Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2005

• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines 'News' in Foreign Exchange Markets," Working Papers, Research Seminar in International Economics, University of Michigan, number 547.
• Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil, 2005, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 14, Sep.
• Martin Ellison & Liam Graham & Jouka Vilmunen, 2005, "Strong Contagion with Weak Spillovers," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 91, Sep.
• Áron Gereben & György Gyomai & Norbert Kiss M., 2005, "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/42.
• Csaba Csávás & Szilárd Erhart, 2005, "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/44.
• Péter Karádi, 2005, "Exchange Rate Smoothing in Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/06.
• Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005, "Elasticity of risk aversion and international trade," Monash Economics Working Papers, Monash University, Department of Economics, number 07/05, May.
• Paul De Grauwe (ed.), 2005, "Exchange Rate Economics: Where Do We Stand?," MIT Press Books, The MIT Press, number 0262042223, edition 1, ISBN: ARRAY(0x67d93ad8), December.
• P. Butzen & E. De Prest & S. Ide & H. Zimmer, 2005, "The US current account deficit : how did it come about and what are the policy implications," Economic Review, National Bank of Belgium, issue ii, pages 49-63, June.
• Alain Durré & Pierre Giot, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Research, National Bank of Belgium, number 73, Sep.
• Michal Rubaszek, 2005, "Fundamental equilibrium exchange rate for the Polish zloty," NBP Working Papers, Narodowy Bank Polski, number 35.
• Menzie D. Chinn & Guy Meredith, 2005, "Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era," NBER Working Papers, National Bureau of Economic Research, Inc, number 11077, Jan.
• Guillermo A. Calvo & Ernesto Talvi, 2005, "Sudden Stop, Financial Factors and Economic Collpase in Latin America: Learning from Argentina and Chile," NBER Working Papers, National Bureau of Economic Research, Inc, number 11153, Feb.
• Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005, "Effective Exchange Rate Classifications and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 11272, Apr.
• Guillermo A. Calvo, 2005, "Crises in Emerging Market Economies: A Global Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 11305, May.
• Joshua Aizenman & Jaewoo Lee, 2005, "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 11366, May.
• Kevin Cowan & Jose De Gregorio, 2005, "International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile," NBER Working Papers, National Bureau of Economic Research, Inc, number 11382, May.
• Anna Pavlova & Roberto Rigobon, 2005, "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 11440, Jun.
• Guillermo A. Calvo & Alejandro Izquierdo & Rudy Loo-Kung, 2005, "Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 11492, Jul.
• Menzie Chinn & Jeffrey Frankel, 2005, "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11510, Aug.
• Elena Tchernykh & William H. Branson, 2005, "Regime-Switching Behavior of the Term Structure of Forward Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11517, Aug.
• Menzie D. Chinn, 2005, "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11521, Aug.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2005, "A Global Perspective on External Positions," NBER Working Papers, National Bureau of Economic Research, Inc, number 11589, Sep.
• Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2005, ""Aggregation Bias" DOES Explain the PPP Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11607, Sep.
• Barry Eichengreen & Mariko Hatase, 2005, "Can a Rapidly-Growing Export-Oriented Economy Smoothly Exit an Exchange Rate Peg? Lessons for China from Japan's High-Growth Era," NBER Working Papers, National Bureau of Economic Research, Inc, number 11625, Sep.
• Barry Eichengreen & Muge Adalet, 2005, "Current Account Reversals: Always a Problem?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11634, Sep.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Modeling Exchange-Rate Passthrough After Large Devaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11638, Sep.
• Joshua Aizenman & Reuven Glick, 2005, "Pegged Exchange Rate Regimes -- A Trap?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11652, Oct.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11699, Oct.
• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11769, Nov.
• Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005, "The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 11840, Dec.
• Menzie D. Chinn & Jaewoo Lee, 2005, "Three Current Account Balances: A "Semi-Structuralist" Interpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11853, Dec.
