Rate," NBER Working Papers 13050, National Bureau of Economic Research, Inc.
18. Ken Miyajima, 2009. "Namibia'S Real Exchange Rate Performance1," South African Journal of Economics, Economic Society of South Africa, vol. 77(2), pages 228-244, June.
19. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
20. Sosunov, K. & Ushakov, N., 2009. "Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting," Journal of the New Economic Association, New Economic Association, issue 3-4, pages 97-121.
    • Sossounov, Kirill & Ushakov, Nikolay, 2009. "Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting," MPRA Paper 18549, University Library of Munich, Germany.
21. Byrne, Joseph P & Fazio, Giorgio & Fiess, Norbert, 2010. "Optimism and commitment: An elementary theory of bargaining and war," SIRE Discussion Papers 2010-102, Scottish Institute for Research in Economics (SIRE).
22. Balázs Égert, 2010. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," Open Economies Review, Springer, vol. 21(5), pages 655-677, November.
    • Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," CESifo Working Paper Series 2612, CESifo.
    • Balázs Égert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," OECD Economics Department Working Papers 692, OECD Publishing.
    • Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," William Davidson Institute Working Papers Series wp955, William Davidson Institute at the University of Michigan.
23. Roman Hotvath, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?," International Finance 0509006, University Library of Munich, Germany.
24. Michael Takudzwa Pasara & Vincent Mugwira, 2023. "Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 128-141, September.
25. Ms. Iyabo Masha & Mr. Leighton S Harris & Mr. Jian-Ye Wang & Ms. Kazuko Shirono, 2007. "The Common Monetary Area in Southern Africa: Shocks, Adjustment, and Policy Challenges," IMF Working Papers 2007/158, International Monetary Fund.
26. Lawrence Edwards & Robert Lawrence, 2006. "South African Trade Policy Matters: Trade Performance & Trade Policy," CID Working Papers 135, Center for International Development at Harvard University.
27. Ondrej Schneider & Jan Zapal, 2006. "Fiscal Policy in New EU Member States: Go East, Prudent Man!," Post-Communist Economies, Taylor & Francis Journals, vol. 18(2), pages 139-166.
    • Ondřej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States: Go East, Prudent Man!," Working Papers IES 76, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
    • Ondrej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States – Go East, Prudent Man!," CESifo Working Paper Series 1486, CESifo.
28. Sajjad Faraji Dizaji & Peter A G van Bergeijk, 2013. "Potential early phase success and ultimate failure of economic sanctions," Journal of Peace Research, Peace Research Institute Oslo, vol. 50(6), pages 721-736, November.
29. Kateřina Šmídková & Aleš Bulíř, 2005. "Would Fast Sailing Towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tell Us," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(4), pages 291-316.
30. Lawrence Edwards & Robert Lawrence, 2008. "South African trade policy matters Trade performance and trade policy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(4), pages 585-608, October.
    • Lawrence Edwards & Robert Z. Lawrence, 2006. "South African Trade Policy Matters: Trade Performance and Trade Policy," NBER Working Papers 12760, National Bureau of Economic Research, Inc.
31. Balázs Egert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," Working Papers hal-04141078, HAL.
32. Andrea Saayman, 2010. "A Panel Data Approach To The Behavioural Equilibrium Exchange Rate Of The Zar," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 57-75, March.
33. Balazs Egert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust are they?," CESifo Working Paper Series 3853, CESifo.
    • Balázs Égert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," EconomiX Working Papers 2012-18, University of Paris Nanterre, EconomiX.
34. Ndlela, Thandinkosi, 2010. "Implications of real exchange rate misalignment in developing countries: theory, empirical evidence and application to growth performance in Zimbabwe," MPRA Paper 32710, University Library of Munich, Germany.
35. Anjan Panday, 2014. "Exchange Rate Misalignment in Nepal," Journal of South Asian Development, , vol. 9(1), pages 1-25, April.
36. Roman Horváth, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?," Working Papers IES 75, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
37. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
    • Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2016. "When the walk is not random: commodity prices and exchange rates," BIS Working Papers 551, Bank for International Settlements.