Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• Dimitris Georgoutsos & Georgios Kouretas, 2004, "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 1, pages 29-41, DOI: 10.1080/0960310042000164202.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-015/4, Jan.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-38.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Other publications TiSEM, Tilburg University, School of Economics and Management, number d4a7b8fe-e36b-49e2-afb2-c.
• Alexander Guembel & Oren Sussman, 2004, "Optimal Exchange Rates: A Market Microstructure Approach," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1242-1274, December.
• Mark J. Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," The Review of Economics and Statistics, MIT Press, volume 86, issue 2, pages 514-533, May.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2004, "The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 841-857, November.
• Phil Garton, 2004, "Foreign reserve accumulation in Asia: Can it be sustained?," Economic Roundup, The Treasury, Australian Government, issue 3, pages 1-21, November.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0411.
• Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea, 2004, "Macroeconomic and policy uncertainty and Exchange rate risk Premium," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0412.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0413.
• Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004, "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers, University of Connecticut, Department of Economics, number 2004-13, Jul.
• Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
• WenShwo Fang & Stephen M. Miller, 2004, "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers, University of Connecticut, Department of Economics, number 2004-45, Dec.
• Francis W. Ahking, 2004, "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers, University of Connecticut, Department of Economics, number 2004-05, Feb.
• Karine Gente & Miguel Leon-Ledesma, 2004, "Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience," Studies in Economics, School of Economics, University of Kent, number 0405, May.
• Alex Luiz Ferreira, 2004, "Leaning Against the Parity," Studies in Economics, School of Economics, University of Kent, number 0413, Oct.
• , 2004, "Les Politiques économiques européennes : Enjeux et défis," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, mai.
• Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004, "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/04, May.
• Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004, "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/04, Sep.
• Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004, "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-05, Sep.
• Gunther Schnabl, 2004, "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 59, issue 02, pages 171-190, June.
• Kenneth P. Jameson, 2004, "Dollarization in Ecuador: A Post-Keynesian Analysis," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2004_05.
• David Burgess & Joel Fried, 2004, "The Foreign Property Rule: A Cost-Benefit Analysis," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20049.

2003

• Paul Cashin & C. John McDermott, 2003, "An Unbiased Appraisal of Purchasing Power Parity," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 3, pages 1-1.
• Swati R. Ghosh & Atish R. Ghosh, 2003, "Structural Vulnerabilities and Currency Crises," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 3, pages 1-7.
• Reinhart, Carmen & Reinhart, Vincent, 2003, "Twin fallacies about exchange rate policy: A note," MPRA Paper, University Library of Munich, Germany, number 13763, Sep.
• Reinhart, Carmen & Reinhart, Vincent, 2003, "Twin fallacies about exchange rate policy in emerging markets," MPRA Paper, University Library of Munich, Germany, number 13874, Apr.
• Broll, Udo & Gilroy, Bernard Michael & Wahl, Jack E., 2003, "Information, unternehmensinterne Kommunikation und Risikopolitik
  [Information, intra-firm communication and risk policy]," MPRA Paper, University Library of Munich, Germany, number 21731.
• Hasan, Zubair, 2003, "The 1997-98 financial crisis in Malaysia: causes, response, and results – A Rejoinder," MPRA Paper, University Library of Munich, Germany, number 2946.
• Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge, 2003, "Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien
  [Nonlinear trend and co-trending in the Tunisian real effective exchange rate]," MPRA Paper, University Library of Munich, Germany, number 30249, Jun.
• Pedauga Sánchez, Luis Enrique, 2003, "Modelo de intervención cambiaria para el caso venezolano
  [Exchange intervention model for Venezuelan]," MPRA Paper, University Library of Munich, Germany, number 35407, Feb.
• Asici, Ahmet & Wyplosz, Charles, 2003, "The Art of Gracefully Exiting a Peg," MPRA Paper, University Library of Munich, Germany, number 4432.
• Leon, Jorge & Mendez, Eduardo & Prado, Eduardo, 2003, "El Tipo de Cambio Real de Costa Rica
  [Real Exchange Rate of Costa Rica]," MPRA Paper, University Library of Munich, Germany, number 44509, revised 2003.
• Taguchi, Hiroyuki, 2003, "The Recent Trend of Real Effective Exchange Rate in Selected East Asian Countries," MPRA Paper, University Library of Munich, Germany, number 63219, Nov.
• Taguchi, Hiroyuki, 2003, "Exchange rate management and capital inflows in selected East Asian countries," MPRA Paper, University Library of Munich, Germany, number 63220, Jun.
• Ahec Šonje, Amina & Babić, Ante & Mlinarević, Katarina, 2003, "Determinants of currency disturbances in transition economies of Central and Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 83140, Jan, revised Mar 2003.
