Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 35 (2011)
Issue (Month): 4 (October)
|Contact details of provider:|| Web page: http://link.springer.de/link/service/journals/120857/index.htm |
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
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.:
- Robin Brooks & Torsten SlÃ¸k & Manmohan S. Kumar & Hali J. Edison, 2001.
"Exchange Rates and Capital Flows,"
IMF Working Papers
01/190, International Monetary Fund.
- Christopher A. Sims & Harald Uhlig, 1988.
"Understanding unit rooters: a helicopter tour,"
Discussion Paper / Institute for Empirical Macroeconomics
4, Federal Reserve Bank of Minneapolis.
- Lubik, Thomas A. & Schorfheide, Frank, 2007.
"Do central banks respond to exchange rate movements? A structural investigation,"
Journal of Monetary Economics,
Elsevier, vol. 54(4), pages 1069-1087, May.
- Thomas Lubik & Frank Schorfheide, 2003. "Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation," Economics Working Paper Archive 505, The Johns Hopkins University,Department of Economics.
- Tom Doan, . "RATS program to solve Lubik-Schorfheide JME 2007 DSGE model," Statistical Software Components RTZ00111, Boston College Department of Economics.
- David Backus, 1984.
"Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 17(4), pages 824-46, November.
- David Backus, 1982. "Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff," Working Papers 463, Queen's University, Department of Economics.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
- Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
- Gregorios Siourounis, 2008. "Capital Flows and Exchange Rates An empirical Analysis," Working Papers 00028, University of Peloponnese, Department of Economics.
- Hau, Harald & Rey, Hélène, 2003.
"Exchange Rates, Equity Prices and Capital Flows,"
CEPR Discussion Papers
3735, C.E.P.R. Discussion Papers.
- Baxter, Marianne & Stockman, Alan C., 1989. "Business cycles and the exchange-rate regime : Some international evidence," Journal of Monetary Economics, Elsevier, vol. 23(3), pages 377-400, May.
- Pentecost, Eric J, 1991. " Econometric Approaches to Empirical Models of Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 5(1), pages 71-96.
- Kim, Soyoung, 2005. "Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(4), pages 775-82, August.
- Jeffrey A. Frankel, 1993. "On Exchange Rates," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061546, August.
- Christopher A. Sims, 1988.
"Bayesian skepticism on unit root econometrics,"
Discussion Paper / Institute for Empirical Macroeconomics
3, Federal Reserve Bank of Minneapolis.
- Tom Doan, . "BAYESTST: RATS procedure to perform Bayesian Unit Root test," Statistical Software Components RTS00014, Boston College Department of Economics.
- Peter Wilamoski & Sarah Tinkler, 1999. "The trade balance effects of U.S. foreign direct investment in Mexico," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(1), pages 24-37, March.
- MacDonald, Ronald & Taylor, Mark P., 1994. "The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 276-290, June.
- Kant, Chander, 2005. "Capital mobility among advanced countries," Journal of Policy Modeling, Elsevier, vol. 27(9), pages 1067-1081, December.
- Fry, Maxwell J. & Claessens,Constantijn A. & Burridge, Peter & Blanchet, Marie-Christine, 1995. "Foreign direct investment, other capital flows, and current account deficits : what causes what?," Policy Research Working Paper Series 1527, The World Bank.
- Kim, Soyoung, 2003. "Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework," Journal of International Economics, Elsevier, vol. 60(2), pages 355-386, August.
- Kim, Soyoung & Roubini, Nouriel, 2000. "Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 561-586, June.
When requesting a correction, please mention this item's handle: RePEc:spr:jecfin:v:35:y:2011:i:4:p:456-472. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.