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Citations for "Sources of Fluctuations in Real and Nominal Exchange Rates"

by Lastrapes, William D

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  1. Takeshi Inoue & Shigeyuki Hamori, 2009. "What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India," Economics Bulletin, AccessEcon, vol. 29(4), pages 2803-2815.
  2. Kang-Soek Lee & Philippe Saucier, 2011. "Should the UK Join the Euro Zone? Evidence from a Synthetic OCA Assessment," European Journal of Comparative Economics, Cattaneo University (LIUC), Cattaneo University (LIUC), vol. 8(1), pages 77-96, June.
  3. van Amano, Robert A & Norden, Simon, 1998. "Exchange Rates and Oil Prices," Review of International Economics, Wiley Blackwell, Wiley Blackwell, vol. 6(4), pages 683-94, November.
  4. Kumah, F.Y., 1996. "The Effect of Monetary Policy on Exchange Rates: How to Solve the Puzzles," Discussion Paper, Tilburg University, Center for Economic Research 1996-70, Tilburg University, Center for Economic Research.
  5. Mirdala, Rajmund, 2012. "Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)," MPRA Paper 42060, University Library of Munich, Germany.
  6. Bernd Kempa, 2005. "How Important are Nominal Shocks in Driving Real Exchange Rates?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(2), pages 192-204, March.
  7. Dibooglu, Selahattin & Kutan, Ali M., 2000. "Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary," ZEI Working Papers, ZEI - Center for European Integration Studies, University of Bonn B 14-2000, ZEI - Center for European Integration Studies, University of Bonn.
  8. Kempa, Bernd, 2003. "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge, University of Duisburg-Essen, Faculty for Economics and Business Administration 129, University of Duisburg-Essen, Faculty for Economics and Business Administration.
  9. John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 493, Board of Governors of the Federal Reserve System (U.S.).
  10. Selahattin Dibooglu, 1995. "Real Disturbances, Relative Prices, and Purchasing Power Parity," International Finance, EconWPA 9502002, EconWPA.
  11. Ali M. Kutan & Selahattin Dibooglu, 1998. "Sources of real and nominal exchange rate fluctuations in transition economies," Working Papers, Federal Reserve Bank of St. Louis 1998-022, Federal Reserve Bank of St. Louis.
  12. Miller, Norman C., 2005. "Can exchange rate variations or trade policy alter the equilibrium current account?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(3), pages 465-480, April.
  13. Rogers, John H., 1999. "Monetary shocks and real exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 49(2), pages 269-288, December.
  14. Smets, Frank, 1997. "Financial Asset Prices and Monetary Policy: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1751, C.E.P.R. Discussion Papers.
  15. Jaanus Raim, 2004. "The Alternative to the Existing System of the Concepts about Purchasing Power Parity Deviations . Derived from the Estonian Experience," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology 115, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  16. Waheed, Muhammad, 2009. "Impact of real and nominal factors on long run equilibrium in Real Effective Exchange Rate (REER) in Pakistan," MPRA Paper 33169, University Library of Munich, Germany, revised Sep 2010.
  17. Yoonbai Kim, 1997. "How Real are Real Exchange Rates?," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(1), pages 87-108.
  18. Wang, Tao, 2005. "Sources of real exchange rate fluctuations in China," Journal of Comparative Economics, Elsevier, vol. 33(4), pages 753-771, December.
  19. Clarida, R. & Gali, J., 1993. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," Discussion Papers, Columbia University, Department of Economics 1993_25, Columbia University, Department of Economics.
  20. Jorge Herrera Hernández & Ramón A. Castillo Ponce, 2003. "Trends and cycles: How important are long- and short-run restictions? The case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(1), pages 133-155.
  21. Chen, Shiu-Sheng & Chen, Hung-Chyn, 2007. "Oil prices and real exchange rates," Energy Economics, Elsevier, Elsevier, vol. 29(3), pages 390-404, May.
  22. Zenon Kontolemis & Kevin Ross, 2005. "Exchange Rate Fluctuations in the New Member States of the European Union," Macroeconomics, EconWPA 0504015, EconWPA.
  23. William D. Craighead & Pao-Lin Tien, 2013. "Nominal Shocks and Real Exchange Rates: Evidence from Two Centuries," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics 2013-002, Wesleyan University, Department of Economics.
  24. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, Elsevier, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier.
  25. Davis, George K. & Miller, Norman C., 1996. "Exchange rate mean reversion from real shocks within an intertemporal equilibrium model," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(6), pages 947-967, December.
  26. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 58(1), pages 133-156, September.
  27. Shiu-Sheng Chen, 2004. "Real exchange rate fluctuations and monetary shocks: a revisit," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(1), pages 25-32.
  28. Sfia, Mohamed Daly, 2006. "Tunisia: Sources Of Real Exchange Rate Fluctuations," MPRA Paper 3129, University Library of Munich, Germany.
  29. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers, International Monetary Fund 09/212, International Monetary Fund.
  30. Naeem Ur Rehman Khattak & Muhammad Tariq & Jangraiz Khan, 2012. "Factors Affecting the Nominal Exchange Rate of Pakistan: An Econometric Investigation (1982-2008)," Asian Economic and Financial Review, Asian Economic and Social Society, Asian Economic and Social Society, vol. 2(2), pages 421-428, June.
  31. Amano, R. A. & van Norden, S., 1998. "Oil prices and the rise and fall of the US real exchange rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(2), pages 299-316, April.