• Žan Oplotnik, 2003, "Bank of slovenia adjustment policy to surges in capital flows," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 3, pages 217-232, DOI: 10.18267/j.pep.215.
• Oldřich Dědek, 2003, "Převzetí eura: brzda nebo motor reálné konvergence?
  [Adoption of euro: obstacle or engine of real convergence?]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 4, pages 505-515, DOI: 10.18267/j.polek.413.
• Olivier Jeanne, 2003, "Comprendre les crises financières internationales," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 23-31, DOI: 10.3406/ecofi.2003.4818.
• Barry Eichengreen, 2003, "Les crises récentes en Turquie et en Argentine sont-elles les dernières d’une espèce en voie de disparition ?," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 51-64, DOI: 10.3406/ecofi.2003.4820.
• Patrick Artus, 2003, "Régime de change et gouvernance mondiale," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 101-121, DOI: 10.3406/ecofi.2003.4825.
• Charles Wyplosz, 2003, "Les dangers du manque de flexibilité," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 201-212, DOI: 10.3406/ecofi.2003.4857.
• Märten Ross, 2003, "Les défis de l’accession : l’Estonie," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 213-223, DOI: 10.3406/ecofi.2003.4858.
• Christian de Boissieu, 2003, "L’élargissement et l’euro," Revue d'Économie Financière, Programme National Persée, volume 72, issue 3, pages 107-113, DOI: 10.3406/ecofi.2003.4872.
• Ivo Maes & Lucia Quaglia, 2003, "The process of european monetary integration: a comparison of the belgian and italian approaches," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 56, issue 227, pages 299-335.
• Andrea Terzi, 2003, "Is a transactions tax an effective means to stabilize the foreign exchange market?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 56, issue 227, pages 367-385.
• Ivo Maes & Lucia Quaglia, 2003, "The process of european monetary integration: a comparison of the belgian and italian approaches," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 56, issue 227, pages 299-335.
• Andrea Terzi, 2003, "Is a transactions tax an effective means to stabilize the foreign exchange market?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 56, issue 227, pages 367-385.
• Renato Filosa, 2003, "Shock monetari e reali, ciclo economico e valore dell' euro," Moneta e Credito, Economia civile, volume 56, issue 223, pages 295-324.
• Mario Sarcinelli, 2003, "Crisi economiche e mercati finanziari: di aiuto un nuovo ordine finanziario?," Moneta e Credito, Economia civile, volume 56, issue 224, pages 387-422.
• Ivo Maes & Lucia Quaglia, 2003, "Il processo di integrazione monetaria europea: un confronto tra gli approcci belga e italiano," Moneta e Credito, Economia civile, volume 56, issue 224, pages 423-460.
• Álvaro A. Novo, 2003, "Contagious Currency Crisis: A Spatial Probit Approach," Working Papers, Banco de Portugal, Economics and Research Department, number w200305.
• Georgios Chortareas & George Kapetanios, 2003, "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 484, Jan.
• George Kapetanios & Yongcheol Shin, 2003, "Testing for Nonstationary Long Memory against Nonlinear Ergodic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 500, Jul.
• Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003, "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-03, Mar.
• Jonathan Kearns & Roberto Rigobon, 2003, "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-04, Apr.
• Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003, "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-14, Oct.
• Theptida Sopraseuth, 2003, "Exchange Rate Regimes and International Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 2, pages 338-361, April, DOI: 10.1016/S1094-2025(02)00017-0.
• Chae-Shick Chung & Sang Young Joo & Seung Moon Lee, 2003, "Realized Volatility in Seoul Foreign Exchange Market," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 2, pages 55-77, DOI: 10.11644/KIEP.JEAI.2003.7.2.107.
• Kwon Sik Kim, 2003, "Impacts of Korea's Exchange Rate Uncertainty on Exports," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 2, pages 113-153, DOI: 10.11644/KIEP.JEAI.2003.7.2.109.
• Hong Kee Kim, 2003, "A Review of International Financial Market Integration Using Nonstationary Panel Techniques," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 1, pages 65-89, DOI: 10.11644/KIEP.JEAI.2003.7.1.102.
• Marzieh Bolhassani & Hassan Mohammadi & James E. Payne, 2003, "Demand and Currency Substitution: New Evidence from the Iranian Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 4, pages 423-433.
• Omar F. Saqib, 2003, "An Investigation into the 1999 Collapse of the Brazilian Real," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 2, pages 193-206.
• Antonio Aquino, 2003, "Argentina: Determinants of a Crisis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 2, pages 207-224.
