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Citations for "Expectations and Exchange Rate Dynamics" by Dornbusch, Rudiger
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Cited by (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.): Martin D. D. Evans and Richard K. Lyons., 1999.
"Order Flow and Exchange Rate Dynamics ,"
Research Program in Finance Working Papers
RPF-288, University of California at Berkeley.
[Downloadable!]
Other versions:
Martin Evans & Richard Lyons, 1999.
"Order Flow and Exchange Rate Dynamics ,"
Research Program in Finance, Working Paper Series
1007, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Martin D.D. Evans & Richard K. Lyons, 1999.
"Order Flow and Exchange Rate Dynamics ,"
NBER Working Papers
7317, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Martin D. D. Evans & Richard K. Lyons, 2002.
"Order Flow and Exchange Rate Dynamics ,"
Journal of Political Economy ,
University of Chicago Press, vol. 110(1), pages 170-180, February.
[Downloadable!] (restricted) Claudio Soto, 2003.
"The Effects of Nominal and Real Shocks on the Chilean Real Exchange Rate During the Nineties ,"
Working Papers Central Bank of Chile
220, Central Bank of Chile.
[Downloadable!]
David H. Papell, 1986.
"Activist Monetary Policy, Imperfect Capital Mobility, and the Overshooting Hypothesis ,"
NBER Working Papers
1244, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Maurizio Michael Habib, 2002.
"Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe ,"
International Finance
0209004, EconWPA.
[Downloadable!]
Paul De Grauwe & Marianna Grimaldi, 2003.
"Intervention in the Foreign Exchange Market in a Model with Noise Traders ,"
Working Papers
162003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Katie Farrant & Gert Peersman, .
"Accounting for the source of exchange rate movements: new evidence ,"
Bank of England working papers
269, Bank of England.
[Downloadable!]
R.N. Agarwal, 2000.
"Exchange rate determination in India endogenising foreign capital flaws and some entities of monetary sector ,"
Institute of Economic Growth, Delhi Discussion Papers
13, Institute of Economic Growth, Delhi, India.
[Downloadable!]
Buiter, Willem H, 2001.
"The Liquidity Trap in an Open Economy ,"
CEPR Discussion Papers
2923, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
M. Ali Kemal & Rana Murad Haider, 2004.
"Exchange Rate Behaviour after Recent Float: The Experience of Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 43(4), pages 829-852.
[Downloadable!]
Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2003.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
03-1, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Goldberg, Michael D. & Frydman, Roman, 1991.
"Theories Consistent Expectationa and Exchange Rate Dynamics ,"
Working Papers
91-62, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Peter J. Stemp & Stephen J. Turnovsky, 1988.
"Optimal Monetary Policy in an Open Economy ,"
NBER Working Papers
2018, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"Exchange Rate Effects on the Volume and Variability of Trade Flows ,"
Boston College Working Papers in Economics
405., Boston College Department of Economics, revised 12 Sep 2001.
[Downloadable!]
Other versions:
Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998.
"Exchange Rate Effects on the Volume and Variability of Trade Flows ,"
Papers
1998/05, Koc University.
Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002.
"Exchange rate effects on the volume and variability of trade flows ,"
Journal of International Money and Finance ,
Elsevier, vol. 21(4), pages 481-496, August.
[Downloadable!] (restricted) Dallas S. Batten & Michael T. Belongia, 1984.
"The recent decline in agricultural exports: is the exchange rate the culprit? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Oct, pages 5-14.
[Downloadable!]
Cho, Guedae & Kim, Minkyoung & Koo, Won W., 2003.
"Relative Agricultural Price Changes In Different Time Horizons ,"
2003 Annual meeting, July 27-30, Montreal, Canada
22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Joel Bogdanski & Alexandre Antonio Tombini & Sérgio Ribeiro da Costa Werlang, 2000.
"Implementing Inflation Targeting in Brazil ,"
Working Papers Series
1, Central Bank of Brazil, Research Department.
[Downloadable!]
Sergio Da Silva, 2004.
"International Finance, Levy Distributions, and the Econophysics of Exchange Rates ,"
International Finance
0405018, EconWPA.
[Downloadable!]
Stephen Grenville & David Gruen, 1999.
"Capital Flows and Exchange Rates ,"
RBA Annual Conference Volume ,
in: David Gruen & Luke Gower (ed.), Capital Flows and the International Financial System
Reserve Bank of Australia.
[Downloadable!]
Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003.
"Evaluating the Gains to Cooperation in the G-3 ,"
Empirica ,
Springer, vol. 30(4), pages 337-356, December.
[Downloadable!] (restricted)
Nelson C. Mark, 2005.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics ,"
NBER Working Papers
11061, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Robert P. Flood & Robert J. Hodrick, 1986.
"Money and the Open Economy Business Cycle: A Flexible Price Model ,"
NBER Working Papers
1967, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000.
"Forecasting the Euro exchange rate using vector error correction models ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(2), pages 232-258, June.
[Downloadable!] (restricted)
Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000.
"Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices ,"
Working Papers
2000:4, Lund University, Department of Economics.
[Downloadable!]
Browne, Frank & Cronin, David, 2006.
"Commodity Prices, Money and Inflation ,"
Research Technical Papers
16/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
John Fender & Neil Rankin, 2006.
" Disinflation in an Open-Economy Staggered-Wage DGE Model: Exchange-Rate Pegging, Booms and the Role of Preannouncement ,"
CDMA Working Paper Series
0610, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Devereux, Michael B & Engel, Charles M, 2006.
"Expectations and Exchange Rate Policy ,"
CEPR Discussion Papers
5743, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Kari Alho, 2002.
"Stabilization Inside and Outside EMU ,"
Discussion Papers
821, The Research Institute of the Finnish Economy.
[Downloadable!]
Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman, 2004.
"Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 43(4), pages 721-735.
[Downloadable!]
Other versions: Andrew K. Rose, 1994.
"Exchange Rate Volatility, Monetary Policy, and Capital Mobility: Empirical Evidence on the Holy Trinity ,"
NBER Working Papers
4630, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Sfia, Mohamed Daly, 2006.
"Tunisia: Sources Of Real Exchange Rate Fluctuations ,"
MPRA Paper
3129, University Library of Munich, Germany.
[Downloadable!]
Masao Ogaki & Julio Santaella, 1999.
"The Exchange Rate and the Term Structure of Interest Rates in Mexico ,"
Working Papers
99-21, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: Presser, Mario Ferreira, 2000.
"Políticas macroeconômicas e regimes cambiais: uma resenha crítica da contribuição do mainstream na década de 80 ,"
Revista Economia e Sociedade ,
Instituto de Economia, Universidade Estadual de Campinas (UNICAMP), vol. 14, pages 46, January.
[Downloadable!]
Alquist, Ron & Kilian, Lutz, 2007.
"What Do We Learn from the Price of Crude Oil Futures? ,"
CEPR Discussion Papers
6548, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Chien-Chung Nieh & Yu-Shan Wang, 2005.
"ARDL Approach to the Exchange Rate Overshooting in Taiwan ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 25(1), pages 55-71, August.
[Downloadable!] (restricted)
Gordon de Brouwer & Luci Ellis, 1998.
"Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy ,"
RBA Research Discussion Papers
rdp9803, Reserve Bank of Australia.
[Downloadable!]
Habib, Maurizio Michael, 2002.
"Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe ,"
BOFIT Discussion Papers
7/2002, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Mathias Hoffmann & Ronald MacDonald, 2006.
"A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials ,"
Working Papers
2007_36, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Jacob A. Frenkel & Assaf Razin, 1984.
"The International Transmission of Fiscal Expenditures and Budget Deficits in the World Economy ,"
NBER Working Papers
1527, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
G. Peersman, 2005.
"The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
05/286, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
T. Asada & Carl Chiarella & Peter Flaschel & Reiner Franke, 2003.
"Interacting Two-Country Business Fluctuations ,"
Working Paper Series
128, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Other versions: Dimitrios P. Tsomocos, 2006.
"Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria ,"
OFRC Working Papers Series
2006fe07, Oxford Financial Research Centre.
[Downloadable!]
Other versions: 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]
c48, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
John Y. Campbell & Luis M. Viceira & Joshua S. White, 2002.
"Foreign Currency for Long-Term Investors ,"
NBER Working Papers
9075, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Campbell, John Y & Viceira, Luis M & White, Josh S., 2002.
"Foreign Currency for Long-Term Investors ,"
CEPR Discussion Papers
3463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003.
"Foreign Currency for Long-Term Investors ,"
Economic Journal ,
Royal Economic Society, vol. 113(486), pages C1-C25, March.
[Downloadable!] (restricted) Jacques R. Artus & John H. Young, 1979.
"Fixed and Flexible Rates: A Renewal of The Debate ,"
NBER Working Papers
0367, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jagjit S. Chadha, 2008.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model ,"
Studies in Economics
0808, Department of Economics, University of Kent.
[Downloadable!]
Other versions: Robert Aliber, 1978.
"The integration of National financial markets: A review of theory and findings ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(3), pages 448-480, September.
[Downloadable!] (restricted)
James M. Nason & John H. Rogers, 2008.
"Exchange rates and fundamentals: a generalization ,"
International Finance Discussion Papers
948, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Brian Kahn & Ashok Parikh, 1998.
"Does purchasing power parity survive political shocks in South Africa? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(1), pages 99-116, March.
[Downloadable!] (restricted)
Hian Teck Hoon & Edmund S. Phelps, 2002.
"A structuralist model of the small open economy in the short, medium and long run ,"
Discussion Papers
0102-25, Columbia University, Department of Economics.
[Downloadable!]
Other versions:
Hian Teck Hoon & Edmund S Phelps, 2005.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
Working Papers
09-2005, Singapore Management University, School of Economics.
[Downloadable!] Hian Teck Hoon & Edmund S. Phelps, 2009.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
Macroeconomics Working Papers
1523, East Asian Bureau of Economic Research.
[Downloadable!] Hian Teck Hoon & Edmund S. Phelps, 2004.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
DEGIT Conference Papers
c009_005, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!] Hian Teck Hoon & Edmund S. Phelps, 2009.
"A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run ,"
Macroeconomics Working Papers
1526, East Asian Bureau of Economic Research.
[Downloadable!] Hoon, Hian Teck & Phelps, Edmund S., 2007.
"A structuralist model of the small open economy in the short, medium and long run ,"
Journal of Macroeconomics ,
Elsevier, vol. 29(2), pages 227-254, June.
[Downloadable!] (restricted) Goldberg, M.D. & Frydman, R., 1995.
"Imperfect Knowledge and Behavior in the Foreign Exchange Market ,"
Working Papers
95-30, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Andrea Brasili & Bruno Sitzia, 2003.
"Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries ,"
Open Economies Review ,
Springer, vol. 14(2), pages 135-155, April.
[Downloadable!] (restricted)
Anjum Aqeel & Mohammed Nishat, 2000.
"The Twin Deficits Phenomenon: Evidence from Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 39(4), pages 535-550.
[Downloadable!]
Enzo Weber, 2007.
"Economic Integration and the Foreign Exchange ,"
SFB 649 Discussion Papers
SFB649DP2007-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: Alan C. Stockman & Harris Dellas, 1989.
"The Roles of the Terms of Trade and Nontraded-Good-Prices in Exchange Rate Variations ,"
NBER Working Papers
1342, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Adrian Blundell-Wignall & Frank Browne, 1992.
"Real Exchange Rates and the Globalisation of Financial Markets ,"
RBA Research Discussion Papers
rdp9203, Reserve Bank of Australia.
[Downloadable!]
Ricardo Caballero & Arvind Krishnamurthy, 2004.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
NBER Working Papers
10517, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Caballero, Ricardo & Krishnamurthy, Arvind, 2005.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
MPRA Paper
824, University Library of Munich, Germany.
[Downloadable!] Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 1(1), May.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2000.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
Center for International and Development Economics Research, Working Paper Series
1006, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Maurice Obstfeld and Kenneth Rogoff., 2000.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
Center for International and Development Economics Research (CIDER) Working Papers
C00-116, University of California at Berkeley.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2001.
"Perspectives on OECD Economic Integration: Implications for US Current Account Adjustment ,"
International Trade
0012004, EconWPA.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2000.
"Perspectives on OECD economic integration : implications for U.S. current account adjustment ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 169-208.
[Downloadable!] Jose De Gregorio & Eric Parrado, 2006.
"Overshooting Meets Inflation Targeting ,"
Working Papers Central Bank of Chile
394, Central Bank of Chile.
[Downloadable!]
