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Luciana Juvenal

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Luciana Juvenal & Ivan Petrella, 2015. "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, June.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models > Structural Factor Models

Working papers

  1. Galina Hale & Luciana Juvenal, 2021. "External Balance Sheets and the COVID-19 Crisis," NBER Working Papers 29277, National Bureau of Economic Research, Inc.

    Cited by:

    1. Berger,Allen N.,Demirguc-Kunt,Asli, 2021. "Banking Research in the Time of COVID-19," Policy Research Working Paper Series 9782, The World Bank.
    2. Agustin S. Benetrix & Beren Demirolmez & Martin Schmitz, 2021. "The shock absorbing role of cross-border investments: net positions versus currency composition," Trinity Economics Papers tep0421, Trinity College Dublin, Department of Economics.

  2. Luciana Juvenal, 2020. "Terms-of-Trade Shocks are Not all Alike," IMF Working Papers 2020/280, International Monetary Fund.

    Cited by:

    1. Giulia Bettin & Amadou Jallow & Alberto Zazzaro, 2023. "How Do Monthly Remittances Respond To Natural Disasters In Migrants' Home Countries?," Mo.Fi.R. Working Papers 179, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Elguellab, Ali & Ezzahid, Elhadj, 2023. "Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks," Economic Modelling, Elsevier, vol. 129(C).
    3. Razek, Noha H.A. & McQuinn, Brian, 2021. "Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market," Resources Policy, Elsevier, vol. 72(C).
    4. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
    5. Lubomír Civín & Luboš Smutka, 2020. "Vulnerability of European Union Economies in Agro Trade," Sustainability, MDPI, vol. 12(12), pages 1-33, June.
    6. Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.
    7. Jasmien De Winne & Gert Peersman, 2021. "The adverse consequences of global harvest and weather disruptions on economic activity," Nature Climate Change, Nature, vol. 11(8), pages 665-672, August.
    8. Naraidoo, Ruthira & Paez-Farrell, Juan, 2023. "Commodity price shocks, labour market dynamics and monetary policy in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    9. Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," Journal of International Money and Finance, Elsevier, vol. 137(C).
    10. Gnangnon, Sèna Kimm, 2022. "Effect of structural economic vulnerability on the participation in international trade," EconStor Preprints 262004, ZBW - Leibniz Information Centre for Economics.

  3. Chen, Natalie & Juvenal, Luciana, 2019. "Markups, Quality, and Trade Costs," The Warwick Economics Research Paper Series (TWERPS) 1233, University of Warwick, Department of Economics.

    Cited by:

    1. Fiankor, Dela-Dem Doe, 2022. "Distance to destination and export price variation within agri-food firms," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium 321203, Agricultural Economics Society - AES.
    2. Natalie Chen & Luciana Juvenal, 2020. "Markups, Quality, and Trade Costs," IMF Working Papers 2020/036, International Monetary Fund.
    3. Sèna Kimm Gnangnon, 2022. "Do Aid for Trade Flows Help Reduce the Shadow Economy in Recipient Countries?," Economies, MDPI, vol. 10(12), pages 1-33, December.
    4. Fabio Santeramo & Dela-Dem Fiankor, 2023. "Revisiting the impact of per-unit duties on agricultural export prices," RSCAS Working Papers 2023/29, European University Institute.
    5. Lein, Sarah & Freitag, Andreas, 2022. "Endogenous Product Adjustment and Exchange Rate Pass-Through," CEPR Discussion Papers 17250, C.E.P.R. Discussion Papers.
    6. Mundaca, Gabriela & Strand, Jon, 2020. "Carbon pricing of international transport fuels: Impacts on carbon emissions and trade activity," MPRA Paper 100347, University Library of Munich, Germany, revised 19 Mar 2020.
    7. Sèna Kimm Gnangnon, 2023. "Do Aid for Trade Flows Affect Technology Licensing in Recipient Countries?," JRFM, MDPI, vol. 16(12), pages 1-31, December.
    8. Gnangnon, Sèna Kimm, 2023. "Effect of Aid for Trade on Recipient-Countries' Participation in Global Value Chains," EconStor Preprints 279713, ZBW - Leibniz Information Centre for Economics.
    9. Gnangnon, Sèna Kimm, 2023. "The Quality of Aid for Trade Flows and Economic Complexity," EconStor Preprints 271538, ZBW - Leibniz Information Centre for Economics.
    10. Copestake, Alexander & Zhang, Wenzhang, 2023. "Inputs, networks and quality-upgrading: Evidence from China in India," China Economic Review, Elsevier, vol. 77(C).
    11. Takechi, Kazutaka, 2023. "Quality sorting, Alchian–Allen effect, and distance," Economics Letters, Elsevier, vol. 222(C).
    12. Dolores Añon Higón & Ionnanis Bournakis, 2024. "Global Value Chains (GVCs) participation and Markups," Working Papers 2403, Department of Applied Economics II, Universidad de Valencia.

  4. Juvenal, Luciana & Petrella, Ivan, 2019. "Not all Terms of Trade Shocks are Alike," EMF Research Papers 25, Economic Modelling and Forecasting Group.

    Cited by:

    1. Lubomír Civín & Luboš Smutka, 2020. "Vulnerability of European Union Economies in Agro Trade," Sustainability, MDPI, vol. 12(12), pages 1-33, June.

  5. Agustin Benetrix & Deepali Gautam & Luciana Juvenal & Martin Schmitz, 2019. "Cross-Border Currency Exposures," IMF Working Papers 2019/299, International Monetary Fund.

    Cited by:

    1. Mariana Colacelli & Deepali Gautam & Cyril Rebillard, 2021. "Japan’s Foreign Assets and Liabilities: Implications for the External Accounts," IMF Working Papers 2021/026, International Monetary Fund.
    2. Georgiadis, Georgios & Zhu, Feng, 2021. "Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?," Journal of International Money and Finance, Elsevier, vol. 110(C).
    3. Joshua Aizenman & Hiro Ito & Gurnain Kaur Pasricha, 2021. "Central Bank Swap Arrangements in the COVID-19 Crisis," NBER Working Papers 28585, National Bureau of Economic Research, Inc.
    4. Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
    5. International Monetary Fund, 2022. "Denmark: Selected Issues," IMF Staff Country Reports 2022/170, International Monetary Fund.
    6. Mitali Das, 2023. "Probabilistic assessment of external sustainability in Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(1), pages 5-29, January.
    7. Jörg Mayer, 2021. "The “exorbitant privilege” and “exorbitant duty” of the United States in the international monetary system: implications for developing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 927-964, November.
    8. Mr. Balazs Csonto & Tryggvi Gudmundsson, 2020. "Destabilizing Stability? Exchange Rate Arrangements and Foreign Currency Debt," IMF Working Papers 2020/173, International Monetary Fund.
    9. Alina Iancu & Gareth Anderson & Sakai Ando & Ethan Boswell & Andrea Gamba & Shushanik Hakobyan & Lusine Lusinyan & Neil Meads & Yiqun Wu, 2022. "Reserve Currencies in an Evolving International Monetary System," Open Economies Review, Springer, vol. 33(5), pages 879-915, November.

  6. Chen, Natalie & Juvenal, Luciana, 2015. "Quality and the Great Trade Collapse," Working Papers 231147, American Association of Wine Economists.

    Cited by:

    1. Natalie Chen & Luciana Juvenal, 2020. "Markups, Quality, and Trade Costs," IMF Working Papers 2020/036, International Monetary Fund.
    2. Flach, Lisandra & Unger, Florian, 2022. "Quality and gravity in international trade," Journal of International Economics, Elsevier, vol. 137(C).
    3. Rodnyansky, Alexander & Van der Ghote, Alejandro & Wales, Daniel, 2022. "Product quality, measured inflation and monetary policy," Working Paper Series 2680, European Central Bank.
    4. Paulo Bastos & Joana Silva & Eric Verhoogen, 2018. "Export Destinations and Input Prices," American Economic Review, American Economic Association, vol. 108(2), pages 353-392, February.
    5. Ferguson, Shon & Gars, Johan, 2016. "Productivity Shocks, International Trade and Import Prices: Evidence from Agriculture," Working Paper Series 1107, Research Institute of Industrial Economics.
    6. Goetz, D. & Rodnyansky, A., 2019. "Exchange Rate Shocks and Quality Adjustments," Cambridge Working Papers in Economics 1915, Faculty of Economics, University of Cambridge.
    7. Rudolfs Bems & Julian di Giovanni, 2016. "Income-Induced expenditure switching," Economics Working Papers 1534, Department of Economics and Business, Universitat Pompeu Fabra.
    8. Nir Jaimovich & Sergio Rebelo & Arlene Wong, 2015. "Trading down and the business cycle," FRB Atlanta CQER Working Paper 2015-5, Federal Reserve Bank of Atlanta.
    9. Schmid, Lukas & David, Joel & Zeke, David, 2018. "Risk-Adjusted Capital Allocation and Misallocation," CEPR Discussion Papers 13205, C.E.P.R. Discussion Papers.
    10. Yan, Jiaqiang & Zhou, Yonghong, 2021. "Economic return to political support: Evidence from voting on the representation of China in the United Nations," Journal of Asian Economics, Elsevier, vol. 75(C).
    11. Anubha Dhasmana, 2021. "Employment growth in the face of exchange rate uncertainty: The role of trade and foreign equity finance," Southern Economic Journal, John Wiley & Sons, vol. 88(1), pages 79-117, July.
    12. Di Ubaldo, Mattia, 2016. "Firms and trade in downturns," Economics PhD Theses 0416, Department of Economics, University of Sussex Business School.
    13. A. M. M. Shahiduzzaman Quoreshi & Trudy-Ann Stone, 2019. "Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden," JRFM, MDPI, vol. 12(3), pages 1-16, September.
    14. Copestake, Alexander & Zhang, Wenzhang, 2023. "Inputs, networks and quality-upgrading: Evidence from China in India," China Economic Review, Elsevier, vol. 77(C).
    15. Mattia Di Ubaldo, 2015. "Product Cost-Share: a Catalyst of the Trade Collapse," Working Paper Series 8015, Department of Economics, University of Sussex Business School.