• John C. Bluedorn & Christopher Bowdler, 2005, "Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W18, Aug.
• Anella Munro, 2005, "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/05, Oct.

2004

• Sergey Drobyshevsky & Dmitri Polevoy, 2004, "Problems Associated with Creation of a Single Currency Zone in the CIS Countries," Research Paper Series, Gaidar Institute for Economic Policy, issue 80P, pages 110-110.
• António Portugal Duarte & João Sousa Andrade, 2004, "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2004-01.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03331130, May.
• Jérôme Sgard, 2004, "Ce qu’on en dit après : le « currency board » argentin et sa fin tragique," Post-Print, HAL, number hal-01019663, DOI: 10.3406/ecofi.2004.4897.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a Fixed-Exchange-Rate Regime Fit the Transition Economies? The cases of the Czech Republic, Hungary and Poland," Post-Print, HAL, number hal-01020091, Apr, DOI: 10.3917/reof.075.0083.
• Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey, 2004, "Taux de change réel d’équilibre et politique de change au Maroc: une approche non paramétrique," Post-Print, HAL, number hal-01879696, DOI: 10.3917/ecoi.097.0081.
• Mark J Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," Post-Print, HAL, number hal-02386836, May, DOI: 10.1162/003465304323031085.
• Christophe Rault & Imed Drine, 2004, "La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l'économétrie des panels non stationnaires," Post-Print, HAL, number hal-02878000, DOI: 10.3917/ecoi.097.0049.
• Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth, 2004, "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Post-Print, HAL, number hal-02878003, Jun, DOI: 10.1016/j.jimonfin.2004.03.007.
• Jérôme Creel & Günes Kamber, 2004, "Debt, deficits and inflation on the road to the EU: the case of Turkey," Post-Print, HAL, number hal-03458752, Apr, DOI: 10.3917/reof.075.0157.
• Jérôme Blanc & Jean-François Ponsot, 2004, "Crédibilité et currency board : le cas lituanien," Post-Print, HAL, number hal-05387824, DOI: 10.3406/ecofi.2004.4896.
• Jérôme Blanc & Jean-François Ponsot, 2004, "Crédibilité et currency board : le cas lituanien," Post-Print, HAL, number halshs-00144002.
• Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2004, "Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?," Post-Print, HAL, number halshs-00390151, DOI: 10.3917/reco.553.0449.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-03331130, May.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a Fixed-Exchange-Rate Regime Fit the Transition Economies? The cases of the Czech Republic, Hungary and Poland," Sciences Po Economics Publications (main), HAL, number hal-01020091, Apr, DOI: 10.3917/reof.075.0083.
• Jérôme Creel & Günes Kamber, 2004, "Debt, deficits and inflation on the road to the EU: the case of Turkey," Sciences Po Economics Publications (main), HAL, number hal-03458752, Apr, DOI: 10.3917/reof.075.0157.
• Marc Flandreau & Nathan Sussman, 2004, "Old sins. Exchange Clauses and European Foreign Lending in the 19th Century," Working Papers, HAL, number hal-01065494, Feb.
• Bartels, Patrick & Breitner, Michael H., 2004, "Warrant Pro 1: Market Price Synthesis with a Software Agent and a Neurosimulator," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-300, Jul.
• Gehrig, Thomas & Menkhoff,Lukas, 2004, "The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-308, Nov.
• Talia, Krim, 2004, "Scandinavian Monetary Integration During the 19th Century: A Study of the Establishment of the Scandinavian Currency Union,1865-1875," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 606, Jun.
• Talia, Krim, 2004, "The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 608, Jun.
• Talia, Krim, 2004, "The Decline and Fall of the Scandinavian Currency Union 1914 – 1924: Events in the Aftermath of World War I," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 609, Jun.
• De Grauwe, Paul & Grimaldi, Marianna, 2004, "Exchange Rate Puzzles: A Tale of Switching Attractors," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 163, May.