Michael M. Hutchison & Adrian W. Throop, 1985.
"U.S. budget deficits and the real value of the dollar ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Fall, pages 26-43.
[Downloadable!]
Bryce Hool & J. David Richardson, 1980.
"International Trade, Indebtedness, and Welfare Repercussions among Supply-Constrained Economies under Floating Exchange Rates ,"
NBER Working Papers
0571, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis, 2005.
"Explaining exchange rate dynamics - the uncovered equity return parity condition ,"
Working Paper Series
529, European Central Bank.
[Downloadable!]
Jian Gao & Gang Gong & Xue-Zhong He, 2007.
"Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy ,"
Research Paper Series
199, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Rodolfo Helg & Massimiliano Serati, .
"Does the PPP need the UIP? ,"
Working Papers
97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Peter Wilson & Choy Keen Meng, 2006.
"Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory ,"
SCAPE Policy Research Working Paper Series
0601, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!]
Other versions: Landon, Stuart & Smith, Constance, 1999.
"The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate ,"
MPRA Paper
9775, University Library of Munich, Germany.
[Downloadable!]
Other versions: Paul de Grauwe & Roberto Dieci & Marianna Grimaldi, 2005.
"Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Yoonbai Kim, 1997.
"How Real Are Real Exchange Rates? ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(1), pages 87-108, April.
[Downloadable!] (restricted)
Francis E. Warnock, 1998.
"Idiosyncratic tastes in a two-country optimizing model: implications ; of a standard presumption ,"
International Finance Discussion Papers
631, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Felipe Morandé, 1986.
"Volatilidad de los Tipos de Cambio y Contratos Traslapados ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(69), pages 229-237.
[Downloadable!]
Celine Gauthier & David Tessier, 2002.
"Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence ,"
Working Papers
02-31, Bank of Canada.
[Downloadable!]
Mona R. El Shazly, 1989.
"The Oil-Price Effect On The Dollar/Pound Rate Of Exchange ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(3), pages 73-83, October.
[Downloadable!] (restricted)
Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle ,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
[Downloadable!]
Other versions: Weshah Razzak, 2009.
"On the GCC Currency Union ,"
EERI Research Paper Series
EERI_RP_2009_29, Economics and Econometrics Research Institute (EERI).
[Downloadable!]
Hau, Harald, 2000.
"Real Exchange Rate Volatility and Economic Openness: Theory and Evidence ,"
CEPR Discussion Papers
2356, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Michael Schröder & Robert Dornau, 2000.
"Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations ,"
CoFE Discussion Paper
00-14, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
David O. Cushman & Tao Zha, 1995.
"Identifying monetary policy in a small open economy under flexible exchange rates ,"
Working Paper
95-7, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Goldberg, Michael D. & Frydman, Roman, 1991.
"Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change ,"
Working Papers
91-69, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Wohltmann, Hans-Werner & Clausen, Volker, 2003.
"Oil Price Shocks and Monetary Policy in an Asymmetric Monetary Union§ ,"
Economics Working Papers
2003,11, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Kaltenbrunner, Annina & Nissanke, Machiko, 2009.
"The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Maurice Obstfeld, 1983.
"Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981 ,"
NBER Working Papers
0963, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Phornchanok Cumperayot, 2003.
"Dusting off the Perception of Risk and Returns in FOREX Markets ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Sven W. Arndt & J. David Richardson, 1988.
"Real-Financial Linkages Among Open Economies ,"
NBER Working Papers
2230, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Frydman, R. & Goldberg, M.D., 2003.
"Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange ,"
Working Papers
03-03, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Kenneth Rogoff, 2009.
"Exchange rates in the modern floating era: what do we really know? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 145(1), pages 1-12, April.
[Downloadable!] (restricted)
Orden, David, 2000.
"Exchange Rate Effects On Agricultural Trade And Trade Relations ,"
Policy Harmonization and Adjustment in the North American Agricultural and Food Industry; Proceedings of the 5th Agricultural and Food Policy - 1999
16803, Farm Foundation, Agricultural and Food Policy Systems Information Workshops.
[Downloadable!]
Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates ,"
Working Papers
65, Bank of Greece.
[Downloadable!]
Frankel, Jeffrey A. & Rose, Andrew K., 1997.
"Economic Structure and the Decision to Adopt a Common Currency ,"
Seminar Papers
611, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Other versions: Martin Eichenbaum & Charles L. Evans, 1993.
"Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates ,"
NBER Working Papers
4271, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Schröder, Michael & Dornau, Robert, 1999.
"What's on their mind : do exchange rate forecasters stick to theoretical models? ,"
ZEW Discussion Papers
99-08, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Shamik Dhar & Darren Pain & Ryland Thomas, .
"A small structural empirical model of the UK monetary transmission mechanism ,"
Bank of England working papers
113, Bank of England.
[Downloadable!]
Lemmen, J. & Eijffinger, S., 1995.
"The fundamental determinants of financial integration in the European Union ,"
Discussion Paper
117, Tilburg University, Center for Economic Research.
[Downloadable!]
John H. Rogers, 1998.
"Monetary shocks and real exchange rates ,"
International Finance Discussion Papers
612, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Jerry Coakley & Stuart Snaith, 2004.
"Testing for Long Run Relative PPP in Europe ,"
Money Macro and Finance (MMF) Research Group Conference 2004
34, Money Macro and Finance Research Group.
[Downloadable!]
Hilde C. Bjørnland, 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Working Paper
2005/16, Norges Bank.
[Downloadable!]
Other versions:
Bjørnland, Hilde C., 2005.
"Monetary policy and exchange rate interactions in a small open economy ,"
Memorandum
31/2005, Oslo University, Department of Economics.
[Downloadable!] "Hilde C." "Bjørnland", 2008.
"Monetary Policy and Exchange Rate Interactions in a Small Open Economy ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 110(1), pages 197-221, 03.
[Downloadable!] (restricted) Alan C. Stockman, 1985.
"Effects of Inflation on the Pattern of International Trade ,"
NBER Working Papers
0713, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: M. H. Miller, 1985.
"Monetary stabilization policy in an open economy ,"
International Finance Discussion Papers
262, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Nandwa, Boaz & Mohan, Ramesh, 2007.
"A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya ,"
MPRA Paper
5581, University Library of Munich, Germany.
[Downloadable!]
Kevin X. D. Huang & Qinglai Meng, 2007.
"Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules ,"
Working Papers
07-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Peter Bernholz & Peter Kugler, 1979.
"Ein Versuch zur Erklärung von Wechselkursbewegungen ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 511-526, September.
[Downloadable!]
Lise Patureau, 2002.
"Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle ,"
Computing in Economics and Finance 2002
299, Society for Computational Economics.
[Downloadable!]
Jay H. Levin, 2004.
"A model of inflation targeting in an open economy ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(4), pages 347-362.
[Downloadable!]
Koo, Won W. & Cho, Guedae & Kim, Minkyoung, 2005.
"Macro Effects on Agricultural Prices in Different Time Horizons ,"
2005 Annual meeting, July 24-27, Providence, RI
19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004.
"Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies ,"
Money Macro and Finance (MMF) Research Group Conference 2003
2, Money Macro and Finance Research Group.
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Ben Martin, .
"Caution and gradualism in monetary policy under uncertainty ,"
Bank of England working papers
105, Bank of England.
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Joseph P. Byrne & Jun Nagayasu, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship ,"
Working Papers
2008_29, Department of Economics, University of Glasgow.
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John Pippenger, 2002.
"A Better Measure of Relative Volatility ,"
University of California at Santa Barbara, Economics Working Paper Series
9-02, Department of Economics, UC Santa Barbara.
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Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999.
"How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? ,"
CEPR Discussion Papers
2230, C.E.P.R. Discussion Papers.
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Other versions:
Ian Marsh & Menzie Chinn & Yin-Wong Cheung, 1999.
"How do UK-Based Foreign Exchange Dealers Think Their Market Operates? ,"
Working Papers
wp99-21, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000.
"How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? ,"
NBER Working Papers
7524, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004.
"How do UK-based foreign exchange dealers think their market operates? ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
[Downloadable!] Hafedh Bouakez & Michel Normandin, 2008.
"Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks? ,"
Cahiers de recherche
0818, CIRPEE.
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Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999.
"Exchange Rate Uncertainty and Firm Profitability ,"
Boston College Working Papers in Economics
422, Boston College Department of Economics, revised 16 Feb 2000.
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Other versions: Milo, Melanie S., 1999.
"Contagion Effects of the Asian Crisis, Policy Responses and their Social Implications ,"
Philippine Journal of Development ,
Philippine Institute for Development Studies, vol. 0, pages 67-148.
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P.J.G. Vlaar, 2001.
"On the Strength of the US dollar: Can it be Explained by Output Growth? ,"
WO Research Memoranda (discontinued)
668, Netherlands Central Bank, Research Department.
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Other versions: Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001.
"Real Exchange Rates in the Long Run: Evidence from Historical Data ,"
Working Papers
2001_6, Department of Economics, University of Glasgow.
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Koichi Hamada, 1998.
"The Choice of International Monetary Regimes in a Context of Repeated Games ,"
Open Economies Review ,
Springer, vol. 9(1), pages 417-446, January.
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Olivier Blanchard & Francesco Giavazzi & Filipa Sa, 2005.
"The U.S. Current Account and the Dollar ,"
NBER Working Papers
11137, National Bureau of Economic Research, Inc.
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Other versions: Jinill Kim & Yun-kwong Kwok, 2007.
"Higher-Order Properties of the ‘Exchange Rate Dynamics Redux’ Model ,"
Computational Economics ,
Springer, vol. 30(4), pages 371-380, November.
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David Laidler, 1999.
"Canada's Exchange Rate Options ,"
Canadian Public Policy ,
University of Toronto Press, vol. 25(3), pages 324-332, September.
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M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002.
"The Effects of Capital Controls on Exchange Rate Volatility and Output ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(4), pages 27-51, December.
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Richard Meese & Kenneth S. Rogoff, 1985.
"Was it real? : the exchange rate-interest differential relation, 1973 - 1984 ,"
International Finance Discussion Papers
268, Board of Governors of the Federal Reserve System (U.S.).
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Other versions:
Richard Meese & Kenneth Rogoff, 1989.
"Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984 ,"
NBER Working Papers
1732, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Meese, Richard & Rogoff, Kenneth, 1986.
"Was it real? The exchange rate -- Interest differential relation: 1973-1984 ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 10(1-2), pages 297-298, June.
[Downloadable!] (restricted) Martin Feldstein, 1989.
"The Budget Deficit and the Dollar ,"
NBER Working Papers
1898, National Bureau of Economic Research, Inc.
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Other versions: P. Cavelaars, 2001.
"International Trade Costs, Home Bias and Europe's Single Markets ,"
MEB Series (discontinued)
2001-8, Netherlands Central Bank, Monetary and Economic Policy Department.
Hui Guo & Robert Savickas, 2006.
"Idiosyncratic volatility, economic fundamentals, and foreign exchange rates ,"
Working Papers
2005-025, Federal Reserve Bank of St. Louis.
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Rituparna Kar & Nityananda Sarkar, 2006.
"Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation ,"
Asia-Pacific Financial Markets ,
Springer, vol. 13(1), pages 41-69, March.
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Cheng, Fuzhi & Orden, David, 2005.
"Exchange rate misalignment and its effects on agricultural producer support estimates ,"
MTID discussion papers
81, International Food Policy Research Institute (IFPRI).
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Juan Carlos Cuestas & Estefanía Mourelle, 2009.
"Inflation persistence and asymmetries: evidence for African countries ,"
Working Papers
2009/2, Nottingham Trent University, Nottingham Business School, Economics Division.
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Hwan-Chyang Lin & Hui-Kuan Tseng, 1993.
"Exchange rate shocks and the current account under monopolistic competition: An intertemporal optimization model ,"
Open Economies Review ,
Springer, vol. 4(2), pages 133-150, June.
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Richard Baldwin, 1989.
"Measureable Dynamic Gains from Trade ,"
NBER Working Papers
3147, National Bureau of Economic Research, Inc.
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Other versions: Lex Meijdam & Rudy Stratum, 1990.
"Dynamic adjustment and debt accumulation in a small open economy ,"
Journal of Economics ,
Springer, vol. 51(1), pages 1-26, February.
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Steve Ambler, 1988.
"Fiscal and monetary policy in an open economy with staggered wages ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 124(1), pages 58-73, March.
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William Barnett & Chang Ho Kwag, 2005.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
International Trade
0505004, EconWPA, revised 24 Oct 2005.