  7. Luciana Juvenal & Paulo Santos Monteiro, 2013. "Export market diversification and productivity improvements: theory and evidence from Argentinean firms," Working Papers 2013-015, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Gnangnon, Sèna Kimm, 2020. "Aid for Trade flows and Poverty Reduction in Recipient-Countries," EconStor Preprints 213807, ZBW - Leibniz Information Centre for Economics.
    2. Gnangnon, Sèna Kimm, 2022. "The Least Developed Countries' Services Waiver and the Stability of Least Developed Countries' Services Exports," EconStor Preprints 260587, ZBW - Leibniz Information Centre for Economics.
    3. Ana Oliveira Madsen & Valentina Chkoniya, 2019. "The Positive Impact of a Portuguese State-Owned Company that Invested on Consumers Nutritional Education - the Case of Fish and Docapesca," European Journal of Marketing and Economics Articles, Revistia Research and Publishing, vol. 2, September.
    4. Hongbo Liu & Hanho Kim & Justin Choe, 2019. "Export diversification, CO2 emissions and EKC: panel data analysis of 125 countries," Asia-Pacific Journal of Regional Science, Springer, vol. 3(2), pages 361-393, June.
    5. Abdul Rashid & M. Kabir Hassan & Hafsa Karamat, 2021. "Firm size and the interlinkages between sales volatility, exports, and financial stability of Pakistani manufacturing firms," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 111-134, March.
    6. Hu, Guoheng & Can, Muhlis & Paramati, Sudharshan Reddy & Doğan, Buhari & Fang, Jianchun, 2020. "The effect of import product diversification on carbon emissions: New evidence for sustainable economic policies," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 198-210.
    7. Gonzague Vannoorenberghe & Zheng Wang & Zhihong Yu, 2014. "Volatility and Diversification of Exports: Firm-Level Theory and Evidence," CESifo Working Paper Series 4916, CESifo.
    8. Gnangnon, Sèna Kimm, 2022. "Effect of the Duty-Free Quota-Free Market access Schemes in favour of Least developed countries' Products on the Volatility of the Utilization Rate of these Schemes," EconStor Preprints 260567, ZBW - Leibniz Information Centre for Economics.
    9. Bussolo,Maurizio & Vargas Da Cruz,Marcio Jose, 2015. "Does input tariff reduction impact firms'exports in the presence of import tariff exemption regimes ?," Policy Research Working Paper Series 7231, The World Bank.
    10. Gnangnon, Sèna Kimm, 2022. "Effect of structural economic vulnerability on the participation in international trade," EconStor Preprints 262004, ZBW - Leibniz Information Centre for Economics.

  8. Chen, Natalie & Juvenal, Luciana, 2013. "Quality, Trade, and Exchange Rate Pass-Through," CEPR Discussion Papers 9744, C.E.P.R. Discussion Papers.

    Cited by:

