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Structural Decomposition of Exchange Rate Shocks in Pakistan: An Empirical Investigation using SVAR Methodology

  • Muhammad Nasir

    ()

  • Wasim Malik

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s11300-011-0189-z
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Article provided by Springer in its journal Transition Studies Review.

Volume (Year): 18 (2011)
Issue (Month): 1 (September)
Pages: 124-138

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Handle: RePEc:spr:trstrv:v:18:y:2011:i:1:p:124-138
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  1. repec:ebl:ecbull:v:6:y:2007:i:32:p:1-10 is not listed on IDEAS
  2. Dibooglu, Selahattin & Kutan, Ali M., 2001. "Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary," Journal of Comparative Economics, Elsevier, vol. 29(2), pages 257-275, June.
  3. 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.).
  4. Connolly, Michael B & Taylor, Dean G, 1979. "Exchange Rate Changes and Neutralization: A Test of the Monetary Approach Applied to Developed and Developing Countries," Economica, London School of Economics and Political Science, vol. 46(183), pages 281-94, August.
  5. Clarida, Richard & Gali, Jordi, 1994. "Sources of real exchange-rate fluctuations: How important are nominal shocks?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 1-56, December.
  6. Mark J. Holmes, 2004. "Can African Countries Achieve Long-Run Real Exchange Rate Depreciation Through Nominal Exchange Rate Depreciation?," South African Journal of Economics, Economic Society of South Africa, vol. 72(2), pages 305-323, 06.
  7. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  8. Abu Wahid & Muhammad Shahbaz, 2009. "Does Nominal Devaluation Precede Real Devaluation? The Case of The Philippines," Transition Studies Review, Springer, vol. 16(1), pages 47-61, May.
  9. Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-16.
  10. Vaubel, Roland, 1976. "Real exchange-rate changes in the European Community: The empirical evidence and its implications for European currency unification," Kiel Working Papers 39, Kiel Institute for the World Economy.
  11. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
  12. Bruno, Michael, 1978. "Exchange Rates, Import Costs, and Wage-Price Dynamics," Journal of Political Economy, University of Chicago Press, vol. 86(3), pages 379-403, June.
  13. Shigeyuki Hamori & Naoko Hamori, 2007. "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, AccessEcon, vol. 6(32), pages 1-10.
  14. Muhammad SHAHBAZ, 2009. "On Nominal and Real Devaluations Relation: An Econometric Evidence for Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 9(1).
  15. Sargent, Thomas J, 1984. "Autoregressions, Expectations, and Advice," American Economic Review, American Economic Association, vol. 74(2), pages 408-15, May.
  16. Enders, Walter & Lee, Bong-Soo, 1997. "Accounting for real and nominal exchange rate movements in the post-Bretton Woods period," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 233-254, April.
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