Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2016

• Tunc, Cengiz & Kılınç, Mustafa, 2016, "Exchange Rate Pass-Through in a Small Open Economy: A Structural VAR Approach," MPRA Paper, University Library of Munich, Germany, number 72770, Feb, revised 28 Jul 2016.
• Cruz-Rodríguez, Alexis, 2016, "An empirical assessment of exchange arrangements and inflation performance," MPRA Paper, University Library of Munich, Germany, number 73005, Jul.
• luo, yinghao, 2016, "Nonlinear Trend and Purchasing Power Parity," MPRA Paper, University Library of Munich, Germany, number 73817, Sep.
• Dahem, Ahlem & Siala Guermazi, Fatma, 2016, "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 74179, Sep.
• Effiong, Ekpeno L., 2016, "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper, University Library of Munich, Germany, number 74336, Sep.
• Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew, 2016, "Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective," MPRA Paper, University Library of Munich, Germany, number 74671, Oct.
• Chakraborty, Debashis & Mukherjee, Jaydeep & Lee, Jaewook, 2016, "Do FDI Inflows influence Merchandise Exports? Causality Analysis on India over 1991-2016," MPRA Paper, University Library of Munich, Germany, number 74851, Nov.
• Jiranyakul, Komain, 2016, "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," MPRA Paper, University Library of Munich, Germany, number 74901, Nov.
• Eromenko, Igor, 2016, "Do Remittances Cause Dutch Disease in Resource Poor Countries of Central Asia?," MPRA Paper, University Library of Munich, Germany, number 74965, Jan.
• Kurtovic, Safet & Halili, Blerim & Maxhuni, Nehat, 2016, "Liberalization of Trade with Leading Trade Partners: Some Evidence from Bosnia and Herzegovina," MPRA Paper, University Library of Munich, Germany, number 75053, Oct, revised 04 Nov 2016.
• Khan, Imran, 2016, "Factors effecting exchange rate: a case of pakistan," MPRA Paper, University Library of Munich, Germany, number 75209, Mar.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2016, "Common Information in Carry Trade Risk Factors," MPRA Paper, University Library of Munich, Germany, number 75367, Oct.
• Bukvić, Rajko, 2016, "Девизна Политика Југославије 1945–1990: Искуства И Поуке
  [Yugoslav Foreign Currency Policy in 1945–1990: Experiences and Lessons]," MPRA Paper, University Library of Munich, Germany, number 76211, revised 2016.
• Works, Richard Floyd, 2016, "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper, University Library of Munich, Germany, number 76382, Dec.
• Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
• Njindan Iyke, Bernard & Ho, Sin-Yu, 2016, "Nonlinear Effects of Exchange Rate Changes on the South African Bilateral Trade Balance," MPRA Paper, University Library of Munich, Germany, number 81364, Dec.
• BAHMANI-OSKOOEE, Mohsen & Fariditavana, Hadiseh, 2016, "How Sensitive are the U.S. Inpayments and Outpayments to Exchange Rate Changes: An Asymmetry Analysis," MPRA Paper, University Library of Munich, Germany, number 81829, Oct, revised 06 Jan 2017.
• BAHMANI-OSKOOEE, Mohsen & Aftab, Muhammad, 2016, "Malaysia-EU Trade at the Industry Level: Is there an Asymmetric Response to Exchange Rate Volatility?," MPRA Paper, University Library of Munich, Germany, number 82687, Nov, revised 11 Apr 2017.
• BAHMANI-OSKOOEE, Mohsen & HALICIOGLU, Ferda & Neumann, Rebecca, 2016, "Domestic Investment Responses to Changes in the Real Exchange Rate: Asymmetries of Appreciation versus Depreciation," MPRA Paper, University Library of Munich, Germany, number 82941, Mar, revised 10 Apr 2016.
• Keddad, Benjamin, 2016, "How do the Renminbi and other East Asian currencies co-move?," MPRA Paper, University Library of Munich, Germany, number 83782, Dec.