    1. Fischer, Andreas & Sauré, Philip, 2016. "The speed of the exchange rate pass-through," CEPR Discussion Papers 11195, C.E.P.R. Discussion Papers.
    2. Natalie Chen & Luciana Juvenal, 2020. "Markups, Quality, and Trade Costs," IMF Working Papers 2020/036, International Monetary Fund.
    3. Esteban Jaimovich & Boryana Madzharova & Vincenzo Merella, 2021. "Inside the white box: Unpacking the determinants of quality and vertical specialization," Working Papers 75, Red Nacional de Investigadores en Economía (RedNIE).
    4. Bastos, Paulo & Silva, Joana, 2010. "The quality of a firm's exports: Where you export to matters," Journal of International Economics, Elsevier, vol. 82(2), pages 99-111, November.
    5. Chen, Natalie & Juvenal, Luciana, "undated". "Quality and the Great Trade Collapse," Economic Research Papers 270016, University of Warwick - Department of Economics.
    6. Chen, Ting & Luo, Wenjie & Xiang, Xunyong, 2022. "Financial constraints, exchange rate changes and export price: Evidence from Chinese exporters," Finance Research Letters, Elsevier, vol. 48(C).
    7. Anatoli Colicev & Joris Hoste & Jozef Konings, 2019. "Exchange Rate Pass-through after a Large Depreciation," Working Papers 201914, University of Liverpool, Department of Economics.
    8. Sun, Puyang & Hou, Xinyu & Tan, Yong, 2017. "Export Rivalry and Exchange Rate Pass-Through," MPRA Paper 83369, University Library of Munich, Germany.
    9. Anthony Orji & Jonathan E. Ogbuabor & Chiamaka Okeke & Onyinye I. Anthony Orji, 2020. "Exchange rate movements and the export sector: new empirical evidence from Nigeria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 80-93,94-10.
    10. Javier Cravino & Andrei A. Levchenko, 2015. "The Distributional Consequences of Large Devaluations," Working Papers 648, Research Seminar in International Economics, University of Michigan.
    11. Andrea Fracasso & Angelo Secchi & Chiara Tomasi, 2022. "Export pricing and exchange rate expectations under uncertainty," PSE-Ecole d'économie de Paris (Postprint) halshs-03673148, HAL.
    12. Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2019. "Vehicle currency pricing and exchange rate pass-through," LSE Research Online Documents on Economics 102748, London School of Economics and Political Science, LSE Library.
    13. de Soyres, François & Frohm, Erik & Gunnella, Vanessa & Pavlova, Elena, 2021. "Bought, sold and bought again: The impact of complex value chains on export elasticities," European Economic Review, Elsevier, vol. 140(C).
    14. Bolatto, Stefano & Grazzi, Marco & Tomasi, Chiara, 2022. "Export modes and firms’ adjustments to exchange rate movements," European Economic Review, Elsevier, vol. 141(C).
    15. Paulo Bastos & Joana Silva & Eric Verhoogen, 2018. "Export Destinations and Input Prices," American Economic Review, American Economic Association, vol. 108(2), pages 353-392, February.
    16. Weikang Zhang & Isabel K. M. Yan & Yin-Wong Cheung, 2023. "The COVID-19 pandemics and import demand elasticities: evidence from China’s customs data," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-25, December.
    17. Hu, Cui & Parsley, David & Tan, Yong, 2021. "Exchange rate induced export quality upgrading: A firm-level perspective," Economic Modelling, Elsevier, vol. 98(C), pages 336-348.
    18. Rui Mao & Mengying Xing & Xiaohua Yu, 2021. "Quality response to real exchange rate shocks: A panel SVAR analysis on China's agricultural exports," Agricultural Economics, International Association of Agricultural Economists, vol. 52(5), pages 719-731, September.
    19. Rodnyansky, Alexander & Goetz, Daniel, 2020. "Exchange Rate Shocks and Quality Adjustments," CEPR Discussion Papers 15248, C.E.P.R. Discussion Papers.
    20. Eike Berner & Laura Birg & Dominik Boddin, 2017. "Retailers and Consumers: The Pass-through of Import Price Changes," The World Economy, Wiley Blackwell, vol. 40(7), pages 1314-1344, July.
    21. Ferguson, Shon & Gars, Johan, 2016. "Productivity Shocks, International Trade and Import Prices: Evidence from Agriculture," Working Paper Series 1107, Research Institute of Industrial Economics.
    22. Li, Yifan & Miao, Zhuang & Tuuli, Maxwell, 2022. "Exchange rate volatility and import of intermediate inputs: Evidence from Chinese firms," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 120-134.
    23. Md Deluair Hossen, 2023. "Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh," Papers 2303.04101, arXiv.org.
    24. Esteban Jaimovich & Vincenzo Merella, 2011. "Love for Quality, Comparative Advantage, and Trade," Carlo Alberto Notebooks 216, Collegio Carlo Alberto, revised 2012.
    25. Zou, Zongsen & Zhang, Yu & Wang, Meng & Wang, Xiuling, 2022. "Do export quality and destination income matter for exchange rate pass-through? Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
    26. Takanori Adachi & Michal Fabinger, 2017. "Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly," CIRJE F-Series CIRJE-F-1043, CIRJE, Faculty of Economics, University of Tokyo.
    27. Miao, Zhuang & Li, Yifan, 2017. "Trade Scopes across Destinations: Evidence from Chinese Firm," MPRA Paper 80863, University Library of Munich, Germany, revised 15 Aug 2017.
    28. Helble, Matthias & Majoe, Adam, 2020. "Can Environmental Regulations Drive International Trade? Lessons for Asia from the European Union’s Performance of Buildings Directive," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 69-90.
    29. Jian Han & Yanzhi Shen, 2016. "Exchange Rate Pass-through to China's Export Price: A Product-level Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(2), pages 48-67, March.
    30. Ding, Ding & Timmer, Yannick, 2023. "Exchange rate elasticities of international tourism and the role of dominant currency pricing," Journal of International Money and Finance, Elsevier, vol. 137(C).
    31. Yasin Kürşat Önder & Maria Alejandra Ruiz-Sanchez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2021. "Government Borrowing and Crowding Out," Borradores de Economia 1182, Banco de la Republica de Colombia.
    32. Yong Tan & Chen Carol Zhao, 2020. "Firms’ heterogeneity, demand accumulating, and exchange rate pass‐through," Southern Economic Journal, John Wiley & Sons, vol. 87(2), pages 700-731, October.
    33. Lein, Sarah & Freitag, Andreas, 2022. "Endogenous Product Adjustment and Exchange Rate Pass-Through," CEPR Discussion Papers 17250, C.E.P.R. Discussion Papers.
    34. Ganguly, Shrimoyee & Acharyya, Rajat, 2022. "Devaluation, Export Quality and Employment in A Small Dependent Economy," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(1), pages 137-165, March.
    35. YOSHIDA Yushi & SASAKI Yuri, 2015. "Automobile Exports: Export price and retail price," Discussion papers 15024, Research Institute of Economy, Trade and Industry (RIETI).
    36. Raphael A. Auer & Thomas Chaney & Philip U. Sauré, 2012. "Quality Pricing-to-Market," Working Papers 2012-11, Swiss National Bank.
    37. Willem THORBECKE, 2020. "Weathering Safe Haven Capital Flows: Evidence from the Japanese Transportation Equipment Industry," Discussion papers 20024, Research Institute of Economy, Trade and Industry (RIETI).
    38. Bhushan Praveen Jangam & Hari Venkatesh, 2022. "Global Value Chains and Exchange Rate Disconnect," Economic Papers, The Economic Society of Australia, vol. 41(4), pages 347-359, December.
    39. Takanori Adachi & Michal Fabinger, 2017. "Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition," Papers 1702.04967, arXiv.org, revised Dec 2018.
    40. Sims, Eric N. & Quintanar, Sarah, 2017. "Analyzing Barrel Purchasing Decisions on Winery Costs," Working Papers 253849, American Association of Wine Economists.
    41. Mauro Caselli & Arpita Chatterjee & Alan Woodland, 2017. "Multi-product exporters, variable markups and exchange rate fluctuations," Canadian Journal of Economics, Canadian Economics Association, vol. 50(4), pages 1130-1160, November.
    42. Sisi Yin & Yunshu Gao & Bo Gao, 2022. "Multi‐product firms, product quality heterogeneity and trade liberalisation," The World Economy, Wiley Blackwell, vol. 45(6), pages 1856-1875, June.
    43. Bee Yan Aw & Yi Lee & Hylke Vandenbussche, 2023. "Quantifying Consumer Taste in Trade: Evidence from the Food Industry," CESifo Working Paper Series 10234, CESifo.
    44. Fabien RONDEAU & YOSHIDA Yushi, 2023. "Global Value Chains and Exchange Rate Pass-through into the Import Prices of Japanese Industries," Discussion papers 23013, Research Institute of Economy, Trade and Industry (RIETI).
    45. Sofia Anyfantaki & Sarantis Kalyvitis & Margarita Katsimi & Eirini Thomaidou, 2018. "Export pricing at the firm level with panel data," Working Papers 241, Bank of Greece.
    46. Ferguson, Shon Martin & Gars, Johan, 2017. "Measuring the Impact of Agricultural Production Shocks on International Trade Flows," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261283, European Association of Agricultural Economists.
    47. Mohammad Farhad & Michael Jetter, 2019. "On the Relationship between Trade Openness and Government Size," CESifo Working Paper Series 7832, CESifo.
    48. Nagengast, Arne J. & Bursian, Dirk & Menz, Jan-Oliver, 2021. "Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data," European Economic Review, Elsevier, vol. 133(C).
    49. Alexis Antoniades & Nicola Zaniboni, 2016. "Exchange Rate Pass‐Through Into Retail Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(4), pages 1425-1447, November.
    50. Willem THORBECKE & Nimesh SALIKE, 2018. "Export Sophistication and Trade Elasticities," Discussion papers 18061, Research Institute of Economy, Trade and Industry (RIETI).
    51. Takanori ADACHI & Michal Fabinger, 2021. "Pass-Through and the Welfare Effects of Taxation under Imperfect Competition: A General Analysis," Discussion papers e-21-003, Graduate School of Economics , Kyoto University.
    52. Michele Bernini & Chiara Tomasi, 2014. "Exchange rate pass-through and product heterogeneity: does quality matter on the import side?," Working Papers 2014020, The University of Sheffield, Department of Economics.
    53. Chen Chen & Nimesh Salike & Willem Thorbecke, 2023. "Exchange rate effects on China's exports: Product sophistication and exchange rate elasticity," Asian Economic Journal, East Asian Economic Association, vol. 37(3), pages 371-400, September.
    54. Juan Esteban Carranza & Alejandra González-Ramírez & Alex Perez & Juan Sebastián Vélez-Velásquez, 2024. "Exchange rate pass-through in the Colombian car market," International Economics and Economic Policy, Springer, vol. 21(1), pages 151-179, February.
    55. Olivier BARGAIN & Jean-Marie CARDEBAT & Raphaël CHIAPPINI, 2020. "Trade Uncorked: Genetic Resistance and Quality Heterogeneity in Wine Exports," Bordeaux Economics Working Papers 2020-18, Bordeaux School of Economics (BSE).
    56. Chen, Natalie & Juvenal, Luciana, 2013. "Quality, Trade, and Exchange Rate Pass-Through," CAGE Online Working Paper Series 165, Competitive Advantage in the Global Economy (CAGE).
    57. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    58. Shrimoyee Ganguly & Rajat Acharyya, 2024. "Money, exchange rate and export quality," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 33(1), pages 118-144, January.
    59. Michael Malenbaum, 2018. "Exchange Rate Pass-Through and the Role of Market Shares," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 151-185, June.
    60. Charlotte Emlinger & Karine Latouche, 2023. "When quality management helps agri-food firms to export," Post-Print hal-04330744, HAL.
    61. Law, Kai Po Jenny & Satoh, Eiji & Yoshimi, Taiyo, 2018. "Exchange rate pass-through at the individual product level: Implications for financial market integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 261-271.
    62. Asier Minondo, 2017. "Fundamental Versus Granular Comparative Advantage: An Analysis Using Chess Data," Kyklos, Wiley Blackwell, vol. 70(3), pages 425-455, August.
    63. Ahmed Swarnali & Appendino Maximiliano & Ruta Michele, 2017. "Global value chains and the exchange rate elasticity of exports," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-24, January.
    64. Thomas Goda & Alejandro Torres García & Cristhian David Larrahondo Dominguez, 2021. "Sectoral real exchange rates and manufacturing exports: A case study of Latin America," Documentos de Trabajo de Valor Público 19286, Universidad EAFIT.
    65. Jihyun Eum, 2019. "Impact of Chinese Renminbi on Korean Exports: Does Quality Matter?," Working Papers 2019-24, Economic Research Institute, Bank of Korea.
    66. Tan, Yong & Zhao, Chen, 2017. "New Exporters and Continuing Exporters under Exchange Rate Fluctuations," MPRA Paper 77244, University Library of Munich, Germany.
    67. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    68. Mingzhi Xu, 2019. "Accounting for Revealed Comparative Advantage: Economic Complexity Redux," 2019 Meeting Papers 179, Society for Economic Dynamics.
    69. Ding Ding & Mr. Yannick Timmer, 2022. "Exchange Rate Elasticities of International Tourism and the Role of Dominant Currency Pricing," IMF Working Papers 2022/024, International Monetary Fund.
    70. Firat Demir & Arslan Razmi, 2022. "The Real Exchange Rate And Development Theory, Evidence, Issues And Challenges," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 386-428, April.
    71. Yiqing Xie & Chao Song, 2020. "The role of processing trade in exporters' responses to exchange rate: Evidence from China," The World Economy, Wiley Blackwell, vol. 43(6), pages 1521-1543, June.
    72. Thorbecke, Willem, 2020. "How Japanese firms can weather endaka periods: Evidence from the transportation equipment industry," Japan and the World Economy, Elsevier, vol. 56(C).
    73. Li, Jie & Lan, Liping & Ouyang, Zhigang, 2020. "Credit constraints, currency depreciation and international trade," Journal of International Money and Finance, Elsevier, vol. 104(C).
    74. Cardoso-Vargas, Carlos Enrique, 2017. "Distance to the Core, Productivity and Selection of Export Products-Destinations," MPRA Paper 77192, University Library of Munich, Germany.
    75. Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
    76. Copestake, Alexander & Zhang, Wenzhang, 2023. "Inputs, networks and quality-upgrading: Evidence from China in India," China Economic Review, Elsevier, vol. 77(C).
    77. Crinò, Rosario & Ogliari, Laura, 2017. "Financial imperfections, product quality, and international trade," Journal of International Economics, Elsevier, vol. 104(C), pages 63-84.
    78. Dario Fauceglia, 2020. "Exchange rate fluctuations and quality composition of exports: Evidence from Swiss product‐level data," The World Economy, Wiley Blackwell, vol. 43(6), pages 1592-1618, June.
    79. Li, Yifan & Miao, Zhuang, 2019. "Effect of Exchange Rate Volatility on Imports: Evidences from Chinese Firms," MPRA Paper 95088, University Library of Munich, Germany.
    80. Ding Ding & Yannick Timmer, 2022. "Exchange Rate Elasticities of International Tourism and the Role of Dominant Currency Pricing," CESifo Working Paper Series 9743, CESifo.
    81. Camila Casas, 2019. "Industry heterogeneity and exchange rate pass-through," BIS Working Papers 787, Bank for International Settlements.
    82. Mihaela ȘTIR, 2018. "Product Quality Evaluation in Physical Stores versus Online Stores," Expert Journal of Marketing, Sprint Investify, vol. 6(1), pages 7-13.
    83. Braakmann, Nils & Gao, Bo & Maioli, Sara, 2020. "VAT rebates as trade policy: Evidence from China," China Economic Review, Elsevier, vol. 63(C).
    84. Wang, Yaqi & Yu, Miaojie, 2021. "Imports and RMB exchange rate pass-through: The role of quality sorting," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 470-487.
    85. Ganguly, Shrimoyee, 2023. "Money, Exchange rate and Wage Inequality," MPRA Paper 116374, University Library of Munich, Germany.
    86. Lashkaripour, Ahmad, 2020. "Discrete trade," Journal of International Economics, Elsevier, vol. 126(C).