• De Grauwe, Paul & Grimaldi, Marianna, 2004, "Bubbles and Crashes in a Behavioural Finance Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 164, May.
• Lindé, Jesper & Nessén, Marianne & Söderström, Ulf, 2004, "Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 167, Jun.
• Flodén, Martin & Wilander, Fredrik, 2004, "State Dependent Pricing and Exchange Rate Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 174, Dec.
• Lars E.O. Svensson, 2004, "The Magic of the Exchange Rate: Optimal Escape from a Liquidity Trap in Small and Large OPen Economies," Working Papers, Hong Kong Institute for Monetary Research, number 072004, Apr.
• Yin-wong Cheung & Jude Yuen, 2004, "The Suitability of A Greater China Currency Union," Working Papers, Hong Kong Institute for Monetary Research, number 122004, Jun.
• Ivo Krznar, 2004, "Currency Crisis: Theory and Practice with Application to Croatia," Working Papers, The Croatian National Bank, Croatia, number 12, Aug.
• Reinhart, Carmen M. & Rogoff, Kenneth S., 2004, "The Modern History of Exchange Rate Arrangements: A Reinterpretation," Scholarly Articles, Harvard University Department of Economics, number 34721963.
• Eiji Ogawa & Takeshi Kudo, 2004, "How much depreciation of the US dollar for sustainability of the current accounts?," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-44, Nov.
• Junko Shimizu & Eiji Ogawa, 2004, "Risk Properties of AMU denominated Asian Bonds," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-45, Nov.
• Terence D.Agbeyegbe & Patrick N. Osakwe, 2004, "Real Exchange Rate Volatility and the Choice of Regimes in Emerging Markets," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 404, revised 2004.
• Calvo, Guillermo A. & Izquierdo, Alejandro & Mejía, Luis Fernando, 2004, "On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects," IDB Publications (Working Papers), Inter-American Development Bank, number 1485, Jul.
• Guillermo A. Calvo & Alejandro Izquierdo & Luis Fernando Mejía, 2004, "On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects," Research Department Publications, Inter-American Development Bank, Research Department, number 4367, Jul.
• Mahyus Ekananda, 2004, "ANALISIS PENGARUH VOLATILITAS NILAI TUKAR PADA EKSPOR KOMODITI MANUFAKTUR DI INDONESIA (Penerapan Estimasi dengan Menggunakan Distribusi Lag Poissons Pada Persamaan Non Linear Seemingly Unrelated Regression)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 197-235, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Didi Nuryadin & Bagus Santoso, 2004, "Analisis Aplikasi Model Neraca Pembayaran Dan Model Moneter Terhadap Nilai Tukar Rupiah/ Dolar, Periode 1980.1 – 2000.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 273-296, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Umi Julaihah & Insukindro, 2004, "Analisis Dampak Kebijakan Moneter terhadap Variabel Makroekonomi di Indonesia Tahun 1983.1 - 2003.2," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 323-341, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Javier Gerardo Milei, 2004, "Real Exchange Rate Targeting. ¿Trilema Monetario o Control de Capitales? La Política Fiscal," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 42, issue 2, pages 63-87, Diciembre, DOI: 10.55444/2451.7321.2004.v42.n2.3807.
• Jesper Lindé & Marianne Nessén & Ulf Söderström, 2004, "Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 263.
• Caporale, Guglielmo Maria & Cerrato, Mario, 2004, "Panel Data Tests of PPP. A Critical Overview," Economics Series, Institute for Advanced Studies, number 159, Jul.
• Morris Goldstein, 2004, "Adjusting China's Exchange Rate Policies," Working Paper Series, Peterson Institute for International Economics, number WP04-1, Jun.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2005, "Financial Globalisation and Exchange Rates," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp044, Apr.
• Philip Lane & Gian Maria Milesi-Ferretti, 2005, "A Global Perspective on External Positions," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp079, Dec.
• Imad A. Moosa, 2004, "What Is Wrong with Market-Based Forecasting of Exchange Rates?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 107-121, August.