• BIKAI, J. Landry & OWOUNDI F., Ferdinand, 2016, "Does the choice of an exchange rate regime limits exchange rate misalignments? The example of sub-Saharan African countries," MPRA Paper, University Library of Munich, Germany, number 89110, Nov.
• Osei-Assibey, Kwame, 2016, "Revisiting the Diverse Empirical Findings on the Impact of Exchange Rate Volatility on Trade: Some Comparable Evidences from Ghana and Two other Developing Economies," MPRA Paper, University Library of Munich, Germany, number 94368, Jun.
• Akinboyo, Lawrence O. & Omotosho, Babatunde S. & Oladunni, Sunday & Owolabi, Olamide H., 2016, "External Reserves and Economic Growth in Nigeria: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 98309.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers, University of Pretoria, Department of Economics, number 201615, Mar.
• Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
• Jana Simakova, 2016, "The Gravity Modelling of the Relationship between Exchange Rate Volatility and Foreign Trade in Visegrad Countries," ACTA VSFS, University of Finance and Administration, volume 10, issue 1, pages 7-30.
• Jan Vejmělek, 2016, "Some stylised facts about the exchange rate behaviour of Central European currencies," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 2, pages 3-17, DOI: 10.18267/j.aop.525.
• Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016, "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 253-270, DOI: 10.18267/j.pep.562.
• Dejan Živkov & Jovan Njegić & Vera Mirović, 2016, "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 6, pages 686-705, DOI: 10.18267/j.pep.591.
• Stanislav Hába, 2016, "Verbální intervence ČNB: reaguje devizový kurz na slova bankovní rady?
  [Czech National Bank Verbal Interventions: Does the Exchange Rate React to Words from CNB Bank Board?]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 4, pages 405-419, DOI: 10.18267/j.polek.1078.
• Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg, 2016, "Currency Wars: Who Gains from the Battle?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 18, Feb.
• Matteo Maggiori & Emmanuel Farhi, 2016, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 395921, Jan.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 395971, Jan.
• Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Jesus Santamaria Gonzalez, 2016, "El principio de paridad del poder de compra en America Latina: un analisis con cambio estructural," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 1, pages 159-178, Enero-Jun.
• Francisco Venegas-Martínez & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos, 2016, "Precio del dólar estadounidense en el mundo. Procesos de Itô económicamente ponderados en un análisis espacial," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 83-105, Enero-Jun.
• Christian Gillitzer & Angus Moore, 2016, "Trade Invoicing Currency and First-stage Exchange Rate Pass-through," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-05, Jun.
• Durán-Vanegas, Juan David, 2016, "Un análisis de la efectividad de las intervenciones cambiarias en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 45-57.
• Rossini, Renzo & Vega, Marco & Quispe, Zenón & Pérez, Fernando, 2016, "Expectativas de inflación y dolarización en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 71-84.
• Adrien Verdelhan & Hanno Lustig, 2016, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," 2016 Meeting Papers, Society for Economic Dynamics, number 1183.
• Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016, "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers, Society for Economic Dynamics, number 1224.
• Andrea Vedolin & Alireza Tahbaz-Salehi & Philippe Mueller, 2016, "Exchange Rates and Monetary Policy Uncertainty," 2016 Meeting Papers, Society for Economic Dynamics, number 138.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," 2016 Meeting Papers, Society for Economic Dynamics, number 1543.
• Robert Ready & Mariano Croce & Federico Gavazzoni & Riccardo Colacito, 2016, "Currency Risk Factors in a Recursive Multi-Country Economy," 2016 Meeting Papers, Society for Economic Dynamics, number 297.
• Haiyun Xu, 2016, "Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 2, pages 309-332.
• Fizza Malik, 2016, "Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 5, issue 3, pages 144-161, September.
• Richard T. Baillie & Dooyeon Cho, 2016, "Assessing Euro Crises from a Time Varying International CAPM Approach," Working Paper series, Rimini Centre for Economic Analysis, number 16-03, Feb.