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Other versions:
William Barnett & Chang Ho Kwag, 2005.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200513, University of Kansas, Department of Economics, revised May 2005.
[Downloadable!] William A. Barnett, Chang Ho Kwag, 2006.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 3(1), pages 29-48, June.
[Downloadable!] Jeffrey A. Frankel, 2006.
"The Effect of Monetary Policy on Real Commodity Prices ,"
NBER Working Papers
12713, National Bureau of Economic Research, Inc.
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Charles Pigott, 1984.
"Indicators of long-term real interest rates ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Win, pages 45-63.
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Guillermo Le Fort, 1986.
"La Dinámica de Ajuste del Tipo de Cambio Real y la Tasa de Interés Real luego de una Devaluación ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 49-68.
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Weber, Axel A., 1997.
"Sources of Currency Crisis: An Empirical Analysis ,"
Discussion Paper Serie B
418, University of Bonn, Germany.
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Rebecca L Driver & Peter F Westaway, .
"Concepts of equilibrium exchange rates ,"
Bank of England working papers
248, Bank of England.
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James Ingram, 1978.
"Expectations and floating exchange rates ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(3), pages 422-447, September.
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Jagdeep Bhandari & Stephen Turnovsky, 1982.
"Alternative monetary policies in an inflationary equilibrium model of the open economy ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 118(1), pages 1-18, March.
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Michael Dooley & David Folkerts-Landau & Peter Garber, 2006.
"Interest rates, exchange rates and international adjustment: BW II dynamics ,"
International Economics and Economic Policy ,
Springer, vol. 3(3), pages 293-302, December.
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John H. Rogers, 1995.
"Real shocks and real exchange rates in really long-term data ,"
International Finance Discussion Papers
493, Board of Governors of the Federal Reserve System (U.S.).
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Peter N. Ireland, 2005.
"The monetary transmission mechanism ,"
Working Papers
06-1, Federal Reserve Bank of Boston.
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Other versions: David Gruen & Jacqueline Dwyer, 1995.
"Are Terms of Trade Rises Inflationary? ,"
RBA Research Discussion Papers
rdp9508, Reserve Bank of Australia.
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Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999.
"Price Level Convergence Among United States Cities: Lessons for the European Central Bank ,"
Working Papers
99-01, Ohio State University, Department of Economics.
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Other versions: Jon Faust & John H. Rogers, 1999.
"Monetary policy's role in exchange rate behavior ,"
International Finance Discussion Papers
652, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Hiroya Akiba, 1996.
"Exchange-Rate Sensitive Demand For Money And Overshooting ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(3), pages 119-129, October.
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Vollrath, Thomas & Gehlhar, Mark & Hallahan, Charles, 2007.
"Bilateral Protection and Other Determinants of Trade: A Gravity Model Approach ,"
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN
9804, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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David Papell, 1998.
"The great appreciation, the great depreciation, and the purchasing power parity hypothesis ,"
Working Papers
30, Oesterreichische Nationalbank (Austrian Central Bank).
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Other versions: Yihui Lan, 2001.
"The Explosion of Purchasing Power Parity ,"
Economics Discussion / Working Papers
01-22, The University of Western Australia, Department of Economics.
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Barry Eichengreen & Charles Wyplosz, 1989.
"The Economic Consequences of the Franc Poincare ,"
NBER Working Papers
2064, National Bureau of Economic Research, Inc.
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Other versions: Cruz Rodriguez, Alexis, 2009.
"Choosing and assessing exchange rate regimes: A survey of the literature ,"
MPRA Paper
16314, University Library of Munich, Germany.
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Alberto Giovannini & Julio J. Rotemberg, 1989.
"Exchange Rate Dynamics with Sticky Prices: The Deutsch Mark, 1974-1982 ,"
NBER Working Papers
1281, National Bureau of Economic Research, Inc.
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Other versions: David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983.
"Multiple Shooting in Rational Expectations Models ,"
NBER Technical Working Papers
0003, National Bureau of Economic Research, Inc.
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Peter J. Stemp, 1994.
"The Application Of Monetary Policy Rules Under Uncertainty About Expectations Formation ,"
International Economic Journal ,
Korean International Economic Association, vol. 8(4), pages 57-74, December.
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Ching-chong Lai, 1990.
"Exchange Rate Determination under Flexible and Two-Tier Exchange Rate Regimes ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 16(2), pages 115-123, Apr-Jun.
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Jörg Döpke & Jan Gottschalk & Christophe Kamps, 2001.
"Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000? ,"
Kiel Working Papers
1050, Kiel Institute for the World Economy.
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Larsson, Anna, 2002.
"The Swedish Real Exchange Rate under Different Currency Regimes ,"
Working Paper Series
180, Trade Union Institute for Economic Research, revised 18 Sep 2003.
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Other versions: Kouri, Pentti J.K., 1981.
"Macroeconomic Adjustment to Interest Rate Disturbances: Real and Monetary Aspects ,"
Working Papers
81-17, C.V. Starr Center for Applied Economics, New York University.
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Christian Pierdzioch, 2002.
"Exchange Rate Expectations Redux and Monetary Policy ,"
Kiel Working Papers
1109, Kiel Institute for the World Economy.
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J. David Richardson, 1985.
"The New Nexus among Trade, Industrial and Exchange-Rate Policies ,"
NBER Working Papers
1099, National Bureau of Economic Research, Inc.
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Carl Chiarella & Alexander Khomin, 1996.
"Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates ,"
Working Paper Series
64, School of Finance and Economics, University of Technology, Sydney.
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Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
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Other versions: Olivier Blanchard, 2000.
"What do we know about Macroeconomics that Fisher and Wicksell did not? ,"
NBER Working Papers
7550, National Bureau of Economic Research, Inc.
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Other versions: 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
144, Money Macro and Finance Research Group.
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Carlos Rodriguez, 1978.
"A simple Keynesian model of inflation and unemployment under rational expectations ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 114(1), pages 1-11, March.
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Claudia M. Buch & Jörg Döpke & Christian Pierdzioch, 2002.
"Financial Openness and Business Cycle Volatility ,"
Kiel Working Papers
1121, Kiel Institute for the World Economy.
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Other versions: Christopher Bowdler, 2005.
"Openness, exchange rate regimes and the Phillips curve ,"
Economics Papers
2005-W25, Economics Group, Nuffield College, University of Oxford.
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Other versions: Eijffinger, S. & Schaling, E., 1995.
"Optimal Commitment in an Open Economy : Credibility vs. Flexibility ,"
Discussion Paper
79, Tilburg University, Center for Economic Research.
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Other versions: Gordon Menzies & Daniel John Zizzo, 2004.
"Inferential Expectations ,"
Economics Series Working Papers
187, University of Oxford, Department of Economics.
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Other versions: Wang, Kai Li & Fawson, Christopher & Barrett, Christopher B. & McDonald, James B., 1998.
"A Flexible Parametric Garch Model With An Application To Exchange Rates ,"
Economics Research Institute, ERI Study Papers
28355, Utah State University, Economics Department.
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Other versions: Richard C. Marston, 1985.
"Exchange-Rate Unions and the Volatility of the Dollar ,"
NBER Working Papers
0492, National Bureau of Economic Research, Inc.
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Katarina Juselius, 2007.
"The PPP Puzzle: What the Data Tell when Allowed to Speak Freely ,"
Discussion Papers
07-33, University of Copenhagen. Department of Economics, revised Dec 2007.
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Nilsson, Kristian, 1999.
"Alternative Measures of the Swedish Real Effective Exchange Rate ,"
Working Paper
68, National Institute of Economic Research.
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Bhagwan Chowdhry & Richard Roll & Yihong Xia, 2002.
"Extracting Inflation from Stock Returns to test Purchasing Power Parity ,"
University of California at Los Angeles, Anderson Graduate School of Management
1040, Anderson Graduate School of Management, UCLA.
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Michael G. Arghyrou & Virginie Boinet & Christopher Martin, 2003.
"Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries ,"
Public Policy Discussion Papers
03-12, Economics and Finance Section, School of Social Sciences, Brunel University.
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Other versions: Chin-Chang Lai, 1997.
"The Complex Dynamics of Real Exchange Rates with Countercyclical Balance of Trade ,"
Open Economies Review ,
Springer, vol. 8(4), pages 393-401, October.
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Kevin X. D. Huang & Zheng Liu, 2000.
"Vertical International Trade as a Monetary Transmission Mechanism in an Open Economy ,"
Cahiers de recherche CREFE / CREFE Working Papers
107, CREFE, Université du Québec à Montréal.
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Other versions: Alberto Giovannini, 1988.
"The Macroeconomics of Exchange-rate and Price-level Interactions: Empirical Evidence for West Germany ,"
NBER Working Papers
2544, National Bureau of Economic Research, Inc.
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Maurice Obstfeld, 1993.
"The Adjustment Mechanism ,"
NBER Working Papers
3943, National Bureau of Economic Research, Inc.
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Other versions: Charles Engel & Jeffrey A. Frankel, 1984.
"Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market ,"
NBER Working Papers
1049, National Bureau of Economic Research, Inc.
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Other versions: Andrew T. Levin & John H. Rogers & Ralph W. Tryon, 1997.
"A guide to FRB/Global ,"
International Finance Discussion Papers
588, Board of Governors of the Federal Reserve System (U.S.).
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Santiago L.E. Acosta Ormaechea, 2007.
"A Small Open Economy Model with Currency Mismactches and a Financial Accelerator Mechanism ,"
DEGIT Conference Papers
c012_035, DEGIT, Dynamics, Economic Growth, and International Trade.
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Robert Amano & Richard Black & Marcel Kasumovich, 1997.
"A Band-Aid Solution to Inflation Targeting ,"
Working Papers
97-11, Bank of Canada.
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Yin-Wong Cheung & Menzie Chinn, 1995.
"Integration, cointegration and the forecast consistency of structural exchange rate models ,"
International Finance
9508002, EconWPA.
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Other versions:
Yin-Wong Cheung & Menzie D. Chinn, 1997.
"Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models ,"
NBER Working Papers
5943, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Cheung, Y. -W. & Chinn, M. D., 1998.
"Integration, cointegration and the forecast consistency of structural exchange rate models ,"
Journal of International Money and Finance ,
Elsevier, vol. 17(5), pages 813-830, October.
[Downloadable!] (restricted) Michael P. Dooley & David Folkerts-Landau & Peter M. Garber, 2005.
"Interest Rates, Exchange Rates and International Adjustment ,"
NBER Working Papers
11771, National Bureau of Economic Research, Inc.
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Other versions: Charles Engel & Kenneth D. West, 2004.
"Exchange Rates and Fundamentals ,"
NBER Working Papers
10723, National Bureau of Economic Research, Inc.
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Other versions:
Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Working Paper Series
248, European Central Bank.
[Downloadable!] Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!] Charles Engel & Kenneth D. West, 2005.
"Exchange Rates and Fundamentals ,"
Journal of Political Economy ,
University of Chicago Press, vol. 113(3), pages 485-517, June.
Mark Taylor, 1987.
"Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 123(4), pages 579-591, December.
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Thomas Lubik, 2003.
"Industrial Structure and Monetary Policy in a Small Open Economy ,"
Economics Working Paper Archive
493, The Johns Hopkins University,Department of Economics.
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Patrick N. Osakwe & Lawrence L. Schembri, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico ,"
Carleton Economic Papers
99-07, Carleton University, Department of Economics.
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Other versions:
Osakwe, Patrick & Schembri, Lawrence, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico ,"
Working Papers
99-10, Bank of Canada.
[Downloadable!] Osakwe, Patrick N. & Schembri, Lawrence L., 2002.
"Real effects of collapsing exchange rate regimes: an application to Mexico ,"
Journal of International Economics ,
Elsevier, vol. 57(2), pages 299-325, August.
[Downloadable!] (restricted) Lillie Lam & Laurence Fung & Ip-wing Yu, 2008.
"Comparing Forecast Performance of Exchange Rate Models ,"
Working Papers
0808, Hong Kong Monetary Authority.
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Arturo Extrella & Jeffrey C. Fuhrer, 1998.
"Dynamic inconsistencies: counterfactual implications of a class of rational expectations models ,"
Working Papers
98-5, Federal Reserve Bank of Boston.
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Other versions: Joerg Baumberger, 2003.
"Aligning basic to intermediate macroeconomics to current central bank practice - new suggestions and some unfinished business ,"
University of St. Gallen Department of Economics working paper series 2003
2003-10, Department of Economics, University of St. Gallen.