• Sheng-Yung Yang & Shuh-Chyi Doong, 2004, "Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 139-153, August.
• Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004, "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 201-218, DOI: 10.1002/ijfe.230.
• Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004, "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 4, pages 289-306, DOI: 10.1002/ijfe.252.
• Kim, Jaebeom & Ogaki, Masao, 2004, "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 1, pages 1-25, March.
• Oi, Hiroyuki & Otani, Akira & Shirota, Toyoichiro, 2004, "The Choice of Invoice Currency in International Trade: Implications for the Internationalization of the Yen," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 1, pages 27-63, March.
• Mr. Aleš Bulíř, 2004, "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence From Four Transition Countries," IMF Working Papers, International Monetary Fund, number 2004/035, Feb.
• Mr. Andrew Berg & Mr. Eduardo Borensztein & Ms. Catherine A Pattillo, 2004, "Assessing Early Warning Systems: How Have they Worked in Practice?," IMF Working Papers, International Monetary Fund, number 2004/052, Mar.
• Yin-Wong Cheung & Antonio I Garcia Pascual & Menzie David Chinn, 2004, "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," IMF Working Papers, International Monetary Fund, number 2004/073, Apr.
• Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004, "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers, International Monetary Fund, number 2004/078, May.
• Mr. C. John McDermott & Mr. Paul Cashin, 2004, "Parity Reversion in Real Exchange Rates: Fast, Slow or Not At All?," IMF Working Papers, International Monetary Fund, number 2004/128, Jul.
• Mr. Olivier D Jeanne & Mr. Lars E. O. Svensson, 2004, "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," IMF Working Papers, International Monetary Fund, number 2004/162, Sep.
• Mr. Mohsin S. Khan & Ehsan U. Choudhri, 2004, "Real Exchange Rates In Developing Countries: Are Balassa-Samuelson Effects Present?," IMF Working Papers, International Monetary Fund, number 2004/188, Oct.
• Miss Zhanwei Z. Yue & Mr. Samir Jahjah, 2004, "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers, International Monetary Fund, number 2004/210, Nov.
• Humberto Banda Ortiz, 2004, "Modelos De Crisis De Tipo De Cambio Y Su Aplicacion A La Crisis Mexicana De 1994," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 2, pages 127-143, Junio 200.
• Noé Arón Fuentes & Alberto Godínez Plascencia, 2004, "Tests Of Purchasing Power Parity With Structural Break In The Mexican Economy," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 277-301, Septiembr.
• Roberta De Santis, 2004, "Has Trade Structure Any Importance in the Trasmission of Currency Shocks? An Empirical Application for Central and Eastern European Acceding Countries to Eu," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 43, Apr.
• Yuqing Xing, 2004, "Why is China so Attractive for FDI The Role of Exchange Rates," Working Papers, Research Institute, International University of Japan, number EMS_2004_04, Mar.
• Ivan Paya & David A. Peel, 2004, "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-24, Jun.
• Ivan Paya & David A. Peel, 2004, "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-25, Jun.
• Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004, "Nonlinear effects of exchange rate volatility on the volume of bilateral exports," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 1, pages 1-23, DOI: 10.1002/jae.725.
• Simmons, Walter & Aggarwal, Raj, 2004, "Purchasing power parity in the eastern Caribbean currency union," Journal of Developing Areas, Tennessee State University, College of Business, volume 38, issue 2, pages 155-169, January-M.
• Andre Varella Mollick & Margot Quijano, 2004, "The Mexican Peso And The Korean Won Real Exchange Rates: Evidence From Productivity Models," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 189-208, June.
• Frenkel Michael & Stadtmann Georg, 2004, "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventionen im D-Mark/US-Dollar-Markt," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 653-672, December, DOI: 10.1515/jbnst-2004-0603.
• Giorgio Valente & Lucio Sarno, 2004, "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 8, pages 541-557, DOI: 10.1002/for.930.