  9. Paulo Santos Monteiro & Luciana Juvenal, 2012. "Trade and Synchronization in a Multi Country Economy," 2012 Meeting Papers 59, Society for Economic Dynamics.

    Cited by:

    1. Artha Hoxha, 2018. "Explaining the impact of the global financial crisis on European transition countries: a GVAR approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2-18, pages 81-97.
    2. Krzysztof Beck & Ntokozo Patrick Nzimande, 2023. "Labor mobility and business cycle synchronization in Southern Africa," Economic Change and Restructuring, Springer, vol. 56(1), pages 159-179, February.
    3. Ana Santacreu, 2012. "The Trade Comovement Puzzle and the Margins of International Trade," 2012 Meeting Papers 34, Society for Economic Dynamics.
    4. Jakub Borowski & Adam Czerniak & Beáta Farkas, 2023. "Diverse Models of Capitalism and Synchronization of Business Cycles," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(4), pages 681-712, December.
    5. Beck, Krzysztof, 2021. "Why business cycles diverge? Structural evidence from the European Union," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    6. Minetti, Raoul & Romanini, Giacomo & Ziv, Oren, 2023. "The Network Gravity of Global Banking," Working Papers 2023-4, Michigan State University, Department of Economics.
    7. Wanping Yang & Bingyu Zhao, 2021. "The Transmission Mechanism of China-Japan Economic Co-Movement and Stabilizing Measures for China’s Economy," SAGE Open, , vol. 11(1), pages 21582440211, March.
    8. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 1261-1271.
    9. Robert C. Johnson, 2014. "Trade in Intermediate Inputs and Business Cycle Comovement," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 39-83, October.
    10. Chunjiao Yu & Ren Zhang & Lian An & Zhixing Yu, 2020. "Has China’s Belt and Road Initiative Intensified Bilateral Trade Links between China and the Involved Countries?," Sustainability, MDPI, vol. 12(17), pages 1-19, August.
    11. António M Lopes & J A Tenreiro Machado & John S Huffstot & Maria Eugénia Mata, 2018. "Dynamical analysis of the global business-cycle synchronization," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-25, February.

  10. Gianni De Nicolò & Luciana Juvenal, 2012. "Financial Integration, Globalization, and Real Activity," CESifo Working Paper Series 3737, CESifo.

    Cited by:

