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Exchange rate determination and inflation in Southeast Asian countries

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Listed author(s):
  • Alba, Joseph D.
  • Papell, David H.

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File URL: http://www.sciencedirect.com/science/article/pii/S0304-3878(98)00043-1
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Article provided by Elsevier in its journal Journal of Development Economics.

Volume (Year): 55 (1998)
Issue (Month): 2 (April)
Pages: 421-437

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Handle: RePEc:eee:deveco:v:55:y:1998:i:2:p:421-437
Contact details of provider: Web page: http://www.elsevier.com/locate/devec

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  1. McNelis, Paul D., 1987. "Indexing, exchange rate policy and inflationary feedback effects in Latin America," World Development, Elsevier, vol. 15(8), pages 1107-1117, August.
  2. Hakkio, Craig S. & Rush, Mark, 1991. "Cointegration: how short is the long run?," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 571-581, December.
  3. Ichiro Otani, 1975. "Inflation in an Open Economy: A Case Study of the Philippines (L'inflation dans une économie ouverte: étude du cas des Philippines) (La inflación en una economía abierta: Caso de Filipinas)," IMF Staff Papers, Palgrave Macmillan, vol. 22(3), pages 750-774, November.
  4. Taylor, John B., 1986. "New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 34, pages 1997-2055 Elsevier.
  5. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.
  6. Papell, David H., 1988. "Expectations and exchange rate dynamics after a decade of floating," Journal of International Economics, Elsevier, vol. 25(3-4), pages 303-317, November.
  7. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
  8. Lim, Joseph, 1987. "The new structuralist critique of the monetarist theory of inflation : The case of the Philippines," Journal of Development Economics, Elsevier, vol. 25(1), pages 45-61, February.
  9. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
  10. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
  11. Warner, Dennis & Kreinin, Mordechai E, 1983. "Determinants of International Trade Flows," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 96-104, February.
  12. Goldberg, Michael D. & Frydman, Roman, 1996. "Empirical exchange rate models and shifts in the co-integrating vector," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 55-78, March.
  13. Ramon Moreno, 1987. "Exchange rates and monetary policy in Singapore and Hong Kong," Proceedings, Federal Reserve Bank of San Francisco, pages 173-200.
  14. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
  15. Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, vol. 69(4), pages 610-622, September.
  16. Rana, Pradumna B & Dowling, J Malcolm, Jr, 1985. "Inflationary Effects of Small but Continuous Changes in Effective Exchange Rates: Nine Asian LDCs," The Review of Economics and Statistics, MIT Press, vol. 67(3), pages 496-500, August.
  17. Goldberg, Michael D & Frydman, Roman, 1996. "Imperfect Knowledge and Behaviour in the Foreign Exchange Market," Economic Journal, Royal Economic Society, vol. 106(437), pages 869-893, July.
  18. Mussa, Michael, 1981. "Sticky Prices and Disequilibrium Adjustment in a Rational Model of the Inflationary Process," American Economic Review, American Economic Association, vol. 71(5), pages 1020-1027, December.
  19. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
  20. Papell, David H., 1997. "Cointegration and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 445-459, June.
  21. Shin, Yongcheol, 1994. "A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration," Econometric Theory, Cambridge University Press, vol. 10(01), pages 91-115, March.
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Cited by:

  1. Goldberg, Michael D., 2000. "On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 673-688, October.
  2. Barhoumi, Karim, 2006. "Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation," Economic Modelling, Elsevier, vol. 23(6), pages 926-951, December.
  3. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
  4. Holmes, M, 2004. "Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(3).
  5. Yu Hsing, 2005. "Application of the IS-MP-IA model to the Singapore economy and policy implications," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-9.
  6. repec:ebl:ecbull:v:3:y:2005:i:26:p:1-14 is not listed on IDEAS
  7. Rizki E. Wimanda, 2014. "Threshold effects of exchange rate depreciation and money growth on inflation: Evidence from Indonesia," Journal of Economic Studies, Emerald Group Publishing, vol. 41(2), pages 196 - 215, March.
  8. Fizza Malik, 2016. "Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(3), pages 144-161, September.
  9. Papell, David H., 1997. "Cointegration and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 445-459, June.
  10. repec:ebl:ecbull:v:6:y:2005:i:14:p:1-12 is not listed on IDEAS
  11. repec:ebl:ecbull:v:15:y:2005:i:6:p:1-9 is not listed on IDEAS

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