• Jong Woo Kang, 2016, "International Trade and Exchange Rate," ADB Economics Working Paper Series, Asian Development Bank, number 498, Oct.
• Ayako Saiki & Pornpinun Chantapacdepong & Ulrich Volz, 2016, "Dealing with Quantitative Easing Spillovers in East Asia: The Role of Institutions and Macroprudential Policy," ADBI Working Papers, Asian Development Bank Institute, number 604, Dec.
• Yener Coşkun & A. Öznur Ümit, 2016, "Cointegration Analysis Between Stock Exchange and TL/FX Saving Deposits, Gold, Housing Markets in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 47-69.
• Murat Engin Akkaş, 2016, "A Literature Review on the Quantification of Foreign Exchange Exposure of Non-Financial Firms Using Capital Market Approach," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 71-87.
• Fatih Kaplan & Ali Rıza Aktaş, 2016, "The Impact of Real Oil Price on Real Exchange Rate in Oil Dependent Countries," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 103-113.
• Jeong Wook Lee & Sunghee Ahn & Sammo Kang, 2016, "Estimating Exchange Rate Exposure over Various Return Horizons: Focusing on Major Countries in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 4, pages 469-491, DOI: 10.11644/KIEP.EAER.2016.20.4.318.
• Seongman Moon, 2016, "Sectoral Price Divergence between Korea and Japan," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 4, pages 493-517, DOI: 10.11644/KIEP.EAER.2016.20.4.319.
• Young Wook Han, 2016, "Quantitative Comparisons on the Intrinsic Features of Foreign Exchange Rates Between the 1920s and the 2010s: Case of the USD-GBP Exchange Rate," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 3, pages 365-390, DOI: 10.11644/KIEP.EAER.2016.20.3.314.
• Smile Dube, 2016, "Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 121-150.
• Yu Hsing, 2016, "Comparison of the Fundamental and Monetary Models of the Determinants of the Argentine Peso/US Dollar Exchange Rate," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 4, pages 379-388.
• Il Houng Lee & Kyunghun Kim & Eunjung Kang, 2016, "Exchange Rate Flexibility, Financial Market Openness and Economic Growth," Staff Papers, Korea Institute for International Economic Policy, number 16-1, Apr, DOI: 10.2139/ssrn.2773337.
• Hak K. Pyo & Soo Hyun Oh, 2016, "A Short-Term Export Forecasting Model Using Input-Output Tables," Working Papers, Korea Institute for International Economic Policy, number 16-2, May.
• Paolo Canofari & Marcello Messori, 2016, "Exit Risks and Contagion in the Euro Area," LEAP Working Papers, Luiss Institute for European Analysis and Policy, number 2015/11, Nov.
• Brankica Pažun & Zlatko Langović & Ana Langovic Milićević, 2016, "Equilibrium Real Exchange Rate Assessment of the Serbian Dinar: The MB approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 76-87, March.
• Dejan ŽIVKOV & Jovan NJEGIĆ & Nataša PAPIĆ-BLAGOJEVIĆ & Jovan PETRONIJEVIĆ, 2016, "Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-18, September.
• Jing-Tung WU, 2016, "The Markov-switching Granger Causality of Asia-Pacific Exchange Rates," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 94-115, September.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Oana Cristina POPOVICI, 2016, "Do Remittances Hurt Domestic Prices? New Evidence from Low, Lower-Middle and Middle–Income Groups," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 95-114, December.
• Yu Hsing, 2016, "Is Real Depreciation Expansionary? The Case of Ireland," Bulletin of Applied Economics, Risk Market Journals, volume 3, issue 1, pages 1-9.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2016, "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach," Bulletin of Applied Economics, Risk Market Journals, volume 3, issue 2, pages 9-29.