    1. Fatma Tasdemir, 2023. "Financial Globalization and Growth: The Impacts of Financial Development and Governance," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 99-111, June.
    2. Meng, Jingjing, 2016. "Asian emerging-market currencies in the international debt market (1994–2014)," Journal of Asian Economics, Elsevier, vol. 42(C), pages 20-32.
    3. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2023. "Financial Integration and Economic Growth in Europe," CESifo Working Paper Series 10563, CESifo.
    4. Ekpo Akpan & Chuku Chuku, 2017. "Working Paper 291 - Regional Financial Integration and Economic Activity in Africa," Working Paper Series 2403, African Development Bank.
    5. Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
    6. John Bosco Nnyanzi & Susan Kavuma & John Sseruyange & Aisha Nanyiti, 2022. "The manufacturing output effects of infrastructure development, liberalization and governance: evidence from Sub-Saharan Africa," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(2), pages 369-400, June.
    7. Ongo Nkoa Bruno Emmanuel & Song Jacques Simon & Balla Mekongo Célestin Ghislain, 2021. "Inequalities in Africa : Does financial integration matter?," Economics Bulletin, AccessEcon, vol. 41(3), pages 1983-1993.
    8. Joseph Ayoola Omojolaibi & Ekundayo Peter Mesagan & Nsofor Chinedu Stanley, 2016. "Globalization and Financial Development in Nigeria," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 20(4), pages 461-478, Autumn.
    9. Yfanti, Stavroula & Karanasos, Menelaos & Zopounidis, Constantin & Christopoulos, Apostolos, 2023. "Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics," European Journal of Operational Research, Elsevier, vol. 304(2), pages 813-831.
    10. Rahman, Md. Saifur & Shahari, Farihana, 2017. "The nexus between financial integration and real economy: Solow-growth model concept," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1244-1253.
    11. Ehigiamusoe, Kizito Uyi & Hooi Hooi Lean, 2018. "Do economic and financial integration stimulate economic growth? A critical survey," Economics Discussion Papers 2018-51, Kiel Institute for the World Economy (IfW Kiel).
    12. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    13. Selvarajan, Sonia Kumari & Ab-Rahim, Rossazana, 2020. "Financial Integration and Economic Growth: Should Asia Emulate Europe?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 191-213.
    14. Yu, Changhua, 2015. "Evaluating international financial integration in a center-periphery economy," Journal of International Economics, Elsevier, vol. 95(1), pages 129-144.
    15. De Nicolò, Gianni & Juvenal, Luciana, 2014. "Financial integration, globalization, and real activity," Journal of Financial Stability, Elsevier, vol. 10(C), pages 65-75.
    16. Ghosh, Amit, 2016. "How does banking sector globalization affect banking crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 70-82.
    17. Hugues Kouassi Kouadio & Landry Lewis Gakpa, 2021. "Financial Openness and Economic Growth in C?te d¡¯Ivoire: The Total Factor Productivity Channel," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(2), pages 138-149, April.
    18. Eslamloueyan, Karim & Fatemifar, Neda, 2021. "Does deeper financial integration lead to macroeconomic and financial instability in Asia?," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 437-451.
    19. Claudius Gräbner & Philipp Heimberger & Jakob Kapeller & Florian Springholz, 2021. "Understanding economic openness: a review of existing measures," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(1), pages 87-120, February.
    20. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".
    21. Chris Garbers & Guangling Liu, 2017. "Flow specific capital controls for emerging markets," Working Papers 12/2017, Stellenbosch University, Department of Economics.
    22. Allen, Linda & Tang, Yi, 2016. "What’s the contingency? A proposal for bank contingent capital triggered by systemic risk," Journal of Financial Stability, Elsevier, vol. 26(C), pages 1-14.
    23. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  11. Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019. "Commodity price risk management and fiscal policy in a sovereign default model," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
    2. Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018. "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, vol. 75(C), pages 518-533.
    3. Irwin, Scott H. & Sanders, Dwight R., 2012. "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 371-396, August.
    4. Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019. "New kid on the block? China vs the US in world oil markets," CAMA Working Papers 2019-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
    6. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    7. Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
    8. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
    9. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
    10. Alonso-Alvarez, Irma & Di Nino, Virginia & Venditti, Fabrizio, 2022. "Strategic interactions and price dynamics in the global oil market," Energy Economics, Elsevier, vol. 107(C).
    11. Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    12. Paschmann, Martin, 2017. "Economic Analysis of Price Premiums in the Presence of Non-convexities - Evidence from German Electricity Markets," EWI Working Papers 2017-12, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    13. Cristina Conflitti & Matteo Luciani, 2019. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2019-04-30, Board of Governors of the Federal Reserve System (U.S.).
    14. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
    15. Youssef, Manel & Mokni, Khaled, 2021. "Oil-gold nexus: Evidence from regime switching-quantile regression approach," Resources Policy, Elsevier, vol. 73(C).
    16. Nooman Rebei & Rashid Sbia, 2021. "Transitory and permanent shocks in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1047-1064, November.
    17. Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
    18. Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015. "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, vol. 51(C), pages 599-608.
    19. Bonnier, Jean-Baptiste, 2021. "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, vol. 117(C).
    20. Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022. "A weekly structural VAR model of the US crude oil market," Working Papers 2022.11, Fondazione Eni Enrico Mattei.
    21. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
    22. Camille Aït-Youcef, 2019. "How index investment impacts commodities : A story about the financialization of agricultural commodities," Post-Print hal-03484371, HAL.
    23. Dedi, Valentina & Mandilaras, Alex, 2022. "Trader positions and the price of oil in the futures market," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 448-460.
    24. Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, vol. 59(C), pages 198-212.
    25. Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube, 2016. "Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets," Working Papers Series 415, Central Bank of Brazil, Research Department.
    26. James D. Hamilton, 2021. "Measuring global economic activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 293-303, April.
    27. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
    28. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    29. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
    30. Christiane Baumeister & James D. Hamilton, 2019. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, vol. 109(5), pages 1873-1910, May.
    31. Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
    32. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
    33. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    34. Di Pace, Federico & Juvenal, Luciana & Petrella, Ivan, 2021. "Terms-of-trade shocks are not all alike," Bank of England working papers 901, Bank of England.
    35. Juan Ignacio Guzmán & Enrique Silva, 2018. "Copper price determination: fundamentals versus non-fundamentals," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(3), pages 283-300, October.
    36. Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021. "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, vol. 74(C).
    37. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
    38. Marc Gronwald & Jana Lippelt, 2014. "Climate Notes: A Guide to Speculation," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(21), pages 58-59, November.
    39. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
    40. Lodge, David & Manu, Ana-Simona, 2022. "EME financial conditions: Which global shocks matter?," Journal of International Money and Finance, Elsevier, vol. 120(C).
    41. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
    42. Semeyutin, Artur & Gozgor, Giray & Lau, Chi Keung Marco & Xu, Bing, 2021. "Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets," Energy Economics, Elsevier, vol. 104(C).
    43. Cifarelli, Giulio & Paesani, Paolo, 2018. "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper 90470, University Library of Munich, Germany.
    44. S. Arshad & S.A.R. Rizvi & O. Haroon & Fahad Mehmood & Q. Gong, 2021. "Are Oil Prices Efficient?," Post-Print hal-04317811, HAL.
    45. Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    46. Stephen Snudden, 2013. "Cyclical Fiscal Rules for Oil-Exporting Countries," IMF Working Papers 2013/229, International Monetary Fund.
    47. Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho, 2019. "Can Gaussian factor models of commodity prices capture the financialization phenomenon?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    48. Batista Soares, David & Borocco, Etienne, 2022. "Rational destabilization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
    49. Soohyeon Kim & Jungho Baek & Eunnyeong Heo, 2020. "Crude oil inventories: The two faces of Janus?," Empirical Economics, Springer, vol. 59(2), pages 1003-1018, August.
    50. Wei, Yanfeng & Guo, Xiaoying, 2016. "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, vol. 56(C), pages 88-100.
    51. Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden, 2012. "Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting," Staff Working Papers 12-16, Bank of Canada.
    52. Kyritsis, Evangelos & Serletis, Apostolos, 2017. "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers 2017/7, Norwegian School of Economics, Department of Business and Management Science.
    53. Ing-Haw Cheng & Wei Xiong, 2014. "Financialization of Commodity Markets," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 419-441, December.
    54. Daniele Valenti & Matteo Manera & Alessandro Sbuelz, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," Working Papers 2018.03, Fondazione Eni Enrico Mattei.
    55. Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Khan, Muhammad A., 2021. "Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension," International Economics, Elsevier, vol. 167(C), pages 136-150.
    56. Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 2016.23, Fondazione Eni Enrico Mattei.
    57. Gert Peersman & Sebastian K. Rüth & Wouter Van der Veken, 2019. "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/978, Ghent University, Faculty of Economics and Business Administration.
    58. Christopher R. Knittel & Robert S. Pindyck, 2013. "The Simple Economics of Commodity Price Speculation," NBER Working Papers 18951, National Bureau of Economic Research, Inc.
    59. Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng, 2016. "Disentangling the determinants of real oil prices," Energy Economics, Elsevier, vol. 56(C), pages 363-373.
    60. Ine Van Robays, 2016. "Macroeconomic Uncertainty and Oil Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 671-693, October.
    61. Dario Caldara & Michele Cavallo & Matteo Iacoviello, 2016. "Oil Price Elasticities and Oil Price Fluctuations," International Finance Discussion Papers 1173, Board of Governors of the Federal Reserve System (U.S.).
    62. Selien De Schryder & Gert Peersman, 2014. "The Us Dollar Exchange Rate And The Demand For Oil," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/893, Ghent University, Faculty of Economics and Business Administration.
    63. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
    64. Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023. "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, vol. 89(C).
    65. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    66. Mokni, Khaled & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Youssef, Manel, 2020. "Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?," Resources Policy, Elsevier, vol. 69(C).
    67. De, Kuhelika & Compton, Ryan A. & Giedeman, Daniel C., 2022. "Oil shocks and the U.S. economy in a data-rich model," Economic Modelling, Elsevier, vol. 108(C).
    68. Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin, 2024. "Crude Oil Price Movements and Institutional Traders," Commodities, MDPI, vol. 3(1), pages 1-23, February.
    69. Dale Roberts & Laura Ryan, 2015. "Evidence of speculation in world oil prices," Australian Journal of Management, Australian School of Business, vol. 40(4), pages 630-651, November.
    70. Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
    71. Xiaojun Chen & Yun Shi & Xiaozhou Wang, 2020. "Equilibrium Oil Market Share under the COVID-19 Pandemic," Papers 2007.15265, arXiv.org.
    72. Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017. "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, vol. 68(C), pages 228-239.
    73. Filippo Natoli, 2018. "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers) 419, Bank of Italy, Economic Research and International Relations Area.
    74. Wei, Yanfeng & Guo, Xiaoying, 2017. "Oil price shocks and China's stock market," Energy, Elsevier, vol. 140(P1), pages 185-197.
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    76. Philip Pilkington, 2013. "A Stock-flow Approach to a General Theory of Pricing," Economics Working Paper Archive wp_781, Levy Economics Institute.
    77. Krzysztof Drachal, 2022. "Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression," Energies, MDPI, vol. 16(1), pages 1-29, December.
    78. Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Oil prices and the economy: A global perspective," CAMA Working Papers 2014-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    79. Kuruppuarachchi, Duminda & Premachandra, I.M., 2016. "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, vol. 57(C), pages 277-294.
    80. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021. "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, vol. 72(C).
    81. Öztunç Kaymak, Öznur & Kaymak, Yiğit, 2022. "Prediction of crude oil prices in COVID-19 outbreak using real data," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    82. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
    83. Xiaoyong Xiao & Jing Huang, 2018. "Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach," Sustainability, MDPI, vol. 10(9), pages 1-16, September.
    84. Syed Abul, Basher, 2014. "Stock markets and energy prices," MPRA Paper 53863, University Library of Munich, Germany.
    85. Robert Socha & Piotr Wdowiński, 2018. "Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 103-135.
    86. Jorge Toro & Aarón Garavito & David Camilo López & Enrique Montes, 2015. "El choque petrolero y sus implicaciones en la economía colombiana," Borradores de Economia 13829, Banco de la Republica.
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    92. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
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    114. Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2021. "Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors," Journal of Econometrics, Elsevier, vol. 221(2), pages 455-482.
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    120. de Mendonça, Helder Ferreira & Garcia, Pedro Mendes, 2023. "Effects of oil shocks and central bank credibility on price diffusion," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 304-317.
    121. Uğur Akkoç & Anıl Akçağlayan & Gamze Kargın Akkoç, 2021. "The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 1147-1171, November.
    122. Meng, Fanyi & Liu, Li, 2019. "Analyzing the economic sources of oil price volatility: An out-of-sample perspective," Energy, Elsevier, vol. 177(C), pages 476-486.
    123. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    124. Wei, Yu & Liu, Jing & Lai, Xiaodong & Hu, Yang, 2017. "Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?," Energy Economics, Elsevier, vol. 68(C), pages 141-150.
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    126. Michail Filippidis & George Filis & Georgios Magkonis & Panagiotis Tzouvanas, 2023. "Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 807-825, June.
    127. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    128. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, France, revised Jan 2013.
    129. Gong, Xu & Chen, Liqiang & Lin, Boqiang, 2020. "Analyzing dynamic impacts of different oil shocks on oil price," Energy, Elsevier, vol. 198(C).
    130. Sharma, Shahil & Rodriguez, Ivan, 2019. "The diminishing hedging role of crude oil: Evidence from time varying financialization," Journal of Multinational Financial Management, Elsevier, vol. 52.
    131. Xiafei Li & Yu Wei & Xiaodan Chen & Feng Ma & Chao Liang & Wang Chen, 2022. "Which uncertainty is powerful to forecast crude oil market volatility? New evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4279-4297, October.
    132. Guo, Jiaqi & Long, Shaobo & Luo, Weijie, 2022. "Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas," International Review of Financial Analysis, Elsevier, vol. 83(C).
    133. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
    134. Lan, Hao & Moreira, Fernando & Zhao, Sheng, 2023. "Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 841-859.
    135. Gambetti, Luca & Moretti, Laura, 2017. "News, Noise and Oil Price Swings," Research Technical Papers 12/RT/17, Central Bank of Ireland.
    136. Guo, Yaoqi & Shi, Fengyuan & Lin, Boqiang & Zhang, Hongwei, 2023. "The impact of oil shocks from different sources on China's clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective," Resources Policy, Elsevier, vol. 81(C).
    137. Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2018. "Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices," Energy Economics, Elsevier, vol. 72(C), pages 486-504.
    138. Juste Somé, 2023. "Oil Demand and Supply Shocks in Canada’s Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 363-394, June.
    139. Jin, Xin, 2019. "The role of market expectations in commodity price dynamics: Evidence from oil data," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 1-18.
    140. Ding Du & Xiaobing Zhao, 2017. "Financial investor sentiment and the boom/bust in oil prices during 2003–2008," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 331-361, February.
    141. Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Hedström, Axel, 2018. "Precious metal returns and oil shocks: A time varying connectedness approach," Resources Policy, Elsevier, vol. 58(C), pages 77-89.
    142. Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
    143. Michail Anthropelos & Michael Kupper & Antonis Papapantoleon, 2015. "An equilibrium model for spot and forward prices of commodities," Papers 1502.00674, arXiv.org, revised Jan 2017.
    144. Gogolin, Fabian & Kearney, Fearghal, 2016. "Does speculation impact what factors determine oil futures prices?," Economics Letters, Elsevier, vol. 144(C), pages 119-122.
    145. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018. "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 91-104.
    146. Maciej Mróz, 2022. "The Impact of Energy Commodity Prices on Selected Clean Energy Metal Prices," Energies, MDPI, vol. 15(9), pages 1-15, April.
    147. Anthony Garratt & Ivan Petrella, 2022. "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 392-414, March.
    148. Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
    149. Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019. "Monetary policy for commodity booms and busts," CEPR Discussion Papers 14030, C.E.P.R. Discussion Papers.
    150. Yin, Libo & Wang, Yang, 2019. "Forecasting the oil prices: What is the role of skewness risk?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    151. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
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    154. Nima Nonejad, 2020. "A detailed look at crude oil price volatility prediction using macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1119-1141, November.
    155. Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, vol. 127(PA).
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    157. Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
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    161. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2013. "Dissecting Corn Price Movements with Directed Acyclic Graphs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151279, Agricultural and Applied Economics Association.

  12. Gianni De Nicolo & Luciana Juvenal, 2010. "Financial integration and risk-adjusted growth opportunities: a global perspective," Working Papers 2010-012, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Friedrich, Christian & Schnabel, Isabel & Zettelmeyer, Jeromin, 2013. "Financial integration and growth — Why is Emerging Europe different?," Journal of International Economics, Elsevier, vol. 89(2), pages 522-538.

  13. Luciana Juvenal, 2009. "Sources of exchange rate fluctuations: are they real or nominal?," Working Papers 2009-040, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Craighead, William D. & Tien, Pao-Lin, 2015. "Nominal shocks and real exchange rates: Evidence from two centuries," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 135-157.
    2. Gehrke, Britta & Yao, Fang, 2016. "Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited," VfS Annual Conference 2016 (Augsburg): Demographic Change 145752, Verein für Socialpolitik / German Economic Association.
    3. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    4. Wataru Miyamoto & Thuy Lan Nguyen & Hyunseung Oh, 2023. "In Search of Dominant Drivers of the Real Exchange Rate," International Finance Discussion Papers 1373, Board of Governors of the Federal Reserve System (U.S.).
    5. Yang‐Chao Wang & Jui‐Jung Tsai & Shushu Li & Yiying Huang, 2023. "The impacts of RMB internationalization on onshore and offshore RMB markets," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 502-523, September.
    6. Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020. "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 369-412, December.
    7. Audzei, Volha & Brázdik, František, 2018. "Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries," Economic Systems, Elsevier, vol. 42(4), pages 584-596.
    8. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    9. Volha Audzei & Frantisek Brazdik, 2015. "Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries," Working Papers 2015/07, Czech National Bank.
    10. Rodrigo Caputo & Gustavo Leyva & Michael Pedersen, 2014. "The Changing Nature of Real Exchange Rate Fluctuations. New Evidence for Inflation-Targeting Countries," Working Papers Central Bank of Chile 730, Central Bank of Chile.
    11. Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013. "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, vol. 44(3), pages 1217-1242, June.
    12. Nam, Deokwoo & Wang, Jian, 2015. "The effects of surprise and anticipated technology changes on international relative prices and trade," Journal of International Economics, Elsevier, vol. 97(1), pages 162-177.
    13. Gehrke, Britta & Yao, Fang, 2014. "Phillips curve shocks and real exchange rate fluctuations: SVAR evidence," FAU Discussion Papers in Economics 11/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    14. Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015. "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Economic Modelling, Elsevier, vol. 51(C), pages 412-423.
    15. da Silva Marcelo Eduardo Alves & Baerlocher Diogo & de Paiva Fonseca Henrique Veras, 2015. "Fiscal shocks, the real exchange rate and the trade balance: some evidence for emerging economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 727-768, July.
    16. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    17. Trust R. Mpofu, 2021. "The determinants of real exchange rate volatility in South Africa," The World Economy, Wiley Blackwell, vol. 44(5), pages 1380-1401, May.
    18. Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
    19. Gehrke, Britta & Yao, Fang, 2017. "Are supply shocks important for real exchange rates? A fresh view from the frequency-domain," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 99-114.
    20. Jian Wang, 2014. "Understanding Trade, Exchange Rates and International Capital Flows," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 10-15.
    21. Caputo, Rodrigo & Pedersen, Michael, 2020. "The changing nature of the real exchange rate: The role of central bank preferences," Economic Modelling, Elsevier, vol. 90(C), pages 445-464.
    22. Cheolbeom Park & Seungyoo Shin, 2021. "Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures," Discussion Paper Series 2102, Institute of Economic Research, Korea University.

  14. Luciana Juvenal & Mark P. Taylor, 2008. "Threshold adjustment in deviations from the law of one price," Working Papers 2008-027, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Václav Žďárek, 2012. "An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(3), pages 257-276.
    2. Tsangyao Chang & Chia-hao Lee & Pei-I Chou, 2011. "Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration," Economics Bulletin, AccessEcon, vol. 31(2), pages 1172-1182.
    3. Chi-Wei Su, 2012. "The relationship between exchange rate and macroeconomic variables in China," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 33-56.
    4. Cuestas, Juan C. & Gil-Alana, Luís A., 2009. "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
    5. Cristina Terra & Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    6. Erik Alencar de Figueiredo & André de Mattos Marques, 2013. "Testing absolute PPP hypothesis for twenty countries through the skeleton from a SETAR model- some new evidence," Série Textos para Discussão (Working Papers) 16, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
    7. Falvey, Rodney E & Gemmell, Norman & Chang, Cherry & Zheng, Guanyu, 2014. "Explaining International Differences in the Prices of Tradables and Non-Tradables (with a New Zealand Perspective)," Working Paper Series 18835, Victoria University of Wellington, Chair in Public Finance.
    8. Gawon Yoon, 2010. "Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1125-1132.
    9. Valdes, Rodrigo & Von Cramon-Taubadel, Stephan & Engler, Alejandra, 2015. "Transaction costs and trade liberalization: An empirical perspective from the MERCOSUR agreement," Food Policy, Elsevier, vol. 55(C), pages 109-116.
    10. Rodolphe Blavy & Luciana Juvenal, 2008. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Working Papers 2008-046, Federal Reserve Bank of St. Louis.
    11. Selin Güney & Andrés Riquelme & Barry Goodwin, 2023. "An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    12. Chang, Tsangyao & Lee, Chia-Hao & Liu, Wen-Chi, 2012. "Nonlinear adjustment to purchasing power parity for ASEAN countries," Japan and the World Economy, Elsevier, vol. 24(4), pages 325-331.
    13. Ajay Shah & Ila Patnaik & Matthieu Stigler, 2010. "Understanding the ADR premium under market segmentation," Working Papers id:2826, eSocialSciences.
    14. Maria Eleftheriou & Nikolas A. Müller-Plantenberg, 2018. "The Purchasing Power Parity Fallacy: Time to Reconsider the PPP Hypothesis," Open Economies Review, Springer, vol. 29(3), pages 481-515, July.
    15. Guney, Selin, 2015. "An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205107, Agricultural and Applied Economics Association.
    16. Tsangyao Chang & Chia-hao Lee & Guochen Pan, 2012. "Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration," Economics Bulletin, AccessEcon, vol. 32(1), pages 220-228.
    17. Chang, Tsangyao & Lee, Chia-Hao, 2011. "Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-14, December.
    18. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
    19. Fallahi, Firouz & Voia, Marcel-Cristian, 2015. "Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals," Energy Economics, Elsevier, vol. 52(PA), pages 246-253.
    20. Siyue Liu & Dongxiang Zhang & Tsangyao Chang, 2012. "Purchasing power parity -- nonlinear threshold unit root test for transition countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1781-1785, December.
    21. Frederick Wallace, 2011. "Purchasing power parity in Mexico: a historical note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 349-352.
    22. Chang, Tsangyao & Tzeng, Han-Wen, 2011. "Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries," Economic Modelling, Elsevier, vol. 28(3), pages 1383-1391, May.
    23. E.N. Gyamfi, 2017. "Testing the Validity of Purchasing Power Parity in the BRICS: Further Evidence," EuroEconomica, Danubius University of Galati, issue 2(36), pages 117-122, November.
    24. Simionescu, Mihaela, 2022. "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, vol. 322(C).
    25. Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian, 2016. "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Energy Economics, Elsevier, vol. 57(C), pages 175-183.
    26. Fallahi, Firouz, 2017. "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, vol. 65(C), pages 228-239.
    27. Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014. "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1438-1447.
    28. Luca Macedoni, 2021. "Has the Euro Shrunk the Band? Relative Purchasing Power Parity Convergence in a Currency Union," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(2), pages 593-620, April.
    29. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
    30. Yang-Cheng Lu & Chang, Tsangyao & Chin-Ping Yu, 2011. "Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 59-70, September.
    31. Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013. "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, vol. 44(3), pages 1217-1242, June.
    32. Dobronravova, Elizaveta & Perevyshin, Yury & Skrobotov, Anton & Shemyakina, Kira, 2019. "Limits of regional food price differences and invisible hand," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 30-54.
    33. He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, vol. 28(C), pages 24-32.
    34. Luciana Juvenal & Mr. Rodolphe Blavy, 2008. "Mexico’s Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates and Transaction Costs," IMF Working Papers 2008/123, International Monetary Fund.
    35. Tsangyao Chang & Chi-Wei Su & Chia-Hao Lee, 2012. "Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1111-1116, August.
    36. He, Huizhen & Chou, Ming Che & Chang, Tsangyao, 2014. "Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function," Economic Modelling, Elsevier, vol. 36(C), pages 37-43.
    37. Caglayan, Mustafa & Filiztekin, Alpay, 2012. "The law of one price and the role of market structure," MPRA Paper 36975, University Library of Munich, Germany.
    38. Kai-yin Woo & Shu-kam Lee & Paul Kwok Shum, 2021. "Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests," Empirical Economics, Springer, vol. 60(5), pages 2391-2405, May.
    39. Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan, 2014. "Non-linear adjustments to intranational PPP," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 360-371.
    40. Chang, Tsangyao & Lee, Chia-Hao & Chou, Pei-I & Tang, Dai-Piao, 2011. "Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries," Japan and the World Economy, Elsevier, vol. 23(4), pages 259-264.
    41. He, Huizhen & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Sequential panel selection method," Economic Modelling, Elsevier, vol. 35(C), pages 604-609.
    42. Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen, 2011. "Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 19-30, June.