  32. Shigeyuki Hamori & Naoko Hamori, 2007. "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, AccessEcon, vol. 6(32), pages 1-10.
  33. Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 144, Money Macro and Finance Research Group.
  34. Moore, Tomoe & Pentecost, Eric J., 2006. "An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach," Journal of Comparative Economics, Elsevier, vol. 34(2), pages 357-376, June.
  35. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies 215, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  36. Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(3), pages 1-18.
  37. Lambrias, Kyriacos, 2011. "World Technology Shocks and the Real Euro-Dollar Exchange Rate," TSE Working Papers, Toulouse School of Economics (TSE) 11-261, Toulouse School of Economics (TSE).
  38. Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010. "Real Shock or Nominal Shock? Exchange Rate Movements in Cambodia and Lao PDR," Working Papers, Research Institute, International University of Japan EMS_2010_05, Research Institute, International University of Japan.
  39. Christian Pierdzioch, 2003. "Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates," Kiel Working Papers, Kiel Institute for the World Economy 1140, Kiel Institute for the World Economy.
  40. repec:ebl:ecbull:v:6:y:2007:i:32:p:1-10 is not listed on IDEAS
  41. Narayan, Paresh Kumar, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, Elsevier, Elsevier, vol. 17(4), pages 338-351, December.
  42. Goo, Siwei & Siregar, Reza Y. Siregar, 2009. "Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand," MPRA Paper 16875, University Library of Munich, Germany.
  43. Prof. Neil D. Karunaratne, 2002. "Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective," Discussion Papers Series, School of Economics, University of Queensland, Australia 298, School of Economics, University of Queensland, Australia.
  44. Lafrance, Robert & St-Amant, Pierre, 2000. "Les zones monétaires optimales," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 76(4), pages 577-612, décembre.
  45. Amalia Morales Zumaquero., 2004. "Explaining Real Exchange Rates Fluctuations," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces E2004/23, Centro de Estudios Andaluces.
  46. Shambaugh, Jay, 2008. "A new look at pass-through," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 560-591, June.
  47. Fisher, Lance A, 1996. "Sources of Exchange Rate and Price Level Fluctuations in Two Commodity Exporting Countries: Australia and New Zealand," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 72(219), pages 345-58, December.
  48. Rafiq, Sohrab, 2013. "Sources of time-varying trade balance and real exchange rate dynamics in East Asia," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 117-141.
  49. Hoffmaister, Alexander W. & Roldos, Jorge E., 2001. "The Sources of Macroeconomic Fluctuations in Developing Countries: Brazil and Korea," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(2), pages 213-239, April.
  50. Ana Luísa Gouvêa Abras & Rodrigo Marino Sekkel, 2003. "Choques Nominais e Reais na Taxa de Câmbio: Evidência Empírica para o Brasil Pós Desvalorização de 1999," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr c48, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  51. Shu-ki Tsang, 2002. "Optimum Currency Area for Mainland HCina and Hong Kong? Empirical Tests," Working Papers, Hong Kong Institute for Monetary Research 162002, Hong Kong Institute for Monetary Research.
  52. Amalia Morales-Zumaquero, 2006. "Explaining real exchange rate fluctuations," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 345-360, November.
  53. repec:ebl:ecbull:v:6:y:2003:i:2:p:1-11 is not listed on IDEAS
  54. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2913, C.E.P.R. Discussion Papers.
  55. Agnieszka Stazka, 2006. "Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent?," CESifo Working Paper Series, CESifo Group Munich 1876, CESifo Group Munich.
  56. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, Elsevier, vol. 29(C), pages 321-329.
  57. Haluk Erlat & Guzin Erlat, 1998. "Permanent and transitory shocks on real and nominal exchange rates in Turkey during the post-1980 period," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 26(4), pages 379-396, December.
  58. Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, Elsevier, vol. 114(2), pages 281-293, April.
  59. Steven Morling, 2002. "Output Adjustment in Developing Countries: a Structural Var Approach," Discussion Papers Series, School of Economics, University of Queensland, Australia 307, School of Economics, University of Queensland, Australia.
  60. Miller, Norman C., 1995. "Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 14(2), pages 225-245, April.
  61. Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, Elsevier, vol. 48(2), pages 339-372, October.
  62. Kanda Naknoi & Allan D. Brunner, 2003. "Trade Costs, Market Integration, and Macroeconomic Volatility," IMF Working Papers, International Monetary Fund 03/54, International Monetary Fund.
  63. Kubo, Koji, 2013. "Sources of fluctuations in parallel exchange rates and policy reform in Myanmar," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) 388, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  64. Selahattin Dibooglu & Faik Koray, 2001. "The Behavior of the Real Exchange Rate Under Fixed and Floating Exchange Rate Regimes," Open Economies Review, Springer, Springer, vol. 12(2), pages 123-143, April.
  65. Enders, Walter & Lee, Bong-Soo, 1997. "Accounting for real and nominal exchange rate movements in the post-Bretton Woods period," Journal of International Money and Finance, Elsevier, Elsevier, vol. 16(2), pages 233-254, April.
  66. Kevin X.D. Huang & Thaneepanichskul Suchada, 2003. "Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises," Annals of Economics and Finance, Society for AEF, Society for AEF, vol. 4(2), pages 375-400, November.
  67. Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers, Bank of England 85, Bank of England.