• Vasilyev, Dmitry (Васильев, Дмитрий) & Busygin, Vladimir (Бусыгин, Владимир) & Busygin, Sergei (Бусыгин, Сергей), 2016, "Testing and Interpreting Uncovered Interest Parity in Russia
  [Проверка И Интерпретация Выполнения Процентного Паритета В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 35-55, August.
• Mariarosaria Comunale, 2016, "Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growh in the EU," CEIS Research Paper, Tor Vergata University, CEIS, number 379, May, revised 23 May 2016.
• Mariarosaria Comunale, 2016, "A Closer Look at EU Current Accounts," CEIS Research Paper, Tor Vergata University, CEIS, number 393, Aug, revised 11 Aug 2016.
• Murat Midilic, 2016, "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/918, Jan.
• Jaco P. Weideman & Roula Inglesi-Lotz, 2016, "Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 602, Apr.
• Trust R. Mpofu, 2016, "The Determinants of Exchange Rate Volatility in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 604, May.
• Magdeline M. Maepa, 2016, "The Effects of Exchange Rate Volatility on South African Investments," ERSA Working Paper Series, Economic Research Southern Africa, number 610, May.
• Melvin M. Khomo & Meshach J. Aziakpono, 2016, "The behaviour of the real effective exchange rate of South Africa: is there a misalignment?," ERSA Working Paper Series, Economic Research Southern Africa, number 644, Oct.
• Selien De Schryder & Gert Peersman, 2016, "The U.S. Dollar Exchange Rate and the Demand for Oil," The Energy Journal, , volume 37, issue 1, pages 90-114, January, DOI: 10.5547/01956574.37.1.ssch.
• Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016, "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , volume 51, issue 2, pages 162-179, May, DOI: 10.1177/0015732515625718.
• Eleonora Cavallaro & Bernardo Maggi, 2016, "State of confidence, overborrowing and the macroeconomic stabilization puzzle: a system dynamic approach," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 174, Jul.
• Muhammad Omer, 2016, "Should Central Bank Forget Reserve Requirements? Assessment of Reserve Requirements in Transmitting SBP’s Policy Shocks to Retail Interest Rates and Exchange Rate," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 81, Dec.
• Atulan Guha, 2016, "Exchange Rate Movement of Developing Countries like India: An Alternative Theoretical Framework," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3305716, Mar.
• Mehmet Fatih Tra? & Esra Ball? & Çiler Sigeze, 2016, "Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506095, Apr.
• fatih ayhan, 2016, "Defining The Relationship Between The Real Exchange Volatility And Foreign Direct Investment In Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606278, May.
• Murat Midiliç & Michael Frömmel, 2016, "Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4106590, Oct.
• Kazutaka Kurasawa, 2016, "Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 4, pages 1-19, December.
• Dariusz Urban, 2016, "Gromadzenie aktywów rezerwowych a motyw naśladownictwa - doświadczenia wybranych krajów z państwowymi funduszami majątkowymi," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 127-143.
• Renata Karkowska, 2016, "Sources of Foreign Currency Debt in European Countries (Zrodla zadluzenia walutowego w krajach europejskich)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 74-88.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, number 2016-02.
• Pinar Yesin, 2016, "Capital Flows and the Swiss Franc," Working Papers, Swiss National Bank, number 2016-08.
• Severin Bernhard & Till Ebner, 2016, "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers, Swiss National Bank, number 2016-09.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2016, "Macroeconomic surprises, market environment and safe-haven currencies," Working Papers, Swiss National Bank, number 2016-15.
• Rita Fleer & Barbara Rudolf & Mathias Zurlinden, 2016, "Price change dispersion and time-varying pass-through to consumer prices," Working Papers, Swiss National Bank, number 2016-17.
• Hidayet ÜNLÜ, 2016, "Döviz Kuru Oynaklığı ve Ekonomik Büyüme: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Ntokozo Patrick Nzimande & Marcel Kohler, 2016, "On the Validity of Purchasing Power Parity: Evidence from Energy Exporting Sub-Saharan Africa Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 3, pages 71-82, July-Sept.
• Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2016, "Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 4, pages 3-25, October-D.
• Uchenna R. Efobi & Evans S. Osabuohien, 2016, "Manufacturing Export, Infrastructure and Institutions: Reflections from ECOWAS," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "Accelerated Economic Growth in West Africa", DOI: 10.1007/978-3-319-16826-5_8.
• Srđan Marinković & Ognjen Radović & Željko Šević, 2016, "Testing Uncovered Interest Parity for Structural Breaks: A Developing Country Perspective," Contributions to Economics, Springer, in: Anastasios Karasavvoglou & Dimitrios Kyrkilis & Georgios Makris & Persefoni Polychronidou, "Economic Crisis, Development and Competitiveness in Southeastern Europe", DOI: 10.1007/978-3-319-40322-9_8.
• Guglielmo Maria Caporale & Alessandro Girardi, 2016, "Business cycles, international trade and capital flows: evidence from Latin America," Empirical Economics, Springer, volume 50, issue 2, pages 231-252, March, DOI: 10.1007/s00181-015-0928-9.
• Ching-Chuan Tsong & Cheng-Feng Lee & Li-Ju Tsai & Te-Chung Hu, 2016, "The Fourier approximation and testing for the null of cointegration," Empirical Economics, Springer, volume 51, issue 3, pages 1085-1113, November, DOI: 10.1007/s00181-015-1028-6.
• Wong Hock Tsen, 2016, "Exchange rate volatilities and disaggregated bilateral exports of Malaysia to the United States: empirical evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 289-314, August, DOI: 10.1007/s40822-015-0045-2.
• Hsiu-Hsin Ko, 2016, "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Springer, volume 67, issue 3, pages 361-378, September, DOI: 10.1111/jere.12097.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 15-27, June, DOI: 10.1007/s40953-015-0025-0.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016, "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 25, issue 1, pages 1-27, December, DOI: 10.1007/s40503-016-0033-2.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "Recent estimates of exchange rate pass-through to import prices in the euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 152, issue 1, pages 69-105, February, DOI: 10.1007/s10290-015-0233-x.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "Recent estimates of exchange rate pass-through to import prices in the euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 152, issue 1, pages 69-105, February, DOI: 10.1007/s10290-015-0233-x.
• Bénétrix, Agustín S. & Lane, Philip R., 2016, "Cross-country exposures to the Swiss franc," ESRB Working Paper Series, European Systemic Risk Board, number 6, Mar.
• David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2016, "Pareto weights as wedges in two-country models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 16-07.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.03, Mar.
• Pinar Yesin, 2016, "Capital Flows and the Swiss Franc," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.04, Jul.
• Adrien Alvero & Andreas M. Fischer, 2016, "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.07, Sep.
• Cécile Couharde & Serge Rey & Audrey Sallenave, 2016, "External debt and real exchange rates’ adjustment in the euro area: new evidence from a nonlinear NATREX model," Applied Economics, Taylor & Francis Journals, volume 48, issue 11, pages 966-986, March, DOI: 10.1080/00036846.2015.1090554.
• Terence Tai-Leung Chong & Qing He & Wing Hong Chan, 2016, "From Fixed to Float: A Competing Risks Analysis," International Economic Journal, Taylor & Francis Journals, volume 30, issue 4, pages 488-503, October, DOI: 10.1080/10168737.2016.1204343.
• Markus Hertrich, 2016, "The Distribution of Exchange Rates Under a Minimum Exchange Rate Regime," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 2, pages 351-361, November, DOI: 10.1016/S1514-0326(16)30014-9.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016, "The implications of liquidity expansion in China for the US dollar," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2016-02, Feb.
• Fatih Akcelik & Fethi Ogunc, 2016, "Pass-through of crude oil prices at different stages in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 16, issue 1, pages 41-51.
• M. Utku Ozmen & Erdal Yilmaz, 2016, "Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1621.