  15. Luciana Juvenal & Mr. Rodolphe Blavy, 2008. "Mexico’s Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates and Transaction Costs," IMF Working Papers 2008/123, International Monetary Fund.

    Cited by:

    1. Chu V. Nguyen, 2016. "Subpar Performance of the Mexican Economy in the NAFTA Era: Plausible Explanations," The International Trade Journal, Taylor & Francis Journals, vol. 30(5), pages 449-463, October.

  16. Rodolphe Blavy & Luciana Juvenal, 2008. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Working Papers 2008-046, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Valdes, Rodrigo & Von Cramon-Taubadel, Stephan & Engler, Alejandra, 2015. "Transaction costs and trade liberalization: An empirical perspective from the MERCOSUR agreement," Food Policy, Elsevier, vol. 55(C), pages 109-116.
    2. Chu V. Nguyen, 2016. "Subpar Performance of the Mexican Economy in the NAFTA Era: Plausible Explanations," The International Trade Journal, Taylor & Francis Journals, vol. 30(5), pages 449-463, October.

  17. Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
    2. Agnès Bénassy-Quéré & Lionel Fontagné & Horst Raff, 2011. "Exchange-rate Misalignments in Duopoly: The Case of Airbus and Boeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00603386, HAL.
    3. Hui An & Lijie Yu & Rakesh Gupta, 2016. "Capital Inflows and House Prices: Aggregate and Regional Evidence from China," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 451-475, December.
    4. Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2021. "The corporate saving glut and the current account in Germany," Working Paper Series 2586, European Central Bank.
    5. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports 541, Federal Reserve Bank of New York.
    6. Geerolf, François & Grjebine, Thomas, 2013. "House Prices Drive Current Accounts: Evidence from Property Tax Variations," CEPREMAP Working Papers (Docweb) 1315, CEPREMAP.
    7. Hume, Michael & Sentance, Andrew, 2009. "The global credit boom: Challenges for macroeconomics and policy," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1426-1461, December.
    8. I-Chun Tsai & Che-Chun Lin, 2019. "Variations and Influences of Connectedness among US Housing Markets," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 27-58.
    9. Marcel Fratzscher & Roland Straub, 2013. "Asset Prices, News Shocks, and the Trade Balance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1211-1251, October.
    10. Giancarlo Corsetti & Philippe Martin & Paolo Pesenti, 2013. "Varieties and the transfer problem," Post-Print hal-03399506, HAL.
    11. Berg, Tim Oliver, 2010. "Cross-country evidence on the relation between stock prices and the current account," MPRA Paper 23976, University Library of Munich, Germany.
    12. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Global imbalances after the financial crisis," Open Access Publications from Kiel Institute for the World Economy 32857, Kiel Institute for the World Economy (IfW Kiel).
    13. Scholl, Almuth & Müller, Gernot & Enders, Zeno, 2010. "How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States," CEPR Discussion Papers 7732, C.E.P.R. Discussion Papers.
    14. Bettendorf, Timo, 2017. "Investigating Global Imbalances: Empirical evidence from a GVAR approach," Economic Modelling, Elsevier, vol. 64(C), pages 201-210.
    15. Ohno, Sanae & Shimizu, Junko, 2015. "Do exchange rate arrangements and capital controls influence international capital flows and housing prices in Asia?," Journal of Asian Economics, Elsevier, vol. 39(C), pages 1-18.
    16. Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
    17. Peter Tillmann, 2012. "Capital Inflows and Asset Prices: Evidence from Emerging Asia," Working Papers 182012, Hong Kong Institute for Monetary Research.
    18. Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," Working papers 17, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    19. Blank, Sven & Dovern, Jonas, 2009. "What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model," Discussion Paper Series 2: Banking and Financial Studies 2009,15, Deutsche Bundesbank.
    20. Erlend Nier & Ouarda Merrouche, 2017. "Capital Inflows, Monetary Policy, and Financial Imbalances," Post-Print hal-01638073, HAL.
    21. Chen, Qiuyu & Feng, Ling & Li, Zhiyuan & Lin, Ching-Yi, 2021. "Housing prices and trade surpluses in China: An inter-temporal approach," Journal of International Money and Finance, Elsevier, vol. 110(C).
    22. Komain Jiranyakul, 2017. "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," Business and Economic Research, Macrothink Institute, vol. 7(2), pages 163-177, December.
    23. Taoufik Bouraoui, 2019. "External debts, current account balance and exchange rates in emerging countries," Post-Print hal-02329321, HAL.
    24. Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
    25. Beckmann, Joscha & Czudaj, Robert, 2014. "Effective exchange rates, current accounts and global imbalances," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100364, Verein für Socialpolitik / German Economic Association.
    26. Oguzhan Ozcelebi & Nurtac Yildirim, 2017. "Interrelations Between External and Internal Macroeconomic Factors: Empirical Evidence on Some OECD Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(2), pages 147-174.
    27. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
    28. N. Nergiz Dincer & Pinar Yasar, 2015. "Identification of Current Account Deficit: The Case of Turkey," The International Trade Journal, Taylor & Francis Journals, vol. 29(1), pages 63-87, March.
    29. Maurice Obstfeld & Kenneth S. Rogoff, 2009. "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
    30. Geoff Kenny, 2010. "Macroeconomic forecasting: can forecast combination help?," Research Bulletin, European Central Bank, vol. 11, pages 9-12.
    31. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    32. Filipa Sá & Tomasz Wieladek, 2015. "Capital Inflows and the U.S. Housing Boom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 221-256, March.
    33. Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series 18-03, Swiss Finance Institute, revised Jun 2018.
    34. Kauko, Karlo, 2012. "Triggers for countercyclical capital buffers," MPRA Paper 85692, University Library of Munich, Germany.
    35. Siddiqui, Aaliyah & Kautish, Pradeep & Sharma, Rajesh & Sinha, Avik & Siddiqui, Mujahid, 2022. "Evolving a policy framework discovering the dynamic association between determinants of oil consumption in India," Energy Policy, Elsevier, vol. 169(C).
    36. Robert Unger, 2016. "Asymmetric Credit Growth and Current Account Imbalances in the Euro Area," FIW Working Paper series 166, FIW.
    37. Mr. Tomasz Wieladek & Mr. Sergi Lanau, 2012. "Financial Regulation and the Current Account," IMF Working Papers 2012/098, International Monetary Fund.
    38. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    39. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House Prices, Capital Inflows and Macroprudential Policy," Department of Economics Working Paper Series 180, WU Vienna University of Economics and Business.
    40. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," VfS Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
    41. Lucas Papademos, 2007. "The Effects of Globalization on Inflation, Liquidity and Monetary Policy," NBER Chapters, in: International Dimensions of Monetary Policy, pages 593-608, National Bureau of Economic Research, Inc.
    42. YUAN, Chunming & CHEN, Ruo, 2015. "Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS," China Economic Review, Elsevier, vol. 33(C), pages 1-24.
    43. Halmi Mirela, 2012. "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 809-815, July.
    44. Holinski, N. & Vermeulen, R., 2009. "The international wealth effect : a global error-correcting analysis," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    45. Yamamoto, Shugo, 2014. "Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 88-103.
    46. McGurk, Zachary, 2020. "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 53-66.
    47. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Department of Economics.
    48. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2010. "On the complementarity of equilibrium exchange-rate approaches," Post-Print hal-00634789, HAL.
    49. Eliphas Ndou, 2023. "The effect of monetary policy on output using sign restriction VAR: evidence from South Africa and South Korea," Empirical Economics, Springer, vol. 64(4), pages 1979-2003, April.
    50. Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
    51. Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010. "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1839-1848, August.
    52. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    53. Gianni Amisano & Andreas Beyer & Michele Lenza, 2010. "Enhancing monetary analysis," Research Bulletin, European Central Bank, vol. 11, pages 2-6.
    54. Giancarlo Corsetti & Philippe Martin & Paolo Pesenti, 2008. "Varieties and the Transfer Problem: The Extensive Margin of Current Account Adjustment," NBER Working Papers 13795, National Bureau of Economic Research, Inc.
    55. Fabio C. Bagliano & Claudio Morana, 2011. "Macro-finance interactions in the US: A global perspective," Working papers 23, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    56. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    57. Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015. "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers 2015100, University of Pretoria, Department of Economics.
    58. Fratzscher, Marcel & Straub, Roland, 2009. "Asset prices and current account fluctuations in G7 economies," Working Paper Series 1014, European Central Bank.
    59. Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
    60. Martin Scheicher, 2010. "“Return-free risk”? Market pricing in credit risk markets," Research Bulletin, European Central Bank, vol. 11, pages 7-8.
    61. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Will global imbalances decrease or even increase?," Open Access Publications from Kiel Institute for the World Economy 32967, Kiel Institute for the World Economy (IfW Kiel).
    62. Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
    63. Thierry Bracke & Matthieu Bussière & Michael Fidora & Roland Straub, 2010. "A Framework for Assessing Global Imbalances," The World Economy, Wiley Blackwell, vol. 33(9), pages 1140-1174, September.
    64. Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent, 2018. "One size does not fit all… panel data: Bayesian model averaging and data poolability," Economic Modelling, Elsevier, vol. 75(C), pages 364-376.
    65. Marcel Fratzscher, 2008. "US shocks and global exchange rate configurations [‘Micro effects of macro announcements: Real-time price discovery in foreign exchange’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(54), pages 364-409.
    66. Guschanski, Alexander & Stockhammer, Engelbert, 2017. "Are current accounts driven by competitiveness or asset prices? A synthetic model and an empirical test," Greenwich Papers in Political Economy 17935, University of Greenwich, Greenwich Political Economy Research Centre.
    67. Ghiba, Nicolae, 2010. "Efecte ale volatilității cursului de schimb asupra exporturilor [Effects of exchange rate volatility on exports]," MPRA Paper 28448, University Library of Munich, Germany.
    68. Mustafa Caglayan & Kostas Mouratidis & Elham Saeidinezhad, 2011. "Monetary policy effects on output and exchange rates: Results from US, UK and Japan," Working Papers 2011016, The University of Sheffield, Department of Economics.
    69. Andrea Ferrero, 2011. "House Prices Booms and Current Account Deficits," 2011 Meeting Papers 1386, Society for Economic Dynamics.
    70. Mthuli Ncube & Eliphas Ndou, 2013. "Working Paper 169 - Monetary Policy and Exchange Rate Shocks on South African Trade Balance," Working Paper Series 448, African Development Bank.
    71. Shugo Yamamoto, 2020. "Global Liquidity,Offshore Bond Issuance and Shadow Banking in China," Discussion Papers 2011, Graduate School of Economics, Kobe University.
    72. Bracke, Thierry & Fidora, Michael, 2012. "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 185-202.
    73. Fratzscher, Marcel & Straub, Roland & Saborowski, Christian, 2010. "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers 8099, C.E.P.R. Discussion Papers.
    74. Holinski, N. & Kool, C.J.M. & Muysken, J., 2009. "International Portfolio Balance: Modeling the External Adjustment Process," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    75. Irina-Marilena, Ban, 2022. "Introducing house prices to the intertemporal current account model: An application to the European Union," Economic Modelling, Elsevier, vol. 117(C).
    76. Juann H. Hung & Edward N. Gamber, 2010. "An Absorption Approach to Modeling the US Current Account," Review of International Economics, Wiley Blackwell, vol. 18(2), pages 334-350, May.
    77. Chen Kuo, 2013. "Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1923-1941, June.
    78. Kucukali, Serhat, 2016. "Risk scorecard concept in wind energy projects: An integrated approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 975-987.
    79. Sven Blank & Jonas Dovern, 2010. "What macroeconomic shocks affect the German banking system?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(2), pages 126-148, June.
    80. Kim, C., 2011. "Global balance and financial stability: twin objectives toward a resilient global economic system," Financial Stability Review, Banque de France, issue 15, pages 61-72, February.
    81. Yamamoto, Shugo, 2013. "Sudden stop and trade balance reversal after Asian crisis: Investment drought impact versus exchange rate depreciation," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 750-765.

Articles

  1. Chen, Natalie & Juvenal, Luciana, 2022. "Markups, quality, and trade costs," Journal of International Economics, Elsevier, vol. 137(C).
    See citations under working paper version above.
  2. Chen, Natalie & Juvenal, Luciana, 2018. "Quality and the Great Trade Collapse," Journal of Development Economics, Elsevier, vol. 135(C), pages 59-76.
    See citations under working paper version above.
  3. Juvenal, Luciana & Santos Monteiro, Paulo, 2017. "Trade and synchronization in a multi-country economy," European Economic Review, Elsevier, vol. 92(C), pages 385-415.
    See citations under working paper version above.
  4. Chen, Natalie & Juvenal, Luciana, 2016. "Quality, trade, and exchange rate pass-through," Journal of International Economics, Elsevier, vol. 100(C), pages 61-80.
    See citations under working paper version above.
  5. De Nicolò, Gianni & Juvenal, Luciana, 2014. "Financial integration, globalization, and real activity," Journal of Financial Stability, Elsevier, vol. 10(C), pages 65-75.
    See citations under working paper version above.
  6. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
    See citations under working paper version above.
  7. Brett W. Fawley & Luciana Juvenal, 2012. "Quantitative easing: lessons we've learned," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul.

    Cited by:

    1. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.

  8. Brett W. Fawley & Luciana Juvenal & Ivan Petrella, 2012. "When oil prices jump, is speculation to blame?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr.

    Cited by:

    1. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
    2. Abdelkader Derbali & Tarek Chebbi, 2015. "The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting," Post-Print hal-01696007, HAL.

  9. Brett W. Fawley & Luciana Juvenal, 2011. "Commodity price gains: speculation vs. fundamentals," The Regional Economist, Federal Reserve Bank of St. Louis, issue July, pages 4-9.

    Cited by:

    1. Bernardina Algieri, 2014. "A roller coaster ride: an empirical investigation of the main drivers of the international wheat price," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 459-475, July.
    2. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).

  10. Juvenal, Luciana, 2011. "Sources of exchange rate fluctuations: Are they real or nominal?," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 849-876, September.
    See citations under working paper version above.
  11. Brett W. Fawley & Luciana Juvenal, 2011. "Food prices and inflation in emerging markets," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Mr. Yan Carriere-Swallow & Mr. Pragyan Deb & Davide Furceri & Daniel Jimenez & Mr. Jonathan David Ostry, 2022. "Shipping Costs and Inflation," IMF Working Papers 2022/061, International Monetary Fund.

  12. Brett W. Fawley & Luciana Juvenal, 2011. "Why health care matters and the current debt does not," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 4-5.

    Cited by:

    1. John T. Harvey, 2016. "An Introduction to Post Keynesian Economics," The American Economist, Sage Publications, vol. 61(2), pages 140-156, October.
    2. Pavlina R. Tcherneva, 2019. "The High Costs of UBI are Not Financial: They are Real," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(2), pages 327-330, April.
    3. Eric Tymoigne, 2020. "Monetary Sovereignty: Nature, Implementation, and Implications," Public Budgeting & Finance, Wiley Blackwell, vol. 40(3), pages 49-71, September.

  13. Brett W. Fawley & Luciana Juvenal, 2010. "Japan reenters the foreign exchange market," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Rasmus Fatum & Yohei Yamamoto, 2012. "Does Foreign Exchange Intervention Volume Matter?," EPRU Working Paper Series 2012-03, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    2. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.

  14. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
    See citations under working paper version above.
  15. Brett W. Fawley & Luciana Juvenal, 2010. "Monetary policy and asset prices," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Guschanski, Alexander & Stockhammer, Engelbert, 2017. "Are current accounts driven by competitiveness or asset prices? A synthetic model and an empirical test," Greenwich Papers in Political Economy 17935, University of Greenwich, Greenwich Political Economy Research Centre.
    2. Mthuli Ncube & Eliphas Ndou, 2013. "Working Paper 169 - Monetary Policy and Exchange Rate Shocks on South African Trade Balance," Working Paper Series 448, African Development Bank.

  16. Rodolphe Blavy & Luciana Juvenal, 2009. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 441-464.
    See citations under working paper version above.
  17. Juvenal Luciana & Taylor Mark P., 2008. "Threshold Adjustment of Deviations from the Law of One Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-46, September.
    See citations under working paper version above.
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