• William Barnett, 2004, "Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200413, Nov, revised Nov 2004.
• Chae-Shick Chung & Se-Jik Kim, 2004, "Monetary Stabilization Policy during Economic Crisis: Case of Korea," Korean Economic Review, Korean Economic Association, volume 20, pages 157-174.
• Sammo Kang & Yunjong Wang, 2004, "Fear of Inflation: Exchange Rate Pass-Through in East Asia," Korean Economic Review, Korean Economic Association, volume 20, pages 193-211.
• Ibrahim Chowdhury, 2004, "Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis," Working Paper Series in Economics, University of Cologne, Department of Economics, number 14, Oct.
• Naszódi, Anna, 2004, "A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
  [Target-zone rearrangement and exchange-rate behaviour in an options-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 638-658.
• Rasmus Fatum & Michael M. Hutchison, 2004, "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-05, Oct, revised Jan 2005.
• Helena Marques & Sushanta Mallick, 2004, "Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_12, Mar, revised Mar 2004.
• Tassos Anastasatos & Ian R. Davidson, 2004, "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_23, Dec, revised Dec 2004.
• Tassos Anastasatos & Ian R. Davidson, 2004, "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_8, Aug, revised Aug 2004.
• Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004, "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers, Latvijas Banka, number 2004/01, Aug.
• D. Johannes Juttner & Wayne Leung, 2004, "Towards Decoding Currency Volatilities," Research Papers, Macquarie University, Department of Economics, number 0405, Aug.
• John T. Harvey, 2004, "Deviations from uncovered interest rate parity: a Post Keynesian explanation," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 27, issue 1, pages 19-35, DOI: 10.1080/01603477.2004.11051427.
• Fabrizio Carmignani & Emilio Colombo & Patrizio Tirelli, 2004, "Consistency versus credibility: how do countries choose their exchange rate regime?," Working Papers, University of Milano-Bicocca, Department of Economics, number 85, Oct, revised Feb 2005.
• Pavlova, Anna & Rigobon, Roberto, 2004, "Asset Prices and Exchange Rates," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4322-03, Nov.
• Martin Cincibuch & David Vavra, 2004, "Testing for the uncovered interest parity using distributions implied by FX options," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 16, Sep.
• Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004, "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 17, Sep.
• Javier Coto-Martinez & Juan C. Reboredo, 2004, "The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 19, Sep.
• Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004, "Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 2, Sep.
• Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004, "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 32, Sep.
• Michael Funke & Yu-Fu Chen, 2004, "Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 33, Sep.
• Bettina Becker & Stephen Hall, 2004, "Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 4, Sep.
• Kostas Mouratidis & Nicola Spagnolo, 2004, "Evaluating currency crises: the case of the European Monetary System," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 69, Sep.
• Sofiane Sekioua, 2004, "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 85, Sep.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Norbert Kiss M., 2004, "The Effects of Macroeconomic News on Money Markets," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/30.
• Anna Naszódi, 2004, "Target zone rearrangements and exchange rate behavior in an options-based model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/2.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04060, May.
• Vincent Bouvatier, 2004, "Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla04089, Sep.
• Ayse Ertugrul & Jérôme Héricourt & Julien Reynaud, 2004, "Politique monétaire sous contrainte : le cas de la crise turque de 2000/2001," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla04103, Nov.
• Charles Engel & Kenneth D. West, 2004, "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers, National Bureau of Economic Research, Inc, number 10267, Feb.
• Kenneth D. West, 2004, "Monetary Policy and the Volatility of Real Exchange Rates in New Zealand," NBER Working Papers, National Bureau of Economic Research, Inc, number 10280, Feb.
• Shiu-Sheng Chen & Charles Engel, 2004, "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10304, Feb.
• Yuko Hashimoto & Takatoshi Ito, 2004, "High-Frequency Contagion Between the Exchange Rates and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10448, Apr.
• Takatoshi Ito & Tomoyoshi Yabu, 2004, "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 10456, May.
• Harald Hau & Helene Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10476, May.
• Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejia, 2004, "On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 10520, May.
• Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes, 2004, "Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 10545, Jun.
• Alan M. Taylor & Mark P. Taylor, 2004, "The Purchasing Power Parity Debate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10607, Jul.
• Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004, "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10614, Jul.
• Olivier Jeanne & Lars E.O. Svensson, 2004, "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," NBER Working Papers, National Bureau of Economic Research, Inc, number 10679, Aug.
• Charles Engel & Kenneth D. West, 2004, "Exchange Rates and Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 10723, Aug.
• Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004, "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10751, Sep.
• Takatoshi Ito & Yuko Hashimoto, 2004, "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 10856, Oct.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10986, Dec.
• Aykut Kibritçioğlu, 2004, "An Analysis of Early Warning Signals of Currency Crises in Turkey, 1986-2004," International Finance, Socionet, number kibritcioglu_aykut.62178-, Nov.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Dominick Stephens, 2004, "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/03, Apr.
• Simon Wren-Lewis, 2004, "A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/07, Aug.
• Angela Huang, 2004, "Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/08, Oct.
• Carsten Krabbe NIELSEN, 2004, "Optimal Exchange Rate Regimes: Sunspots, Currency Crises, and Welfare," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 112, issue 2, pages 155-194.
• Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004, "Tango with the Gringo: the hard peg and real misalignment in Argentina," Policy Research Working Paper Series, The World Bank, number 3322, Jun.
• Martin Raiser & Alan Rousso & Franklin Steves, 2004, "Trust In Transition: Cross Country And Firm Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-640, Jan.
• Bal??zs ??gert & Kirsten Lommatzsch, 2004, "Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-676, Apr.
• Pawel Kowalewski, 2004, "Lessons to be Learnt from the ERM and their Applicability to the Accession Economies Seeking to Join ERM2," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 302, Jan.
• Peter Pedroni, 2004, "Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis," Department of Economics Working Papers, Department of Economics, Williams College, number 2004-15.
• Matthew J. Kotchen & Michael R. Moore, 2004, "Conservation Behavior: From Voluntary Restraint to a Voluntary Price Premium," Department of Economics Working Papers, Department of Economics, Williams College, number 2004-16, Oct.
• Niklas Wagner & Terry A. Marsh, 2004, "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics, University Library of Munich, Germany, number 0401008, Jan.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Rui Albuquerque, 2004, "Optimal Currency Hedging," Finance, University Library of Munich, Germany, number 0405010, May.
• Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004, "Return-volatility linkages in the international equity and currency markets," Finance, University Library of Munich, Germany, number 0405022, May.
• Niclas Hagelin & Bengt Pramborg, 2004, "Empirical evidence on the incentives to hedge transaction and translation exposure," Finance, University Library of Munich, Germany, number 0407020, Jul.
• Cornelis A. Los & Jeyanthi Karuppiah, 2004, "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance, University Library of Munich, Germany, number 0409037, Sep.
• Cornelis A. Los, 2004, "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance, University Library of Munich, Germany, number 0409040, Sep.
• Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004, "Persistence Characteristics of Latin American Financial Markets," Finance, University Library of Munich, Germany, number 0409048, Sep.
• Ahmed A. El-Masry, 2004, "The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis," International Finance, University Library of Munich, Germany, number 0401001, Jan.
• Akash Gupta & Rahul Agarwal, 2004, "How should emerging economies manage their foreign exchange reserves?," International Finance, University Library of Munich, Germany, number 0401005, Jan.
• Marco Bonomo & Cristina Terra, 2004, "Elections and Exchange Rate Policy Cycles," International Finance, University Library of Munich, Germany, number 0402001, Feb.
• Thomas M Fullerton Jr & Roberto Coronado, 2004, "Restaurant Prices and the Mexican Peso," International Finance, University Library of Munich, Germany, number 0403004, Mar.