Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2005

• Forsman, Mats-Ola, 2005, "Speculative Attacks on Nordic Exchange-Rates, 1971-1992," Working Papers in Economics, University of Gothenburg, Department of Economics, number 186, Aug.
• Bjørnland, Hilde C., 2005, "Monetary Policy and the Illusionary Exchange Rate Puzzle," Memorandum, Oslo University, Department of Economics, number 26/2005, Nov.
• Bjørnland, Hilde C., 2005, "Monetary policy and exchange rate interactions in a small open economy," Memorandum, Oslo University, Department of Economics, number 31/2005, Dec.
• Bjørnland, Hilde C. & Hungnes, Håvard, 2005, "The commodity currency puzzle," Memorandum, Oslo University, Department of Economics, number 32/2005, Dec.
• Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005, "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," SIFR Research Report Series, Institute for Financial Research, number 38, Dec.
• Alexius, Annika & Post, Erik, 2005, "Exchange Rates and Asymmetric Shocks in Small Open Economies," Working Paper Series, Uppsala University, Department of Economics, number 2005:10, Mar.
• Huayu Sun & Yue Ma, 2005, "Balance of Payments Surplus and Renminbi Revaluation Pressure," Working Papers, Hong Kong Institute for Monetary Research, number 032005, Mar.
• Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005, "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Working Papers, Hong Kong Institute for Monetary Research, number 072005, Jul.
• Giorgio Valente, 2005, "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers, Hong Kong Institute for Monetary Research, number 092005, Sep.
• Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia-Pascual, 2005, "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Working Papers, Hong Kong Institute for Monetary Research, number 122005, Jul.
• Yin-wong Cheung & Eiji Fujii, 2005, "Cross-Country Relative Price Volatility: Effects of Market Structure," Working Papers, Hong Kong Institute for Monetary Research, number 192005, Nov.
• Takatoshi Ito, 2005, "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-100, Jun.
• Ronald McKinnon, 2005, "Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-103, Jun.
• Fernando N. de Oliveira & Walter Novaes, 2005, "The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-13, Dec.
• Jon Steinsson, 2005, "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," Economics, Department of Economics, Central bank of Iceland, number wp28_jonst, Nov.
• Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005, "Fear of Sudden Stops: Lessons from Australia and Chile," Research Department Publications, Inter-American Development Bank, Research Department, number 4363, Jul.
• Chakriya Bowman, 2005, "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers, International and Development Economics, number idec05-6.
• Sahminan, 2005, "Interest Rates and the Role of Exchange Rate Regimes in Major Southeast Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 2, pages 141-180, September, DOI: https://doi.org/10.21098/bemp.v8i2..
• Jardine Ariena Husman, 2005, "Estimasi Nilai Tukar Rupiah Paska Krisis: Pendekatan Model Komposit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-24, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Sahminan, 2005, "Estimating Equilibrium Real Exchange Rates of the Rupiah," Working Papers, Bank Indonesia, number WP/8/2005.
• Robert J. Bianchi & Michael E. Drew & John Polichronis, 2005, "A test of momentum trading strategies in foreign exchange markets: evidence from the G7," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 7, issue 2/3, pages 155-179.
• Wagner, Martin, 2005, "On PPP, Unit Roots and Panels," Economics Series, Institute for Advanced Studies, number 176, Sep.
• Morris Goldstein & Nicholas R. Lardy, 2005, "China's Role in the Revived Bretton Woods System: A Case of Mistaken Identity," Working Paper Series, Peterson Institute for International Economics, number WP05-2, Mar.
• Edwin M. Truman, 2005, "Postponing Global Adjustment: An Analysis of the Pending Adjustment of Global Imbalances," Working Paper Series, Peterson Institute for International Economics, number WP05-6, Jul.
• Morris Goldstein, 2005, "What Might the Next Emerging-Market Financial Crisis Look Like?," Working Paper Series, Peterson Institute for International Economics, number WP05-7, Jul.
• Mehmet ORHAN & Sami KEŞKEK, 2005, "Türkiye''de Döviz Kuru Dinamikleri: 1987-2004," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 237, pages 92-111.
• Sébastien Wälti, 2005, "The duration of fixed exchange rate regimes," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp96, Dec.
• C. Y. Cyrus Chu & Jason J. H. Yeh, 2005, "Insuring Against Self-Fulfilling Financial Crises," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 2, pages 123-139, August.
• A. Aurangzeb & Thanasis Stengos & Asif U. Mohammad, 2005, "Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 3, pages 209-222, December.
• Hans Dewachter & Marco Lyrio, 2005, "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 1, pages 41-62, DOI: 10.1002/ijfe.256.
• Leonardo Vera & Luis Zambrano Sequín, 2005, "El nivel adecuado de reservas internacionales: notas para el caso venezolano," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 1, pages 63-94, June.
• Obstfeld, Maurice, 2005, "America's Deficit, the World's Problem: Keynote Speech," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue S1, pages 25-35, October.
• Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2005, "Financial Globalization and Exchange Rates," IMF Working Papers, International Monetary Fund, number 2005/003, Jan.
• Ms. Katerina Smídková & Mr. Aleš Bulíř, 2005, "Exchange Rates in the New EU Accession Countries: What Have We Learned from the Forerunners?," IMF Working Papers, International Monetary Fund, number 2005/027, Feb.
• Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2005, "A Global Perspectiveon External Positions," IMF Working Papers, International Monetary Fund, number 2005/161, Aug.
• Mr. Akito Matsumoto & Mr. Charles Engel, 2005, "Portfolio Choice in a Monetary Open-Economy DSGE Model," IMF Working Papers, International Monetary Fund, number 2005/165, Aug.
• Sabine Stephan, 2005, "Pricing-to-Market Effects in Foreign Trade Prices. Evidence from a Cointegration Approach for Germany," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 07-2005, Dec.
• Ashima Goyal, 2005, "Incentives from exchange rate regimes in an institutional context," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-002, Jul.
• Carlos Ibarra, 2005, "The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 125, pages 103-131.
• Rodrigo Cerda & Álvaro Donoso & Aldo Lema, 2005, "Análisis del Tipo de Cambio Real: Chile 1986-1999," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 126, pages 329-356.
• Prof.Dr. Cevat GERNI & Doc.Dr. O. Selcuk EMSEN & Dr. M. Kemal DEGER, 2005, "Erken Uyari Sistemlerý Yoluyla Turkiye’Deki Ekonomik Krizlerin Analizi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 2, issue 1, pages 39-62, November.
• Ivan Paya & David A. Peel, 2005, "A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-16, Apr.
• Ivan Paya & David A. Peel, 2005, "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-23, Jun.
• Saleheen Khan & Faridul Islam & Syed Ahmed, 2005, "The Asian crisis: an economic analysis of the causes," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 1, pages 169-190, September.
• Wanjoong Kim, 2005, "Analyses Of The Relationship Between Exchange Rates And Employment In Korea," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 2, pages 131-153, December.
• William Barnett & Chang Ho Kwag, 2005, "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200513, May, revised May 2005.
• Shu Wu, 2005, "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200519, Oct, revised Oct 2005.
• Ferdinand Nwafor, 2005, "Exchange Rate Behavior in a Parallel Market-Based Nigerian Economy," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 344-344, August, DOI: 10.1007/s11294-005-6664-8.
• Takatoshi Ito, 2005, "Interventions and Japanese economic recovery," International Economics and Economic Policy, Springer, volume 2, issue 2, pages 219-239, November, DOI: 10.1007/s10368-005-0034-0.
• Simon Broome, 2005, "Limited Reserves and the Optimal Width of an Exchange Rate Target Zone," Open Economies Review, Springer, volume 16, issue 3, pages 263-281, July, DOI: 10.1007/s11079-005-1025-z.
• Valentinyi, Ákos, 2005, "Jegybanki bejelentések és makroökonómiai stabilitás
  [Central-bank announcements and macroeconomic stability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 811-824.
• Kiss M., Norbert, 2005, "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások
  [Effectiveness of central-bank intervention on foreign-exchange markets. International experiences and theoretical considerations]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 846-872.
• Rasmus Fatum & Michael R. King, 2005, "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-06, May.
• Rasmus Fatum, 2005, "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-07, Jun.
• Michael Bergman & Yin-Wong Cheung & Kon S. Lai, 2005, "The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/05, May.
• I Paya & D Peel, 2005, "A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994," Working Papers, Lancaster University Management School, Economics Department, number 565953.
• Mila Novita & Nachrowi Djalal Nachrowi, 2005, "Dynamic Analysis of the Stock Price Index and the Exchange Rate Using Vector Autoregression (VAR): An Empirical Study of the Jakarta Stock Exchange, 2001-2004," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 53, pages 263-278, December.
• Viktors Ajevskis & Armands Pogulis, 2005, "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers, Latvijas Banka, number 2005/01, Jun.
• Shintani, Mototsugu, 2005, "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 517-538, June.
• John T. Harvey, 2005, "Post Keynesian versus neoclassical explanations of exchange rate movements: a short look at the long run," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 28, issue 2, pages 161-179, DOI: 10.2753/PKE0160-3477280201.
• Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005, "Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0507, Nov, revised Nov 2005.
• Christina E. Bannier & Frank Heinemann, 2005, "Optimal Transparency and Risk-Taking to Avoid Currency Crises," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 161, issue 3, pages 374-391, September.
• 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(0x96049298), 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.

2004

• Kevin X. D. Huang & Zheng Liu, 2004, "Production interdependence and welfare," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-04.
• 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, DOI: http://dx.doi.org/10.18235/0010819.
• 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 197-236, 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 297-322, 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.