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Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Department of Economics, Working Paper Series
1033, Department of Economics, UC Santa Cruz.
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Other versions:
Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
NBER Working Papers
9393, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-Wong Cheung & Menzie David Chinn & Antonio Garcia Pascual, 2004.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
IMF Working Papers
04/73, International Monetary Fund.
[Downloadable!] Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? ,"
Santa Cruz Center for International Economics, Working Paper Series
1011, Center for International Economics, UC Santa Cruz.
[Downloadable!] Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005.
"Empirical exchange rate models of the nineties: Are any fit to survive? ,"
Journal of International Money and Finance ,
Elsevier, vol. 24(7), pages 1150-1175, November.
[Downloadable!] (restricted) Faik Koray & W. Douglas McMillin, .
"Fiscal Shocks, the Trade Balance, and the Exchange Rate ,"
Departmental Working Papers
2006-02, Department of Economics, Louisiana State University.
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Other versions: Ashok Bhundia & Jan Gottschalk, 2004.
"Sources of Nominal Exchange Rate Fluctuations in South Africa ,"
IMF Working Papers
03/252, International Monetary Fund.
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Willem H. Buiter & Douglas D. Purvis, 1983.
"Oil, Disinflation, and Export Competitiveness: A Model of the "Dutch Disease" ,"
NBER Working Papers
0592, National Bureau of Economic Research, Inc.
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Other versions: William H. Branson & Arminio Fraga & Robert A. Johnson, 1985.
"Expected fiscal policy and the recession of 1982 ,"
International Finance Discussion Papers
272, Board of Governors of the Federal Reserve System (U.S.).
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Irving B. Kravis & Robert E. Lipsey, 1982.
"Towards an Explanation of National Price Levels ,"
NBER Working Papers
1034, National Bureau of Economic Research, Inc.
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Rokon Bhuiyan, 2008.
"Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach ,"
Working Papers
1183, Queen's University, Department of Economics.
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Selahattin Dibooglu & Faik Koray, 2001.
"The Behavior of the Real Exchange Rate Under Fixed and Floating Exchange Rate Regimes ,"
Open Economies Review ,
Springer, vol. 12(2), pages 123-143, April.
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Hallberg, M.C. & Herendeen, James B., 1996.
"Macroeconomic Policy and Agricultural Cycles in Australia and the United States ,"
Review of Marketing and Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 64(01), April.
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Keith Pilbeam, 2001.
"Economic Fundamentals and Exchange Rate Movements ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 15(1), pages 55-64, January.
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Thorvaldur Gylfason & John F. Helliwell, 1984.
"A Synthesis of Keynesian, Monetary, and Portfolio Approaches to FlexibleExchange Rates ,"
NBER Working Papers
0949, National Bureau of Economic Research, Inc.
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Other versions:
Gylfason, Thorvaldur & Helliwell, John F, 1983.
"A Synthesis of Keynesian, Monetary, and Portfolio Approaches to Flexible Exchange Rates ,"
Economic Journal ,
Royal Economic Society, vol. 93(372), pages 820-31, December.
[Downloadable!] (restricted) Nilsson, Kristian, 2002.
"Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate? ,"
Working Paper
78, National Institute of Economic Research.
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Erwin W. Heri, 1986.
"Irrationales rational gesehen: Eine Übersicht über die Theorie der "Bubbles" ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 163-186, June.
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Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
Working Papers
UWEC-2008-11, University of Washington, Department of Economics.
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Other versions:
Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
Working Papers
08-03, Duke University, Department of Economics.
[Downloadable!] Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
NBER Working Papers
13901, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Thomas Plümper & Vera E. Troeger, 2006.
"Fear of Floating and the External Effects of Currency Unions ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp181, IIIS.
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Slevin, Geraldine, 2003.
"Structural Model Of Irish Inflation ,"
Research Technical Papers
1/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI).
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Oscar Bajo Rubio, 1998.
"Monetary and Fiscal Policies in Dynamic Models of the Open Economy ,"
Documentos de Trabajo - Lan Gaiak Departamento de EconomÃa - Universidad Pública de Navarra
9806, Departamento de Economía - Universidad Pública de Navarra.
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Otavio De Medeiros, 2005.
"Order Flow and Exchange Rate Dynamics in Brazil ,"
Finance
0503019, EconWPA.
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Bask, Mikael, 2006.
"Exchange rate volatility without the contrivance of fundamentals and the failure of PPP ,"
Research Discussion Papers
8/2006, Bank of Finland.
[Downloadable!]
Alan A. Powell, 1998.
"From Dornbusch to Murphy: Stylized Monetary Dynamics of a contemporary Macroeconometric Model ,"
Centre of Policy Studies/IMPACT Centre Working Papers
ip-69, Monash University, Centre of Policy Studies/IMPACT Centre.
[Downloadable!]
Other versions:
Powell, A.A., 1995.
"From Dornbush to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model ,"
Monash Econometrics and Business Statistics Working Papers
13/95, Monash University, Department of Econometrics and Business Statistics.
Powell, Alan A., 2000.
"From Dornbusch to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model ,"
Journal of Policy Modeling ,
Elsevier, vol. 22(1), pages 99-116, January.
[Downloadable!] (restricted) Dean Corbae & Chris Neely & Paul Weller, 1998.
"Endogenous realignments and the sustainability of a target ,"
Working Papers
1994-009, Federal Reserve Bank of St. Louis.
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Roman Frydman & Michael D. Goldberg, 2003.
"Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange ,"
Discussion Papers
03-31, University of Copenhagen. Department of Economics.
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Zenon Kontolemis & Kevin Ross, 2005.
"Exchange Rate Fluctuations in the New Member States of the European Union ,"
Macroeconomics
0504015, EconWPA.
[Downloadable!]
Christopher Bowdler, 2004.
"Openness and the output-inflation tradeoff ,"
Money Macro and Finance (MMF) Research Group Conference 2003
7, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008.
"A Small Quarterly Multi-Country Projection Model ,"
IMF Working Papers
08/279, International Monetary Fund.
[Downloadable!]
Richard K. Lyons, 2001.
"Foreign exchange: macro puzzles, micro tools ,"
Pacific Basin Working Paper Series
01-10, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003.
"What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated ,"
Santa Cruz Center for International Economics, Working Paper Series
1010, Center for International Economics, UC Santa Cruz.
[Downloadable!]
Other versions: Luca Antonio Ricci & Ronald MacDonald, 2003.
"Estimation of the Equilibrium Real Exchange Rate for South Africa ,"
IMF Working Papers
03/44, International Monetary Fund.
[Downloadable!]
Other versions: Arman Mansoorian & Mohammed Mohsin, 2002.
"The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy ,"
Working Papers
2002_04, York University, Department of Economics.
[Downloadable!]
Olivier Jeanne & Andrew K Rose, 1999.
"Noise trading and exchange rate regimes ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/2, Reserve Bank of New Zealand.
[Downloadable!]
Other versions:
Olivier Jeanne & Andrew K. Rose, 1999.
"Noise Trading and Exchange Rate Regimes ,"
NBER Working Papers
7104, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jeanne, Olivier & Rose, Andrew K, 1999.
"Noise Trading and Exchange Rate Regimes ,"
CEPR Discussion Papers
2142, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Olivier Jeanne & Andrew K. Rose, 2002.
"Noise Trading And Exchange Rate Regimes ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(2), pages 537-569, May.
[Downloadable!] (restricted) Ronald McKinnon, 1990.
"Why floating exchange rates fall: A reconsideration of the liquidity trap ,"
Open Economies Review ,
Springer, vol. 1(3), pages 229-250, October.
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Riccardo Fiorentini, 1991.
"Ex ante purchasing power parity: An empirical note ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 127(2), pages 343-355, June.
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Frederick van der Ploeg, 2005.
"Back to Keynes? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Steven Pennings & Rod Tyers, 2007.
"Increasing Returns, Financial Capital Mobility And Real Exchange Rate Dynamics ,"
CAMA Working Papers
2007-16, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Goldberg, M.D. & Frydman, R., 1993.
"Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector ,"
Working Papers
93-41, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Mario Forni & Luca Gambetti, 2008.
"The dynamic eects of monetary policy: A structural factor model approach ,"
Center for Economic Research (RECent)
026, University of Modena and Reggio E., Dept. of Economics.
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Other versions: Robert Murphy & Carl Duyne, 1980.
"Asset market approaches to exchange rate determination: A comparative analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 116(4), pages 627-656, December.
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Hafedh Bouakez, 2002.
"Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence ,"
Working Papers
02-26, Bank of Canada.
[Downloadable!]
Other versions:
hafedh bouakez, 2003.
"Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence ,"
Computing in Economics and Finance 2003
52, Society for Computational Economics.
Bouakez, Hafedh, 2005.
"Nominal rigidity, desired markup variations, and real exchange rate persistence ,"
Journal of International Economics ,
Elsevier, vol. 66(1), pages 49-74, May.
[Downloadable!] (restricted) Mariam Camarero & Cecilio Tamarit, 1996.
"Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC ,"
Open Economies Review ,
Springer, vol. 7(1), pages 61-76, January.
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Charles Engel & James Morley, 2000.
"The Adjustment of Prices and the Adjustment of the Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
0009, Department of Economics at the University of Washington.
[Downloadable!]
Other versions: Michael Keran & Stephen Zeldes, 1980.
"Effects of monetary disturbances on exchange rates, inflation and interest rates ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Spr, pages 7-29.
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Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
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Other versions: Basant K. Kapur, 1989.
"The J-Curve And Short-Run Exchange-Rate Dynamics ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(3), pages 85-104, October.
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Olivier Darné & Jean-François Hoarau, 2006.
"Testing the purchasing power parity in China ,"
EconomiX Working Papers
2006-18, University of Paris West - Nanterre la Défense, EconomiX.
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Karunaratne, Neil Dias, 2006.
"The New Economy and the Dollar Puzzle ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 25-43, March/Sep.
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Willem H. Buiter & Marcus H. Miller, 1986.
"Costs and Benefits of an Anti-Inflationary Policy: Questions and Issues ,"
NBER Working Papers
1252, National Bureau of Economic Research, Inc.
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Calderon, Cesar & Kubota, Megumi, 2009.
"Does higher openness cause more real exchange rate volatility ? ,"
Policy Research Working Paper Series
4896, The World Bank.
[Downloadable!]
Sergio Da Silva, 2004.
"The Dornbusch Model with Chaos and Foreign Exchange Intervention ,"
International Finance
0405017, EconWPA.
[Downloadable!]
Aaron Tornell, 2003.
"Exchange Rate Anomalies Under Model Misspecification: A Mixed Optimal/Robust Approach (January 2003) ,"
UCLA Economics Online Papers
266, UCLA Department of Economics.
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John Williamson, 2009.
"Exchange Rate Economics ,"
Open Economies Review ,
Springer, vol. 20(1), pages 123-146, February.
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Alan G. Isaac & David E. Rapach, 1996.
"Monetary Shocks and Real Farm Prices: A Re-Examination ,"
Others
9602001, EconWPA.
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Bernd Kempa & Michael Nelles, 1999.
"Sticky Prices And Alternative Monetary Feedback Rules: How Robust Is The Overshooting Phenomenon? ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 1-18, October.
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Robert P. Flood & Nancy P. Marion, 1996.
"Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies ,"
NBER Working Papers
5789, National Bureau of Economic Research, Inc.
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Idil UZ & Mehrin DALAN, 2009.
"MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006 ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(2).
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Maurice Obstfeld, 1982.
"Relative Prices, Employment, and the Exchange Rate in an Economy with Foresight ,"
NBER Working Papers
0685, National Bureau of Economic Research, Inc.
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Other versions: Bask, Mikael, 2003.
"Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates ,"
Umeå Economic Studies
605, Umeå University, Department of Economics.
[Downloadable!]
Alogoskoufis, George & Varangis, Panos, 1992.
"OECD fiscal policies and the relative prices of primary commodities ,"
Policy Research Working Paper Series
955, The World Bank.
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Jonathan Kearns & Phil Manners, 2006.
"The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(4), December.
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Other versions: Kenny, Geoff & McGettigan, Donal, 1996.
"Non-Traded, Traded and Aggregate Inflation in Ireland: Further Evidence ,"
Research Technical Papers
5/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI).
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James M. Poterba, 1985.
"Inflation, Income Taxes, and Owner-Occupied Housing ,"
NBER Working Papers
0553, National Bureau of Economic Research, Inc.
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Hans Genberg & Jean-Pierre Roth, 1979.
"Exchange-Rate Stabilization Policy and Monetary Target with Endogenous Expectations ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 527-545, September.