• Baidyanath N. Ghosh & M.A. Malik, 2003, "Misalignment of Real Exchange Rate: The Case of a Developing Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 2, pages 225-242.
• Marco Tronzano, 2003, "Exchange Rate Commitments and Forward Rate Unbiasedness. Further Evidence from EMS Data," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 1, pages 83-118.
• Michel Beine & Bertrand Candelon, 2003, "EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 214-242.
• Zubair Hasan, 2003, "The 1997-98 Financial Crisis In Malaysia: Causes, Response, And Results − A Rejoinder," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 10, pages 45-53.
• Botel, Cezar, 2003, "Monetary Policy, Exchange Rate, And The Transmission Mechanism In Romania: A Structural Var Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-85, December.
• Pelinescu, Elena, 2003, "Feer: Relevant Literature And Empirical Literature," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 111-118, December.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 501, May.
• Hyoung-Seok Lim & Masao Ogaki, 2003, "A Theory of Exchange Rates and the Term Structure of Interest Rates," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 504, Nov.
• Lucio Sarno, 2003, "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, volume 93, issue 4, pages 3-46, July-Augu.
• Giancarlo Marini & Giovanni Piersanti, 2003, "Fiscal Deficits and Currency Crises," CEIS Research Paper, Tor Vergata University, CEIS, number 15, May.
• Barbara Annicchiarico, 2003, "Fiscal Policy and Exchange Rates," CEIS Research Paper, Tor Vergata University, CEIS, number 7, Jun.
• Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003, "Exchange Monitoring Bands: Theory and Policy," CEIS Research Paper, Tor Vergata University, CEIS, number 8, Apr.
• Zulfiqar Hyder, 2003, "Workers’ Remittances, Resident FCAs and Kerb Premium: a Cointegration Analysis," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 03, Apr.
• Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003, "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003, Society for Computational Economics, number 160, Aug.
• Prasad S. Bhattacharya & Cem A. Karayalcin, 2003, "Exchange Rate Regimes and Relative Prices: An Industry-Level Empirical Investigation," Computing in Economics and Finance 2003, Society for Computational Economics, number 235, Aug.
• Michael Maschek & Jasmina Arifovic, 2003, "Expectations and Currency Crisis - An experimental approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 245, Aug.
• Sarno, Lucio & Wohar, Mark, 2003, "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003, Society for Computational Economics, number 310, Aug.
• Aaron D Smallwood & Stefan C Norrbin, 2003, "Long Memory Models and Tests for Cointegration: A Synthesizing Study," Computing in Economics and Finance 2003, Society for Computational Economics, number 32, Aug.
• hafedh bouakez, 2003, "Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence," Computing in Economics and Finance 2003, Society for Computational Economics, number 52, Aug.
• Roger Guerra, 2003, "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 139, issue I, pages 83-100, March.
• Michel Beine & Ariane Szafarz, 2003, "The design of effective Central Bank interventions: the yen/dollar case," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-008.RS.
• Tatsuyoshi Miyakoshi, 2003, "Real exchange rate determination: Empirical observations from East-Asian countries," Empirical Economics, Springer, volume 28, issue 1, pages 173-180, January, DOI: 10.1007/s001810100125.
• Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003, "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, volume 7, issue 2, pages 263-276.
• Carsten Krabbe Nielsen, 2003, "Floating exchange rates versus a monetary union under rational beliefs: the role of endogenous uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 2, pages 293-315, March, DOI: 10.1007/s00199-002-0312-9.
• Steven Russell, 2003, "Quasi-fundamental exchange rate variation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 1, pages 111-140, August, DOI: 10.1007/s00199-002-0289-4.
• Frank Westerhoff, 2003, "Heterogeneous traders and the Tobin tax," Journal of Evolutionary Economics, Springer, volume 13, issue 1, pages 53-70, February, DOI: 10.1007/s00191-003-0140-5.
• Hilde C. Bjørnland & Håvard Hungnes, 2003, "The importance of interest rates for forecasting the exchange rate," Discussion Papers, Statistics Norway, Research Department, number 340, Feb.
• Philippe Bacchetta & Eric van Wincoop, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 03.02, Feb.
• Jose Sanchez-Fung, 2003, "Non-linear modelling of daily exchange rate returns, volatility, and 'news' in a small developing economy," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 4, pages 247-250, DOI: 10.1080/1350485032000050635.
• S. Sosvilla-Rivero & R. Maroto-Illera, 2003, "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, volume 35, issue 18, pages 1923-1933, DOI: 10.1080/0036840310001628783.
• Joseph Joyce & Linda Kamas, 2003, "Real and nominal determinants of real exchange rates in Latin America: Short-run dynamics and long-run equilibrium," Journal of Development Studies, