Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2016

• 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.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016, "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1604.
• Ivan Pastine, 2016, "On Nash Equilibria in Speculative Attack Models," Working Papers, School of Economics, University College Dublin, number 201613, Sep.
• 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.
• Jordi Galí & Tommaso Monacelli, 2016, "Understanding the Gains from Wage Flexibility: The Exchange Rate Connection," American Economic Review, American Economic Association, volume 106, issue 12, pages 3829-3868, December.
• 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.
• Olivier Blanchard & Jonathan D. Ostry & Atish R. Ghosh & Marcos Chamon, 2016, "Capital Flows: Expansionary or Contractionary?," American Economic Review, American Economic Association, volume 106, issue 5, pages 565-569, May.
• 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.
• George Tweneboah & Daniel Agyapong & Siaw Frimpong, 2016, "Economic Integration and Exchange Rate Dynamics in the West African Monetary Zone," The African Finance Journal, Africagrowth Institute, volume 18, issue 1, pages 53-76.
• Ford, Nicholas & Horioka, Charles Yuji, 2016, "The 'Real' Explanation of the PPP Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2016-08, Apr.
• Horioka, Charles Yuji & Ford, Nicholas, 2016, "A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?," AGI Working Paper Series, Asian Growth Research Institute, number 2016-15, Jul.
• 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.
• Fernando J. Pérez Forero & Marco Vega, 2016, "Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs," Working Papers, Peruvian Economic Association, number 63, Feb.
• Nelson R. Ramírez-Rondán, 2016, "Balance Sheet and Currency Mismatch: Evidence for Peruvian Firms," Working Papers, Peruvian Economic Association, number 85, Dec.
• Siwat Nakmai, 2016, "Foreign exchange risk premia: from traditional to state-space analyses," Papers, arXiv.org, number 1605.08025, May.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
• 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.
• Mark Kruger & Gurnain Pasricha, 2016, "What to Expect When China Liberalizes Its Capital Account," Discussion Papers, Bank of Canada, number 16-10, DOI: 10.34989/sdp-2016-10.
• James Pinnington & Maral Shamloo, 2016, "Limits to Arbitrage and Deviations from Covered Interest Rate Parity," Discussion Papers, Bank of Canada, number 16-4, DOI: 10.34989/sdp-2016-4.
• Kimberly Berg & Nelson C. Mark, 2016, "Global Macro Risks in Currency Excess Returns," Staff Working Papers, Bank of Canada, number 16-32, DOI: 10.34989/swp-2017-32.
• Wilko Bolt & Maarten van Oordt, 2016, "On the Value of Virtual Currencies," Staff Working Papers, Bank of Canada, number 16-42, DOI: 10.34989/swp-2017-42.
• Jean-Sébastien Fontaine & Guillaume Nolin, 2016, "The Share of Systematic Variations in the Canadian Dollar—Part I," Staff Analytical Notes, Bank of Canada, number 16-15, DOI: 10.34989/san-2016-15.
• 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.
• Ovidiu Stoica & Iulian Ihnatov, 2016, "Exchange Rate Regimes And External Financial Stability," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 61, issue 209, pages 27-44, April - J.
• Matthieu Bussière & Guillaume Gaulier & Walter Steingress, 2016, "Global Trade Flows: Revisiting the Exchange Rate Elasticities," Working papers, Banque de France, number 608.
• Martina Jašová & Richhild Moessner & Előd Takáts, 2016, "Exchange rate pass-through: What has changed since the crisis?," BIS Working Papers, Bank for International Settlements, number 583, Sep.
• Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016, "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers, Bank for International Settlements, number 592, Nov.
• 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.
• Arthur Korus, 2016, "Currency Overvaluation and R&D Spending," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei218, Sep.
• 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.
• Marie Albert & Cristina Jude, 2016, "Venezuela : l’insoutenabilité du modèle de croissance, source de tous les risques," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 201-222.
• Bin Qiu & Kuntal K. Das & W. Robert Reed, 2016, "The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/17, Aug.
• Markus Hertrich, 2016, "The distribution of exchange rates under a minimum exchange rate regime," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 351-362, November.
• Aliya Algozhina, 2016, "Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp572, Oct.
• Branko Uroševic & Ivana Rajkovic, 2016, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," CESifo Working Paper Series, CESifo, number 5745.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series, CESifo, number 5963.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
• Michael Melvin & Duncan Shand, 2016, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series, CESifo, number 6210.
• Kris James Mitchener & Gonçalo Pina, 2016, "Pegxit Pressure: Evidence from the Classical Gold Standard," CESifo Working Paper Series, CESifo, number 6212.
• Karsten Staehr, 2016, "Exchange Rate Policies in the Baltic States: From Extreme Inflation to Euro Membership," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 16, issue 04, pages 09-18, January.
• Timo Wollmershäuser, 2016, "Exchange Rate Policy in Croatia," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 01, pages 08-11, April.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Jérôme Héricourt & Clément Nedoncelle, 2016, "How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications," Working Papers, CEPII research center, number 2016-05, Mar.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2016, "Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?," Working Papers, CEPII research center, number 2016-07, Apr.
• Gabriel Gomes, 2016, "On the impact of dollar movements on oil currencies," Working Papers, CEPII research center, number 2016-11, May.
• Ferdinand Owoundi, 2016, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," International Economics, CEPII research center, issue 145, pages 92-110.
• Anatole Cheysson & Stéphane Lhuissier & Fabien Tripier, 2016, "L’impact du resserrement monétaire américain sur les économies émergentes," La Lettre du CEPII, CEPII research center, issue 366.
• Jérôme Héricourt & Clément Nedoncelle, 2016, "Les entreprises multi-destinations, mieux armées face au risque de change," La Lettre du CEPII, CEPII research center, issue 367.
• Hern�n Rinc�n-Castro & Norberto Rodr�guez-Ni�o, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica, number 14299, Mar.
• Adolfo Barajas & Sergio Restrepo & Roberto Steiner & Juan Camilo Medell�n & C�sar Pab�n, 2016, "Balance Sheet Effects in Colombian Non-Financial Firms," Working Papers Series. Documentos de Trabajo, Fedesarrollo, number 15228, Nov.
• Carlos Eduardo Méndez Conde & Juan Camilo M�ndez Vizca�no, 2016, "Diseno de política económica para enfrentar la volatilidad de la tasa de cambio. Un análisis econométrico Garch de los periodos de apreciación y depreciación: sus costos y resultados," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14806, Jun.
• Eduardo Rosas Rojas, 2016, "La intervención cambiaria y los flujos de capital: evidencia empírica para Brasil, Colombia, Chile y México, 2001-2013," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 31-53.
• Algozhina, Aliya, 2016, "Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy," Dynare Working Papers, CEPREMAP, number 49, May.
• Beata Szetela & Grzegorz Mentel & Stanislaw Gedek, 2016, "Dependency analysis between Bitcoin and selected global currencies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 133-144.
• Konings, Jozef & Amiti, Mary & Itskhoki, Oleg, 2016, "International Shocks and Domestic Prices: How Large Are Strategic Complementarities?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11182, Mar.
• Portes, Richard & Thorlaksson, Eirikur Elis & Baldursson, Fridrik Mar, 2016, "All’s Well that Ends Well? Resolving Iceland’s Failed Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11185, Mar.
• Fischer, Andreas & Sauré, Philip, 2016, "The speed of the exchange rate pass-through," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11195, Mar.
• Maggiori, Matteo & Farhi, Emmanuel, 2016, "A Model of the International Monetary System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11297, May.
• Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016, "Currency Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11324, Jun.
• Rose, Andrew & hameed, allaudeen, 2016, "Exchange Rate Behavior with Negative Interest Rates: Some Early Negative Observations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11498, Sep.
• Marcellino, Massimiliano & Abbate, Angela, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11559, Oct.
• Mitchener, Kris & Pina, Gonçalo, 2016, "Pegxit Pressure: Evidence from the Classical Gold Standard," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11640, Nov.
• Gerlach, Stefan, 2016, "The Output-Inflation Trade-Off In Switzerland, 1916 €“ 2015," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11714, Dec.
• Christian Rohe, 2016, "On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5316, Aug.
• Christian Bauer & Sebastian Horlemann, 2016, "Modeling the Term Structure of Exchange Rate Expectations," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 303-335, November.
• Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016, "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 365-402, November.
• Accominotti, Olivier & Chambers, David, 2016, "If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years," The Journal of Economic History, Cambridge University Press, volume 76, issue 2, pages 342-386, June.
• Damette, Olivier, 2016, "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 6, pages 1600-1622, September.
• Gnimassoun, Blaise & Mignon, Valérie, 2016, "How Do Macroeconomic Imbalances Interact? Evidence From A Panel Var Analysis," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1717-1741, October.
• Alexis CRUZ-RODRIGUEZ, 2016, "Exchange Arrangements and Currency Crises: What s the matter with the exchange rate classification?," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 377-392, June.
• Muhammad Naveed TAHIR & Faran ALI & Dawood MAMOON, 2016, "Appropriate Exchange Rate Regime for Economic Structure of Pakistan," Turkish Economic Review, EconSciences Journals, volume 3, issue 4, pages 629-641, December.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, EconSciences Journals, volume 3, issue 1, pages 57-68, March.
• Syed Shujaat AHMED & Abdul QAYYUM, 2016, "The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach," Journal of Economics Library, EconSciences Journals, volume 3, issue 4, pages 643-661, December.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0969, Apr.
• Charles Yuji Horioka & Nicholas Ford, 2016, "A Possible Explanation of the ‘Exchange Rate Disconnect Puzzle’: A Common Solution to Three," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0977, Jul.
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• Antonia Lopez-Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-18.
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• Ikpidi Badji, 2016, "Estimation des échelles déquivalence des ménages seniors et dâge actif en France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-32.
• HSING, Yu, 2016, "Is Real Depreciation Expansionary? The Case Of The Slovak Republic," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 2, pages 55-62.
• Selçuk BALI & Gülhanım KAYATAÅž & Mete GÃœLER, 2016, "the Basic Determinants of Foreign Direct Investment Inflows in Turkey (1988-2012)," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 3, issue 3, pages 1-12, February, DOI: 10.17740/eas.stat.2016�V3ââ.
• Robert Kollmann, 2016, "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-13, Mar.
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• Windischbauer, Ulrich, 2016, "Strengthening the role of local currencies in EU candidate and potential candidate countries," Occasional Paper Series, European Central Bank, number 170, Apr.
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• Falconio, Andrea, 2016, "Carry trades and monetary conditions," Working Paper Series, European Central Bank, number 1968, Oct.
• Parker, Miles, 2016, "How exporters set prices: evidence from a large behavioural survey," Working Paper Series, European Central Bank, number 1974, Nov.
• Massimiliano Croce, Mariano & Nguyen, Thien Tung & McGregor Raymond, Steve & Schmid, Lukas, 2016, "Government Debt and the Returns to Innovation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-10, May.
• Lustig, Hanno & Verdelhan, Adrien, 2016, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," Research Papers, Stanford University, Graduate School of Business, number 3412, Mar.
• Hebert, Benjamin & Schreger, Jesse, 2016, "The Costs of Sovereign Default: Evidence from Argentina," Research Papers, Stanford University, Graduate School of Business, number 3456, May.
• Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2016, "Reverse Speculative Attacks," Staff Report, Federal Reserve Bank of Minneapolis, number 528, May.
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• Yuxuan Huang, 2016, "Forecasting the USD/CNY Exchange Rate under Different Policy Regimes," Working Papers, The George Washington University, The Center for Economic Research, number 2016-001, Jan.
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• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Post-Print, HAL, number hal-01386047, DOI: 10.1016/j.enpol.2016.05.002.
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• Antonia Lopez Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Post-Print, HAL, number hal-01411695, Jun.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01411824.
• Antonia Lopez Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Post-Print, HAL, number hal-01439198, Jul.
• Gilles Dufrénot, 2016, "Latin American Countries in Financial Globalization: Do We Have Learned from Past Crises?
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• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Post-Print, HAL, number hal-01549901.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Post-Print, HAL, number hal-01549902.
• Olivier Damette, 2016, "Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment," Post-Print, HAL, number hal-01601393, DOI: 10.1017/S1365100515000036.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01638220.
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