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K. Farrant & G. Peersman, 2005.
"Is the exchange rate a shock absorber or a source of shocks? New empirical evidence ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
05/285, Ghent University, Faculty of Economics and Business Administration.
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M. Isabel Campos & Zenón Jiménez-Ridruejo, .
"Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period? ,"
Working Papers on International Economics and Finance
00-07, FEDEA.
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Alessandra Pelloni, 1993.
"Long-run consequences of finite exchange rate bubbles ,"
Open Economies Review ,
Springer, vol. 4(1), pages 5-26, March.
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Ilan Goldfajn & Poonam Gupta, 2001.
"Overshootings and Reversals: The Role of Monetary Policy ,"
Working Papers Central Bank of Chile
126, Central Bank of Chile.
[Downloadable!]
Bernd Kempa & Michael Nelles, 1999.
"Misalignments of real exchange rates and the credibility of nominal currency bands ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(4), pages 613-628, December.
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Charles Engel, 1994.
"Real Exchange Rates and Relative Prices: An Empirical Investigation ,"
NBER Working Papers
4231, National Bureau of Economic Research, Inc.
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Other versions: Taboga, Marco & Pericoli, Marcello, 2008.
"Bond risk premia, macroeconomic fundamentals and the exchange rate ,"
MPRA Paper
9523, University Library of Munich, Germany.
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Other versions: W.H. Buiter & R Lagos & N Stern, 1997.
"Promoting an Effective Market Economy in a Changing World ,"
CEP Discussion Papers
dp0335, Centre for Economic Performance, LSE.
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Charles Engel & Chang-Jin Kim, 1996.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
NBER Working Papers
5777, National Bureau of Economic Research, Inc.
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Other versions:
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
96-14, Department of Economics at the University of Washington.
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Working Papers
96-14, University of Washington, Department of Economics.
Engel, Charles & Kim, Chang-Jin, 1999.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 31(3), pages 335-56, August.
Balazs Vonnak, 2008.
"The Hungarian monetary transmission mechanism: an assessment ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 235-257
Bank for International Settlements.
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Betty Daniel, 1981.
"Real output effects of announced monetary policy in a small open economy ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 117(3), pages 428-442, September.
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Arman Mansoorian & Mohammed Mohsin, 2002.
"Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates ,"
Working Papers
2002_02, York University, Department of Economics.
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Other versions: Georgios Chortareas & George Kapetanios, .
"The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests ,"
Bank of England working papers
311, Bank of England.
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Other versions:
Georgios Chortareas & George Kapetanios, 2003.
"The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests ,"
Working Papers
484, Queen Mary, University of London, Department of Economics.
[Downloadable!] Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02.
[Downloadable!] (restricted) Michael Frenkel & Isabell Koske, 2004.
"How well can monetary factors explain the exchange rate of the euro? ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 32(3), pages 233-244, September.
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Ron Alquist & Menzie D. Chinn, 2008.
"Conventional and unconventional approaches to exchange rate modelling and assessment ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(1), pages 2-13.
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Other versions: Gang Gong & Jian Gao, 2006.
"The Independent Monetary Policy under the Fixed Exchange Regime ,"
Computing in Economics and Finance 2006
517, Society for Computational Economics.
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Hector O. Zapata & T. RANDALL FORTENBERY, 1995.
"Stochastic Interest Rates and Price Discovery in Selected Commodity Markets ,"
Wisconsin-Madison Agricultural and Applied Economics Staff Papers
383, Wisconsin-Madison Agricultural and Applied Economics Department.
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Kenneth S. Chan, 1996.
"Exchange Rate Arrangements Among Sticky And Flexible Price Countries: Implications For Some Asia-Pacific Economies ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(1), pages 21-31, April.
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Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2003.
"Overshooting and the exchange rate disconnect puzzle: a reappraisal ,"
CEPREMAP Working Papers (Couverture Orange)
0305, CEPREMAP.
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Other versions: Michael Bruno, 1981.
"Real versus Financial Openness under Alternative Exchange Rate Regimes ,"
NBER Working Papers
0785, National Bureau of Economic Research, Inc.
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Anthony Landry, 2005.
"The Mundell-Fleming-Dornbusch Model in a New Bottle ,"
Computing in Economics and Finance 2005
455, Society for Computational Economics.
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Michael D. Goldberg & Roman Frydman, 2001.
"Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model ,"
Working Papers
50, Oesterreichische Nationalbank (Austrian Central Bank).
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Lucio Sarno, 2001.
"Toward a new paradigm in open economy modeling: where do we stand? ,"
The Regional Economist ,
Federal Reserve Bank of St. Louis, issue May, pages 21-36.
[Downloadable!]
Paul Cavelaars, 2003.
"The Impact of the Single Market on the Effectiveness of ECB Monetary Policy ,"
DNB Staff Reports (discontinued)
104, Netherlands Central Bank.
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Matthew Canzoneri & Robert E. Cumby & Behzad Diba & David Lopez-Salido, 2008.
"The Macroeconomic Implications of a Key Currency ,"
NBER Working Papers
14242, National Bureau of Economic Research, Inc.
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Aaron Tornell, 2003.
"Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas ,"
UCLA Economics Online Papers
265, UCLA Department of Economics.
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Fullerton, Th. & Lopez, J.J., 2005.
"Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(3), pages 17-30.
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Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2004.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
04-2, University of Pennsylvania, Wharton School, Weiss Center.
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Luis Eduardo Arango & Yanneth R.Betancourth, .
"A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt ,"
Borradores de Economia
216, Banco de la Republica de Colombia.
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Richard Baldwin & Richard Lyons, 1989.
"Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments ,"
NBER Working Papers
2828, National Bureau of Economic Research, Inc.
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Swarna D. Dutt & Dipak Ghosh, 1995.
"Are Forward Rates Free Of The Risk Premium ? An Empirical Examination ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(3), pages 49-60, October.
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Axel A. Weber, 1998.
"Sources of currency crises: an empirical analysis ,"
Working Papers
25, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Maurice Obstfeld, 1989.
"Competitiveness, Realignment, and Speculation: The Role of Financial Markets ,"
NBER Working Papers
2539, National Bureau of Economic Research, Inc.
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Francesco Menoncin & Marco Tronzano, .
"Optimal real exchange rate targeting: a stochastic analysis ,"
Working Papers
ubs0401, University of Brescia, Department of Economics.
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Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach ,"
Ruhr Economic Papers
0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
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Other versions: Jean-François Goux & Charbel Cordahi, 2007.
"The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon ,"
Post-Print
halshs-00174466_v1, HAL.
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Maurice Obstfeld & Alan C. Stockman, 1985.
"Exchange-Rate Dynamics ,"
NBER Working Papers
1230, National Bureau of Economic Research, Inc.
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Other versions:
Obstfeld, Maurice & Stockman, Alan C., 1985.
"Exchange-rate dynamics ,"
Handbook of International Economics ,
in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 18, pages 917-977
Elsevier.
[Downloadable!] (restricted) Frederick T. Furlong, 1989.
"International dimensions of U.S. economic policy in the 1980s ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Spr, pages 3-16.
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Mark S Astley & Anthony Garratt, .
"Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94 ,"
Bank of England working papers
85, Bank of England.
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Fanelli, Luca & Paruolo, Paolo, 2007.
"Speed of Adjustment in Cointegrated Systems ,"
MPRA Paper
9174, University Library of Munich, Germany.
[Downloadable!]
Bhagwan Chowdhry & Richard Roll & Yihong Xia, 2005.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 255-276, March.
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Peijie Wang, 2009.
"Reverse Shooting of Exchange Rates ,"
Working Papers
2009-FIN-02, IESEG School of Management.
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Robert Driskill, 1980.
"Elasticity pessimism, expectations, and stability of the foreign exchange market ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 116(2), pages 307-314, June.
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V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1997.
"Monetary Shocks and Real Exchange Rates in Sticky Price Models of International Business Cycles ,"
NBER Working Papers
5876, National Bureau of Economic Research, Inc.
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David Hargreaves, 1999.
"SDS-FPS: a small demand-side version of the Forecasting and Policy System core model ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/10, Reserve Bank of New Zealand.
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Laidler, David, 1999.
"The Exchange Rate Regime and Canada's Monetary Order ,"
Working Papers
99-7, Bank of Canada.
[Downloadable!]
Gonzalo Caprirolo & Vladimir Lavrac, 2003.
"Monetary and Exchange Rate Policy in Slovenia ,"
Eastward Enlargement of the Euro-zone Working Papers
wp17g, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 May 2003.
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Gonyung Park & Young-yong Kim, 2003.
"An empirical analysis of nominal rigidities and exchange rate overshooting: an intertemporal approach ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 8(2), pages 153-166.
[Downloadable!]
Charles van Marrewijk, 2005.
"Basic Exchange Rate Theories ,"
Tinbergen Institute Discussion Papers
05-024/2, Tinbergen Institute.
[Downloadable!]
Dallas S. Batten & R. W. Hafer, 1984.
"Currency substitution: a test of its importance ,"
Review ,
Federal Reserve Bank of St. Louis, issue Aug, pages 5-11.
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Yangru Wu, 1997.
"The trend behavior of real exchange rates: Evidence from OECD countries ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 133(2), pages 282-296, 06.
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Kumah, F.Y., 1996.
"The effect of monetary policy on exchange rates : how to solve the puzzles ,"
Discussion Paper
70, Tilburg University, Center for Economic Research.
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G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002.
"Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration ,"
THEMA Working Papers
2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Other versions: Bask , Mikael, 2006.
"Announcement effects on exchange rate movements: continuity as a selection criterion among the REE ,"
Research Discussion Papers
6/2006, Bank of Finland.
[Downloadable!]
Anthony E. Landry, 2006.
"Expectations and exchange rate dynamics: a state-dependent pricing approach ,"
Working Papers
0604, Federal Reserve Bank of Dallas.
[Downloadable!]
Bjørnland, Hilde C. & Hungnes, Håvard, 2003.
"Fundamental determinants of the long run real exchange rate: The case of Norway ,"
Memorandum
23/2002, Oslo University, Department of Economics.
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Other versions: Tsung-wu Ho, 2009.
"The inflation rates may accelerate after all: panel evidence from 19 OECD economies ,"
Empirical Economics ,
Springer, vol. 36(1), pages 55-64, February.
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repec:fip:fedreq:y:1987:i:mar:p:12-30:n:v.73no.2 is not listed on IDEAS
Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008.
"Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions ,"
Working Papers Series
173, Central Bank of Brazil, Research Department.
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Freebairn, J.W., 1981.
"Assessing Some Effects Of Inflation On The Agricultural Sector ,"
Australian Journal of Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 25(02), August.
[Downloadable!]
Selahattin Dibooglu, 1995.
"Real Disturbances, Relative Prices, and Purchasing Power Parity ,"
International Finance
9502002, EconWPA.
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Other versions: Warwick J. McKibbin & David Vines, 2003.
"Changes in Equity Risk Perceptions: Global Consequences and Policy Responses ,"
Departmental Working Papers
2003-15, Australian National University, Economics RSPAS.
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Byung Chan Ahn, 1994.
"Monetary policy and the determination of the interest rate and exchange rate in a small open economy with increasing capital mobility ,"
Working Papers
1994-024, Federal Reserve Bank of St. Louis.
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Valerie Cerra & Sweta Chaman Saxena, 2008.
"The Monetary Model Strikes Back: Evidence from the World ,"
IMF Working Papers
08/73, International Monetary Fund.
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Francis Y. Kumah, 2007.
"A Markov-Switching Approach to Measuring Exchange Market Pressure ,"
IMF Working Papers
07/242, International Monetary Fund.
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Ronald MacDonald, 2000.
"The role of the exchange rate in economic growth: a euro-zone perspective ,"
Research series
200005-5, National Bank of Belgium.
[Downloadable!]
Sarmidi, Tamat, 2008.
"Exchange Rates Predictability in Developing Countries ,"
MPRA Paper
16580, University Library of Munich, Germany.
[Downloadable!]
James M. Boughton & William H. Branson, 1992.
"Commodity Prices as a Leading Indicator of Inflation ,"
NBER Working Papers
2750, National Bureau of Economic Research, Inc.
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Gang Gong & Jian Gao, 2008.
"Monetary policy under fixed exchange regime: A study on the future monetary policy in China ,"
Psychometrika ,
Springer, vol. 3(2), pages 169-208, June.
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Ilan Goldfajn & Poonam Gupta, 1999.