• Nazli Toraganli & Cihan Yalcin, 2016, "Exports, Real Exchange Rates and External Exposures: Empirical Evidence from Turkish Manufacturing Firms," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1624.
• Clemens Struck & Adnan Velic, 2016, "Relative Prices, Non-Homothetic Preferences, and Product Quality," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1516, Sep.
• Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016, "Is the Renminbi a Safe Haven?," Working Papers, Tokyo Center for Economic Research, number e109, Jul.
• Ibrahim Yasar Gok, 2016, "Reserve Options Mechanism: The New Monetary Policy Tool of CBRT and Its Effect on Exchange Rate Volatility," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 9, issue 3, pages 50-54, December.
• Franc Klaassen & Kostas Mavromatis, 2016, "Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-034/VI, Apr.
• Irena Mikolajun & Richard Paap & Jean-Marie Viaene & Olga Zelenko, 2016, "Trade Policy Options of Ukraine: East or West," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-057/VI, Jul.
• Josh Stillwagon & Peter Sullivan, 2016, "Markov Switching in Exchange Rate Models: Will More Regimes Help?," Working Papers, Trinity College, Department of Economics, number 1602, Dec.
• Pavel TIPA & Raisa EVSIUKOVA, 2016, "Foreign Exchange Risk Management In The Republic Of Moldova In Conditions Of Currency Crisis," Economy and Sociology, The Journal Economy and Sociology, issue 3, pages 88-93.
• Hyeongwoo Kim & Jintae Kim, 2016, "Price Adjustment to the Exchange Rate Shock in World Commodity Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-01, Mar.
• T. Randolph Beard & Hyeongwoo Kim & Michael Stern, 2016, "Is Good News for Donald Trump Bad News for the Peso?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-13, Nov.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
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• Rudolfs Bems & Julian di Giovanni, 2016, "Income-Induced Expenditure Switching," American Economic Review, American Economic Association, volume 106, issue 12, pages 3898-3931, December.
• Charles Engel, 2016, "Exchange Rates, Interest Rates, and the Risk Premium," American Economic Review, American Economic Association, volume 106, issue 2, pages 436-474, February.
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• Viktoria Hnatkovska & Amartya Lahiri & Carlos A. Vegh, 2016, "The Exchange Rate Response to Monetary Policy Innovations," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 2, pages 137-181, April.
• Giulio Cifarelli & Paolo Paesani, 2016, "Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 10, issue 1, pages 31-54, january, DOI: 10.1007/s11698-014-0121-y.
• Christian Nsiah, 2016, "Purchasing Power Parity for African Countries: The Impact of the 2007-2008 "Great Recession"," Journal of African Development, African Finance and Economic Association (AFEA), volume 18, issue 2, pages 91-108.
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• Suleymanov, Elchin, , "Impact of the Oil Price Fluctuations on the Agrarian Policy in Azerbaijan," Samarkand Conference 2016, November 2-4, Samarkand, Uzbekistan, Institute of Agricultural Development in Transition Economies (IAMO), number 249959, DOI: 10.22004/ag.econ.249959.
• Iwona Maciejczyk-Bujnowicz, 2016, "Foreign trade and the theory of optimum currency areas. Implications for Poland," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 13, pages 5-26, March.
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• Andrii Oliinyk, 2016, "International Financial Institutions System As A Factor Of Transformation Of National Currency System," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 3, DOI: 10.30525/2256-0742/2016-2-3-99-106.
• Elena Spassova, 2016, "Balance-of-Payments Characteristics of Bulgarian Economic Growth," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 43-81.
• Russell Barnett & Karyne B. Charbonneau & Guillaume Poulin-Bellisle, 2016, "A New Measure of the Canadian Effective Exchange Rate," Discussion Papers, Bank of Canada, number 16-1, DOI: 10.34989/sdp-2016-1.
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• Davide Romelli & Cristina Terra & Enrico Vasconcelos, 2016, "Current Account and Real Exchange Rate changes: the impact of trade openness," Working Papers Series, Central Bank of Brazil, Research Department, number 437, May.