"Does monetary policy stabilize the exchange rate following a currency crisis? ,"
Textos para discussão
396, Department of Economics PUC-Rio (Brazil).
[Downloadable!]
Other versions: Anella Munro, 2005.
"UIP, Expectations and the Kiwi ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/05, Reserve Bank of New Zealand.
[Downloadable!]
Arman Mansoorian & Simon Neaime, 1996.
"Habits and Durability in Consumption, and the Effects of Exchange Rate Policies ,"
Working Papers
1996_06, York University, Department of Economics.
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Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, .
"An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience ,"
Working Papers
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Other versions: Peter J. Stemp, 2004.
"A Review of 'Jumps' in Macroeconomic Models: With Special Reference to the Case when Eigenvalues are Complex-Valued ,"
Department of Economics - Working Papers Series
920, The University of Melbourne.
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Hilde Bjørnland, 2004.
"The Role of the Exchange Rate as a Shock Absorber in a Small Open Economy ,"
Open Economies Review ,
Springer, vol. 15(1), pages 23-43, January.
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Francis Vitek, 2005.
"The Exchange Rate Forecasting Puzzle ,"
International Finance
0509005, EconWPA.
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John Y. Campbell & Richard H. Clarida, 1988.
"The Dollar and Real Interest Rates ,"
NBER Working Papers
2151, National Bureau of Economic Research, Inc.
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Other versions: Jon Faust & John H. Rogers & Shing-Yi B. Wang & Jonathan H. Wright, 2003.
"The high-frequency response of exchange rates and interest rates to macroeconomic announcements ,"
International Finance Discussion Papers
784, Board of Governors of the Federal Reserve System (U.S.).
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Other versions:
Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H., 2007.
"The high-frequency response of exchange rates and interest rates to macroeconomic announcements ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(4), pages 1051-1068, May.
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"Stationäres und intertemporäres Gleichgewicht auf den Devisenmärkten bei festen und flexiblen Wechselkursen ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 116(II), pages 171-194, June.
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Robert P. Flood & Andrew K. Rose, 1993.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
NBER Working Papers
4503, National Bureau of Economic Research, Inc.
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Other versions:
Flood, Robert P & Rose, Andrew K, 1993.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
CEPR Discussion Papers
838, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Flood, R.P. & Rose, A.K., 1992.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
Papers
529, Stockholm - International Economic Studies.
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) Julio J. Rotemberg, 1982.
"Money and the Terms of Trade ,"
NBER Working Papers
1003, National Bureau of Economic Research, Inc.
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Other versions: Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs ,"
Macroeconomics
0512011, EconWPA.
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Paul De Grauwe & Marianna Grimaldi, 2004.
"Bubbles and Crashes in a Behavioural Finance Model ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
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Kausik Chaudhuri, 2000.
"Chaudhuri Real Exchange Rate Fluctuations in Indian Currency: Role of Real and Nominal Factors ,"
Working Papers
2000-4, University of Sydney, Department of Economics.
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Robert E. Cumby & Frederic S. Mishkin, 1987.
"The International Linkage of Real Interest Rates: The European - U.S. Connection ,"
NBER Working Papers
1423, National Bureau of Economic Research, Inc.
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Other versions: José De Gregorio & Andrea Tokman & Rodrigo Valdés, 2005.
"Tipo de Cambio Flexible con Metas de Inflación en Chile: Experiencia y Temas de Interés ,"
Economic Policy Papers Central Bank of Chile
14, Central Bank of Chile.
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Paul Grauwe & Hans Dewachter, 1993.
"A chaotic model of the exchange rate: The role of fundamentalists and chartists ,"
Open Economies Review ,
Springer, vol. 4(4), pages 351-379, December.
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Charles Engel & Nelson C. Mark & Kenneth D. West, 2007.
"Exchange Rate Models Are Not as Bad as You Think ,"
NBER Working Papers
13318, National Bureau of Economic Research, Inc.
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Other versions: Richard E. Baldwin, 1989.
"The Stolper-Samuelson Theorem Reconsidered: An Example of Ricardian Dynamic Trade Effects ,"
NBER Working Papers
3110, National Bureau of Economic Research, Inc.
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Suk-Joong Kim & Jeffrey Sheen, .
"The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia ,"
Working Papers
9919, University of Sydney, Department of Economics.
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Other versions:
Kim, S.-J. & Sheen, J., 1999.
"The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia ,"
Papers
99-19, Sydney - Department of Economics.
Kim, Suk-Joong & Sheen, Jeffrey, 2002.
"The determinants of foreign exchange intervention by central banks: evidence from Australia ,"
Journal of International Money and Finance ,
Elsevier, vol. 21(5), pages 619-649, October.
[Downloadable!] (restricted) Menzie D. Chinn, 1998.
"Before the Fall: Were East Asian Currencies Overvalued? ,"
NBER Working Papers
6491, National Bureau of Economic Research, Inc.
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Other versions: Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002.
"A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs ,"
Finance
0207016, EconWPA.
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Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004.
"Error Correction Exchange Rate Modeling Evidence for Mexico ,"
International Finance
0406001, EconWPA.
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Robert J. Hodrick, 1989.
"Risk, Uncertainty and Exchange Rates ,"
NBER Working Papers
2429, National Bureau of Economic Research, Inc.
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Other versions: Douglas Laxton & David Rose & Alasdair Scott, 2009.
"Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) ,"
IMF Working Papers
09/65, International Monetary Fund.
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Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996.
"The credibility of monetary policy: a survey of the literature with some simple applications to Caanda ,"
Meeting papers
9610001, EconWPA.
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Joshua Aizenman, 1989.
"Monopolistic Competition, Relative Prices and Output Adjustment in the Open Economy ,"
NBER Working Papers
1787, National Bureau of Economic Research, Inc.
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Other versions: Joshua Aizenman, 1984.
"Modeling Deviations from Purchasing Power Parity (PPP) ,"
NBER Working Papers
1066, National Bureau of Economic Research, Inc.
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Other versions: Mau-Ting Lin, 2004.
"Measuring the effect of money: test, estimation and identification ,"
Money Macro and Finance (MMF) Research Group Conference 2003
53, Money Macro and Finance Research Group.
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Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003.
"Limited participation and exchange rate dynamics : does theory meet the data ? ,"
Cahiers de la Maison des Sciences Economiques
v04013, Université Panthéon-Sorbonne (Paris 1).
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Other versions: Hans-Werner Sinn, 1983.
"International capital movements, flexible exchange rates, and the IS-LM model : A comparison between the portfolio-balance and the flow hypotheses ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 119(1), pages 36-63, March.
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Sergio Da Silva, 2004.
"Classroom Guide to the Equilibrium Exchange Rate Model ,"
International Finance
0405019, EconWPA.
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Kyungho Jang & Masao Ogaki, 2001.
"The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach ,"
Working Papers
01-02, Ohio State University, Department of Economics.
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Other versions: Herrera Revuelta, Julio, 1997.
"Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu ,"
Estudios de Economía Aplicada ,
Estudios de Economía Aplicada, vol. 7, pages 39-66, Junio.
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Georgios E. Chortareas & Rebecca L. Driver, .
"PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data ,"
Bank of England working papers
138, Bank of England.
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Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005.
"Investor Overconfidence and the Forward Discount Puzzle ,"
Working Paper Series
2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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Other versions: David Gruen, 1995.
"Financial Market Volatility and the World-wide Fall in Inflation ,"
RBA Research Discussion Papers
rdp9513, Reserve Bank of Australia.
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Felipe Larraín, 1986.
"Expectativas Racionales y Dinámicas del Tipo de Cambio: Una Nota ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 69-76.
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Luis E. Arango & Yanneth R. Betancourt, 2005.
"A signal of imperfect portfolio capital adjustments from the domestic and foreign Colombian debt ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(9), pages 587-597, June.
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António Afonso & Christophe Rault, 2009.
"Budgetary and External Imbalances Relationship: A Panel Data Diagnostic ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
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Other versions: Jyh-Lin Wu, 1994.
"Government Spending And Movements Of Real Exchange Rates: An Empirical Investigation ,"
International Economic Journal ,
Korean International Economic Association, vol. 8(2), pages 43-56, June.
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B. Moazzami & F. J. Anderson, 2003.
"Long-term trend and short-run dynamics of the Canadian dollar: an error correction modelling approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(13), pages 1527-1530, September.
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Paul Cashin & C. John McDermott, 2004.
"Parity Reversion in Real Exchange Rates: Fast, Slow or Not at All? ,"
IMF Working Papers
04/128, International Monetary Fund.
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Other versions: C. P. Kwong, 2009.
"Mathematical analysis of Soros's theory of reflexivity ,"
Quantitative Finance Papers
0901.4447, arXiv.org.
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Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003.
"Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model ,"
RCER Working Papers
502, University of Rochester - Center for Economic Research (RCER).
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Reinhart, Carmen & Reinhart, Vincent, 1999.
"On the use of reserve requirements in dealing with capital flow problems ,"
MPRA Paper
13703, University Library of Munich, Germany.
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Other versions: Warwick J. McKibbin & Jeffrey D. Sachs, 1989.
"The McKibbin-Sachs Global Model: Theory and Specifications ,"
NBER Working Papers
3100, National Bureau of Economic Research, Inc.
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Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996.
"Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994 ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 83-97, December.
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Other versions: Bjørnland, Hilde C., 2003.
"Estimating the equilibrium real exchange rate in Venezuela ,"
Memorandum
02/2003, Oslo University, Department of Economics.
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Other versions: Charles Engel & John H. Rogers, 1994.
"Relative Returns on Equities in Pacific Basin Countries ,"
NBER Working Papers
4655, National Bureau of Economic Research, Inc.
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Other versions: Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008.
"A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices ,"
IMF Working Papers
08/280, International Monetary Fund.
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Ibrahim A. Elbadawi & Raimundo Soto, .
"Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries ,"
ILADES-Georgetown University Working Papers
inv093, Ilades-Georgetown University, School of Economics and Bussines.
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Other versions: J.F. Kaashoek & H.K. Van Dijk, 2001.
"Neural networks as econometric tool ,"
Econometric Institute Report
213, Erasmus University Rotterdam, Econometric Institute.
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Other versions: Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003.
"Real Exchange Rate Misalignments ,"
Economics Working Papers (Ensaios Economicos da EPGE)
493, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
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Other versions: Geert Bekaert & Min Wei & Yuhang Xing, 2002.
"Uncovered Interest Rate Parity and the Term Structure ,"
NBER Working Papers
8795, National Bureau of Economic Research, Inc.
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Other versions: Thomas M Fullerton Jr & Roberto Coronado, 2004.
"Restaurant Prices and the Mexican Peso ,"
International Finance
0403004, EconWPA.
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Other versions: Peter Rowland, .
"Uncovered Interest Parity and the USD/COP Echange Rate ,"
Borradores de Economia
227, Banco de la Republica de Colombia.
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Jyh-Lin Wu, 1995.
"Real Exchange Rates With Endogenous Growth: A Parametric Example ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(3), pages 81-87, October.
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Tro Kortian, 1995.
"Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature ,"
RBA Research Discussion Papers
rdp9501, Reserve Bank of Australia.
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Charles Engel, 1996.
"A Model of Foreign Exchange Rate Indetermination ,"
NBER Working Papers
5766, National Bureau of Economic Research, Inc.
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Other versions: Eijffinger, Sylvester C W & Goderis, Benedikt, 2002.
"Financial Crises, Monetary Policy and Financial Fragility; A Second-Generation Model of Currency Crises ,"
CEPR Discussion Papers
3637, C.E.P.R. Discussion Papers.
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Boehm, Volker & Kikuchi, Tomoo, 2002.
"Dynamics of Endogenous Business Cycles and Exchange Rate Volatility ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
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Assaf Razin & Chi-Wa Yuen, 1995.
"Can Capital Controls Alter the Inflation-Unemployment Tradeoff? ,"
NBER Working Papers
5239, National Bureau of Economic Research, Inc.
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Other versions: John H. Rogers & Jonathan H. Wright & Jon Faust, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data ,"
Working Paper Series
167, European Central Bank.
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Other versions:
Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2002.
"Identifying the effects of monetary policy shocks on exchange rates using high frequency data ,"
International Finance Discussion Papers
739, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data ,"
NBER Working Papers
9660, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003.
"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data ,"
Journal of the European Economic Association ,
MIT Press, vol. 1(5), pages 1031-1057, 09.
[Downloadable!] (restricted) Nicholas Sarantis, 1994.
"The monetary exchange rate model in the long run: An empirical investigation ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(4), pages 698-711, December.
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Joshua Aizenman, 1985.
"Monopolistic Competition and Deviations from PPP ,"
NBER Working Papers
1552, National Bureau of Economic Research, Inc.
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Ric D. Herbert and Rod D. Bell, 2001.
"Constrained Optimal Control Under Limited Knowledge ,"
Computing in Economics and Finance 2001
14, Society for Computational Economics.
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Mack Ott, 1987.
"The dollar's effective exchange rate: assessing the impact of alternative weighting schemes ,"
Review ,
Federal Reserve Bank of St. Louis, issue Feb, pages 5-14.
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Sandrine Lardic & Valérie Mignon, 1999.
"Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? ,"
Annales d'Economie et de Statistique ,
ADRES, issue 54, pages 03, Avril-Jui.
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Jose Eduardo de A. Ferreira, 2006.
"Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies ,"
Studies in Economics
0603, Department of Economics, University of Kent.
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Niklas J. Westelius & Mathias Hoffmann & Jens Sondergaard, 2007.
"The Timing and Magnitude of Exchange Rate Overshooting ,"
Hunter College Department of Economics Working Papers
418, Hunter College: Department of Economics.
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Other versions: Prof. Neil D. Karunaratne, 2002.
"Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective ,"
Discussion Papers Series
298, School of Economics, University of Queensland, Australia.
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Ricardo Llaudes, 2007.
"Monetary policy shocks in a two-sector open economy - an empirical study ,"
Working Paper Series
799, European Central Bank.
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Milo, Melanie S., 1999.
"Contagion Effects of the Asian Crisis, Policy Responses and Their Implications ,"
Discussion Papers
DP 1999-32, Philippine Institute for Development Studies.
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Vilmunen, Jouko, 1998.
"Macroeconomic Effects of Looming Policy Shifts: Non-falsified Expectations and Peso Problems ,"
Research Discussion Papers
13/1998, Bank of Finland.
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Carl Chiarella, 1991.
"Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics ,"
Working Paper Series
6, School of Finance and Economics, University of Technology, Sydney.
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Philippe Beaugrand, 2003.
"Overshooting and Dollarization in the Democratic Republic of the Congo ,"
IMF Working Papers
03/105, International Monetary Fund.
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Malik, Hamza, 2005.
"Monetary-Exchange Rate Policy and Current Account Dynamics ,"
MPRA Paper
455, University Library of Munich, Germany, revised Sep 2006.
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Lúcio Vinhas de Souza & Elisabeth Ledrut, 2002.
"Alternative Paths Towards EMU: Lessons from an Expanded Mundell-Fleming Model for the Accession Countries ,"
Kiel Working Papers
1132, Kiel Institute for the World Economy.
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Peter Rowland, .
"Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift ,"
Borradores de Economia
253, Banco de la Republica de Colombia.
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Garry J. Schinasi & P.A.V.B. Swamy, 1987.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
International Finance Discussion Papers
301, Board of Governors of the Federal Reserve System (U.S.).
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Other versions:
Garry J. Schinasi & P.A.V.B. Swamy, 1987.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
Special Studies Papers
212, Board of Governors of the Federal Reserve System (U.S.).
Schinasi, Garry J. & Swamy, P. A. V. B., 1989.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
Journal of International Money and Finance ,
Elsevier, vol. 8(3), pages 375-390, September.
[Downloadable!] (restricted) Alan M. Taylor, 2000.
"A Century of Purchasing-Power Parity ,"
NBER Working Papers
8012, National Bureau of Economic Research, Inc.
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Other versions: Kul B. Luintel, 2000.
"Real exchange rate behaviour: evidence from black markets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(2), pages 161-185.
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Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2006.
"Nominal Rigidities in an Estimated Two Country ,"
Computing in Economics and Finance 2006
162, Society for Computational Economics.
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Toichiro Asada, 1995.
"Kaldorian dynamics in an open economy ,"
Journal of Economics ,
Springer, vol. 62(3), pages 239-269, October.
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Amalia Morales Zumaquero., 2004.
"Explaining Real Exchange Rates Fluctuations ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/23, Centro de Estudios Andaluces.
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Andrew Feltenstein & David Lebow & Anne Sibert, 1986.
"An analysis of the welfare implications of alternative exchange rate regimes: an intertemporal model with an application ,"
International Finance Discussion Papers
273, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Oscar Landerretche & Fernado Lefort & Rodrigo Valdés, 1998.
"Causas y Consecuencias de la Indización: Una Revisión de la Literatura ,"
Working Papers Central Bank of Chile
30, Central Bank of Chile.
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Hakan Berument, 2005.
"Measuring Monetary Policy for A Small Open Economy : Turkey ,"
Departmental Working Papers
0509, Bilkent University, Department of Economics.
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Other versions: Stephen J. Turnovsky & Tamer Basar & Vasco d'Orey, 1988.
"Dynamic Strategic Monetary Policies and Coordination in Interdependent Economies ,"
NBER Working Papers
2467, National Bureau of Economic Research, Inc.
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Other versions: John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot ,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
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Myers, Robert J., 1994.
"Time Series Econometrics and Commodity Price Analysis: A Review ,"
Review of Marketing and Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 62(02), August.
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Peter Mikek, 2004.
"Accession To The Monetary Union And Slovenian Monetary Policy Under Exchange Rate Targeting ,"
Prague Economic Papers ,
University of Economics, Prague, vol. 2004(2), pages 176-186.
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Warwick J McKibbin & Will Martin, 1998.
"The East Asian Crisis: Investigating Causes and Policy Responses ,"
Departmental Working Papers
1998-06, Australian National University, Economics RSPAS.
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Other versions: Patrick J. Kehoe & Virgiliu Midrigan, 2007.
"Sticky prices and sectoral real exchange rates ,"
Working Papers
656, Federal Reserve Bank of Minneapolis.
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Robert P. Flood & Robert J. Hodrick, 1985.
"Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates ,"
NBER Working Papers
1603, National Bureau of Economic Research, Inc.
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Other versions: Mikael Bask, 2009.
"Announcement effects on exchange rates ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 14(1), pages 64-84.
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John F. O. Bilson, 1981.
"Profitability and Stability in International Currency Markets ,"
NBER Working Papers
0664, National Bureau of Economic Research, Inc.
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Stanley Fischer, 1988.
"Real Balances, the Exchange Rate and Indexation: Real Variables in Disinflation ,"
NBER Working Papers
1497, National Bureau of Economic Research, Inc.
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Christian R. Proano, 2009.
"Heterogenous Behavioral Expectations, FX Fluctuations and Dynamic Stability in a Stylized Two-Country Macroeconomic Model ,"
IMK Working Paper
03-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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Sergio Da Silva, 2001.
"Chaotic Exchange Rate Dynamics Redux ,"
Open Economies Review ,
Springer, vol. 12(3), pages 281-304, July.
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Alberto Antonini & Sung Y. Kwack, 1987.
"Price And Inventory Dynamics Of Primary Commodities ,"
International Economic Journal ,
Korean International Economic Association, vol. 1(1), pages 43-55, April.
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Nelson C. Mark & Young-Kyu Moh, 2005.
"The real exchange rate and real interest differentials: the role of nonlinearities ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 10(4), pages 323-335.
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Kenneth W. Clements & Yihui Lan, 2005.
"How Long is the Long Run? Evidence from the Foreign Exchange Market ,"
Economics Discussion / Working Papers
05-03, The University of Western Australia, Department of Economics.
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Mulraine, Millan L. B., 2006.
"Real Exchange Rate Dynamics With Endogenous Distribution Costs ,"
MPRA Paper
9, University Library of Munich, Germany.
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Kyungho Jang, 2001.
"Impulse Response Analysis with Long Run Restrictions on Error Correction Models ,"
Working Papers
01-04, Ohio State University, Department of Economics.
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Khan, Muhammad Arshad & Qayyum, Abdul, 2007.
"Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory ,"
MPRA Paper
6754, University Library of Munich, Germany.
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Thams, Andreas, 2007.
"Inflation Transmission in the EMU: A Markov-Switching VECM Analysis ,"
MPRA Paper
1643, University Library of Munich, Germany.
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Alan C. Stockman, 1998.
"New evidence connecting exchange rates to business cycles ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Spr, pages 73-89.
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Catherine L. Mann, 2002.
"Perspectives on the U.S. Current Account Deficit and Sustainability ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 16(3), pages 131-152, Summer.
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Adrian W. Throop, 1989.
"Fiscal policy, the dollar, and international trade: a synthesis of two views ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Sum, pages 27-44.
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M. Isabel Campos & Zenón Jiménez-Ridruejo, 2003.
"Were the peseta exchange rate crises forecastable during target zone period? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1087-1099, January.
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John H. Makin, 1981.
"International Capital Flows under Full Monetary Equilibrium: An Empirical Analysis ,"
NBER Working Papers
0648, National Bureau of Economic Research, Inc.
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Yin-wong Cheung & Kon S. Lai & Michael Bergman, 2003.
"Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments ,"
Working Papers
102003, Hong Kong Institute for Monetary Research.
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Other versions:
Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2003.
"Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004.
"Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments ,"
Journal of International Economics ,
Elsevier, vol. 64(1), pages 135-150, October.
[Downloadable!] (restricted) Jacob A. Frenkel & Assaf Razin, 1989.
"The Mundell-Flemming Model: A Quarter Century Later ,"
NBER Working Papers
2321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Cheung, Yin-Wong & Chinn, Menzie D., 2000.
"Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Georg Rich, 1980.
"Direktinvestitionen und Wechselkurs ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 116(III), pages 339-356, September.
[Downloadable!]
Su Zhou, 1993.
"Fundamental equilibrium exchange rates and exchange rate dynamics ,"
Open Economies Review ,
Springer, vol. 4(2), pages 189-209, June.
[Downloadable!] (restricted)
Stavarek, Daniel, 2004.
"Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions ,"
MPRA Paper
7297, University Library of Munich, Germany.
[Downloadable!]
Daniel Stavarek, 2004.
"Linkages between Stock Prices and Exchange Rates in the EU and the United States ,"
Finance
0406006, EconWPA.
[Downloadable!]
Mevlud Islami, 2008.
"Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries ,"
Schumpeter Discussion Papers
sdp08007, Universitätsbibliothek Wuppertal, University Library.
[Downloadable!]
Christopher Kent & Philip Lowe, 1997.
"Asset-price Bubbles and Monetary Policy ,"
RBA Research Discussion Papers
rdp9709, Reserve Bank of Australia.
[Downloadable!]
Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2009.
"The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for ‘Fear of Floating’ ,"
Working Papers
0918, University of Nevada, Las Vegas , Department of Economics.
[Downloadable!]
Other versions: Jyh-Lin Wu, 1994.
"Fiscal announcements and real exchange rate dynamics ,"
Open Economies Review ,
Springer, vol. 5(2), pages 177-190, March.
[Downloadable!] (restricted)
Gregory P. Hopper, 1997.
"What determines the exchange rate: economic factors or market sentiment? ,"
Business Review ,
Federal Reserve Bank of Philadelphia, issue Sep, pages 17-29.
[Downloadable!]
Michael Ehrmann & Marcel Fratzscher, 2004.
"Exchange rates and fundamentals - new evidence from real-time data ,"
Working Paper Series
365, European Central Bank.
[Downloadable!]
Other versions: William H. Branson & Willem H. Buiter, 1983.
"Monetary and Fiscal Policy with Flexible Exchange Rates ,"
NBER Working Papers
0901, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
David Gruen & Marianne Gizycki, 1993.
"Explaining Forward Discount Bias: Is it Anchoring? ,"
RBA Research Discussion Papers
rdp9307, Reserve Bank of Australia.
[Downloadable!]
Esteban Jadresic, 1998.
"The Macroeconomic Consequences of Wage Indexation Revisited ,"
Working Papers Central Bank of Chile
35, Central Bank of Chile.
[Downloadable!]
Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003.
"Exchange Rates Forecasting Model: An Alternative Estimation Procedure ,"
International Finance
0307005, EconWPA.
[Downloadable!]
James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration ,"
Working Papers
1996_07, York University, Department of Economics.
[Downloadable!]
Other versions:
Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration ,"
G.R.E.Q.A.M.
96a09, Universite Aix-Marseille III.
MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(5), pages 563-77, Sept.-Oct.
[Downloadable!] Acharya, Ram N. & Gentle, Paul F. & Mishra, Ashok K. & Paudel, Krishna P., 2008.
"Examining The Crb Index As An Indicator For U.S. Inflation ,"
2008 Annual Meeting, February 2-6, 2008, Dallas, Texas
6760, Southern Agricultural Economics Association.