• Derya AYSOY & Guray KUCUKKOCAOGLU, 2016, "The Effect of Foreign Exchange Interventions on Exchange Rate," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 1, pages 65-94.
• Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016, "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 305, Jan.
• Daniela Marconi, 2016, "Currency co-movements in Asia-Pacific: the regional role of the renminbi," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 341, Jul.
• Kochen Federico & Sámano Daniel, 2016, "Price-Setting and Exchange Rate Pass-Through in the Mexican Economy: Evidence from CPI Micro Data," Working Papers, Banco de México, number 2016-13, Aug.
• Tobal Martín & Yslas Renato, 2016, "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Working Papers, Banco de México, number 2016-14, Aug.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica de Colombia, number 930, Mar, DOI: 10.32468/be.930.
• Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016, "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia, Banco de la Republica de Colombia, number 934, Mar, DOI: 10.32468/be.934.
• Jose E. Gomez-Gonzalez & Julian A. Parra-Polania & Mauricio Villamizar-Villegas, 2016, "Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility," Borradores de Economia, Banco de la Republica de Colombia, number 949, Jul, DOI: 10.32468/be.949.
• Fredy Gamboa-Estrada, 2016, "Carry Trade y Depreciaciones Bruscas del Tipo de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 957, Aug, DOI: 10.32468/be.957.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy," Borradores de Economia, Banco de la Republica de Colombia, number 964, Oct, DOI: 10.32468/be.964.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”," Borradores de Economia, Banco de la Republica de Colombia, number 965, Oct, DOI: 10.32468/be.965.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2016, "Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach," Borradores de Economia, Banco de la Republica de Colombia, number 970, Nov, DOI: 10.32468/be.970.
• Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016, "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia, Banco de la Republica de Colombia, number 972, Nov, DOI: 10.32468/be.972.
• Radovan Kovačević, 2016, "Posledice Jačanja Dolara U Periodu 2014-2015. Godine Na Privredu Sad (The Consequences Of The Dollar Strengthening On U.S. Economy In 2014-2015)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 21, pages 7-28, June.
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• Mauricio Villamizar-Villegas, 2016, "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 2, pages 268-296, April.
• Haifang Huang & Yao Tang, 2016, "How Did Exchange Rates Affect Employment In U.S. Cities?," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 4, pages 678-697, October.
• Shigeto Kitano, 2016, "Predetermined exchange rate, monetary targeting, and inflation targeting regimes," International Journal of Economic Theory, The International Society for Economic Theory, volume 12, issue 3, pages 233-256, September.
• Boris Blagov & Michael Funke, 2016, "The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 895-914, December.
• Benjamin Furlan & Martin Gächter & Bob Krebs & Harald Oberhofer, 2016, "Democratization and Real Exchange Rates," Scottish Journal of Political Economy, Scottish Economic Society, volume 63, issue 2, pages 216-242, May.
• Alejandra Natali Franco Rodriguez, 2016, "El rol conjunto de las políticas fiscal, monetaria y cambiaria en el crecimiento económico de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 111-140, July.
• Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole, 2016, "Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 210-218, December.
• Stefania Garetto, 2016, "Firms’ Heterogeneity, Incomplete Information, and Pass-Through," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2016-004, Apr.
• Emerson Fernandes Marçal & Eli Hadad Junior, 2016, "Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 65-88.
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• Jeffry Frieden, 2016, "Les futurs financiers : de la Grande Modération au ZIRP et au-delà," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 275-284.
• Adrien Faudot, 2016, "L’internationalisation du renminbi : enjeux et limites des réformes institutionnelles," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 305-326.
• Gilles Dufrénot, 2016, "L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 61-77.
• Jean-Louis Martin, 2016, "Panorama des régimes de change en Amérique latine : l’attrait croissant pour les régimes de change flexibles," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 79-101.