[Downloadable!]
Adrian Blundell-Wignall & Jerome Fahrer & Alexandra Heath, 1993.
"Major Influences on the Australian Dollar Exchange Rate ,"
RBA Annual Conference Volume ,
in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments
Reserve Bank of Australia.
[Downloadable!]
Sofiane H. Sekioua, 2004.
"Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks ,"
Money Macro and Finance (MMF) Research Group Conference 2004
91, Money Macro and Finance Research Group.
[Downloadable!]
Richard C. Marston, 1980.
"Cross Country Effects of Sterilization, Reserve Currencies and Foreign Exchange Information ,"
NBER Working Papers
0391, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Virgiliu Midrigan, 2005.
"International Price Dispersion in State-Dependent Pricing Models ,"
International Finance
0511001, EconWPA.
[Downloadable!]
José R Sánchez-Fung, 2000.
"Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy ,"
Studies in Economics
0015, Department of Economics, University of Kent.
[Downloadable!]
Robert P. Flood & Robert J. Hodrick, 1986.
"Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle ,"
NBER Working Papers
1089, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999.
"Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case ,"
ERSA conference papers
ersa99pa183, European Regional Science Association.
[Downloadable!]
John C. P. McCallum, 1986.
"Two Cheers for the Anti-Inflation Board ,"
Canadian Public Policy ,
University of Toronto Press, vol. 12(1), pages 133-147, March.
[Downloadable!] (restricted)
O'Mara, L.P. & Wallace, N.A. & Meshios, H., 1987.
"The Current Account, Monetary Policy, Market Sentiment And The Real Exchange Rate: Some Implications For The Farm Sector ,"
Australian Journal of Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 31(03), December.
[Downloadable!]
Walter Fisher, 2000.
"The Term Structure of Interest Rates in a Small Open Economy: A Stochastic Analysis ,"
Open Economies Review ,
Springer, vol. 11(3), pages 261-278, July.
[Downloadable!] (restricted)
V. Vance Roley, 1987.
"U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations ,"
NBER Working Papers
1858, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Pier-Giorgo Ardeni & Gordon C. Rausser, 1992.
"Alternative Subsidy Reduction Paths: Commodity, Fiscal, and Monetary Policy Linkages ,"
Center for Agricultural and Rural Development (CARD) Publications
90-gatt10, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Charles Engel & James D. Hamilton, 1989.
"Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? ,"
NBER Working Papers
3165, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
David WR Gruen & Gordon D Menzies, 1991.
"The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market? ,"
RBA Research Discussion Papers
rdp9103, Reserve Bank of Australia.
[Downloadable!]
Hector O. ZAPATA & T. Randall FORTENBERY, 1995.
"Stochastic Interest Rates And Price Discovery In Selected Commodity Markets ,"
Staff Papers
383, University of Wisconsin Madison, AAE.
[Downloadable!]
Hilde C. Bjørnland, 1998.
"Economic Fluctuations in a Small Open Economy – Real versus Nominal Shocks ,"
Discussion Papers
215, Research Department of Statistics Norway.
[Downloadable!]
Michael D. Bordo & Lars Jonung, 1996.
"Monetary Regimes, Inflation And Monetary Reform: An Essay in Honor of Axel Leijonhufvud ,"
Departmental Working Papers
199407, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008.
"Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate ,"
CREATES Research Papers
2008-03, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Michael Bergman & Yin-Wong Cheung & Kon S. Lai, 2005.
"The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations ,"
FRU Working Papers
2005/05, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!]
John T. Cuddington & Hong Liang, 1998.
"Commodity Price Volatility Across Exchange Rate Regimes ,"
International Finance
9802003, EconWPA, revised 11 May 1998.
[Downloadable!]
John C. Bluedorn & Christopher Bowdler, 2005.
"Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification ,"
Economics Papers
2005-W18, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Francis E. Warnock, 2000.
"Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias ,"
International Finance Discussion Papers
667, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jyh-Lin Wu, 1996.
"The Empirical Investigation Of Long-Run Purchasing Power Parity: The Case Of Taiwan Exchange Rates ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 59-69, December.
[Downloadable!] (restricted)
V.V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2000.
"Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? ,"
NBER Working Papers
7869, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
V.V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1998.
"Can sticky price models generate volatile and persistent real exchange rates? ,"
Staff Report
223, Federal Reserve Bank of Minneapolis.
[Downloadable!] V.V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2002.
"Can sticky price models generate volatile and persistent real exchange rates? ,"
Staff Report
277, Federal Reserve Bank of Minneapolis.
[Downloadable!] Chari, V V & Kehoe, Patrick J & McGrattan, Ellen R, 2002.
"Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 69(3), pages 533-63, July.
Marianna Grimaldi & Paul De Grauwe, 2003.
"Bubbling and Crashing Exchange Rates ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Yushi Yoshida & Jan C. Rülke, 2009.
"On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data ,"
Discussion Papers
35, Kyushu Sangyo University, Faculty of Economics.
[Downloadable!]
José De Gregorio & Andrea Tokman & Rodrigo Valdés, 2005.
"Tipo de cambio flexible y fijación de metas inflacionarias en Chile: experiencia y aspectos resaltantes ,"
RES Working Papers
4428, Inter-American Development Bank, Research Department.
[Downloadable!]
Ketil Hviding & M. Nowak & Luca Antonio Ricci, 2004.
"Can Higher Reserves Help Reduce Exchange Rate Volatility? ,"
IMF Working Papers
04/189, International Monetary Fund.
[Downloadable!]
Razzak, W A, 2007.
"In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback [Same as above] ,"
MPRA Paper
6591, University Library of Munich, Germany.
[Downloadable!]
Other versions: Christian Pierdzioch, 2003.
"Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies ,"
Kiel Working Papers
1141, Kiel Institute for the World Economy.
[Downloadable!]
Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002.
"Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach ,"
Computing in Economics and Finance 2002
233, Society for Computational Economics.
[Downloadable!]
James Twaddle & David Hargreaves & Tim Hampton, 2006.
"Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/04, Reserve Bank of New Zealand.
[Downloadable!]
Yohane Khamfula, 2006.
"Fiscal uncertainty with donor herding and domestic debt crisis ,"
Working Papers
07/2006, Stellenbosch University, Department of Economics.
[Downloadable!]
Pierre-Olivier Gourinchas & Aaron Tornell, 1996.
"Exchange Rate Dynamics and Learning ,"
NBER Working Papers
5530, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Willem H. Buiter, 1984.
"Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples ,"
NBER Technical Working Papers
0020, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Buiter, W, 1982.
"Saddlepoint Problems in Continuous Time Rational Expectations Models : A General Method and Some Macroeconomic Examples ,"
The Warwick Economics Research Paper Series (TWERPS)
200, University of Warwick, Department of Economics.
Buiter, Willem H, 1984.
"Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples ,"
Econometrica ,
Econometric Society, vol. 52(3), pages 665-80, May.
[Downloadable!] (restricted) Giorgio Pizzutto, 1998.
"La Teoria Fiscale dei Prezzi In un'Economia Aperta ,"
Departemental Working Papers
1998-07, Department of Economics University of Milan Italy.
[Downloadable!]
De Grauwe, Paul & Grimaldi, Marianna, 2004.
"Exchange Rate Puzzles: A Tale of Switching Attractors ,"
Working Paper Series
163, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Giugale, Marcelo & Korobow, Adam, 2000.
"Shock persistence and the choice of foreign exchange regime - an empirical note from Mexico ,"
Policy Research Working Paper Series
2371, The World Bank.
[Downloadable!]
Peter Rowland, 2003.
"Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift ,"
BORRADORES DE ECONOMIA
002736, BANCO DE LA REPÚBLICA.
[Downloadable!]
Carlos Alfredo Rodríguez, 1984.
"La Estrategia de Estabilización con Tipo de Cambio Flexible y Política Monetaria Activa ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(63), pages 103-122.
[Downloadable!]
Other versions: Jha, Raghbendra, 2002.
"Innovative Sources of Development Finance: Global Cooperation in the Twenty-first Century ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Other versions: Menzie David Chinn, 1997.
"On the won and other East Asian currencies ,"
Pacific Basin Working Paper Series
97-07, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:
Menzie D. Chinn, 1998.
"On the Won and Other East Asian Currencies ,"
NBER Working Papers
6671, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Chinn, M.D., 1997.
"ON the Won: And Other East Asian Currencies ,"
Papers
97-07, Economisch Institut voor het Midden en Kleinbedrijf-.
Chinn, Menzie D, 1999.
"On the Won and Other East Asian Currencies ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 4(2), pages 113-27, April.
[Downloadable!] (restricted) Jocelyn Horne, 2001.
"Myths and Misconceptions of Exchange Rates ,"
Research Papers
0105, Macquarie University, Department of Economics.
[Downloadable!]
Mathias Hoffmann & Ronald MacDonald, 2009.
"Real exchange rates and real interest rate differentials: a present value interpretation ,"
IEW - Working Papers
iewwp404, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Charles Freedman & Marianne Johnson & Jorge Iván Canales Kriljenko & Roberto Garcia-Saltos & Douglas Laxton, 2009.
"Adding Latin America to the Global Projection Model ,"
IMF Working Papers
09/85, International Monetary Fund.
[Downloadable!]
José De Gregorio & Andrea Tokman & Rodrigo Valdés, 2005.
"Flexible Exchange Rate with Inflation Targeting in Chile: Experience and Issues ,"
RES Working Papers
4427, Inter-American Development Bank, Research Department.
[Downloadable!]
Douglas W. Elmendorf, 1996.
"The effects of deficit-reduction laws on real interest rates ,"
Finance and Economics Discussion Series
96-44, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Alan G. Isaac & Suresh de Mel, 1999.
"The Real Interest Differential Model after Twenty Years ,"
International Finance
9907002, EconWPA.
[Downloadable!]
Stephen J. Turnovsky, 1986.
"Monetary and Fiscal Policy Under Perfect Foresight: A Symmetric Two Country Analysis ,"
NBER Working Papers
1699, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kam-hon CHU & Bob Y. C. Chan & Chor-yiu Sin, 2000.
"Contagion Effects, Informational Effects, and Economic Fundamentals: An Analysis of Exchange Rate Dynamics during the Asian Currency Crisis ,"
Working Papers
022000, Hong Kong Institute for Monetary Research.
[Downloadable!]
Richard Dennis, 2000.
"Optimal simple targeting rules for small open economies ,"
Working Papers in Applied Economic Theory
2000-20, Federal Reserve Bank of San Francisco.
[Downloadable!]
Reinhard Neck & Engelbert Dockner, 1995.
"Commitment and coordination in a dynamic game model of international economic policy-making ,"
Open Economies Review ,
Springer, vol. 6(1), pages 5-28, January.
[Downloadable!] (restricted)
Susanto Basu & Alan M. Taylor, 1999.
"Business Cycles in International Historical Perspective ,"
NBER Working Papers
7090, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: W A Razzak & Thomas Grennes, 1998.
"The long-run nominal exchange rate: specification and estimation issues ,"
Reserve Bank of New Zealand Discussion Paper Series
G98/5, Reserve Bank of New Zealand.
[Downloadable!]
Frank Browne & David Cronin, 2007.
"Commodity prices, money and inflation ,"
Working Paper Series
738, European Central Bank.
[Downloadable!]
Mikael Bask, 2003.
"Technical Trading at the Currency Market Increases the Overshooting Effect ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 16(2), pages 72-80, Autumn.
[Downloadable!]
Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008.
"Exchange Rate and Fundamentals: The Case of Brazil ,"
Ibmec Working Papers
wpe_112, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Bernd Kempa, 2005.
"Exchange Rate Disconnect in a Standard Open-Economy Macro Model ,"
Open Economies Review ,
Springer, vol. 16(3), pages 283-293, July.
[Downloadable!] (restricted)
Nouriel Roubini & Vittorio Grilli, 1995.
"Liquidity Models in Open Economies: Theory and Empirical Evidence ,"
NBER Working Papers
5313, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Vittorio Grilli & Nouriel Roubini, 1995.
"Liquidity Models in Open Economies: Theory and Empirical Evidence ,"
Working Papers
95-16, New York University, Leonard N. Stern School of Business, Department of Economics.
Grilli, Vittorio & Roubini, Nouriel, 1996.
"Liquidity models in open economies: Theory and empirical evidence ,"
European Economic Review ,
Elsevier, vol. 40(3-5), pages 847-859, April.
[Downloadable!] (restricted)
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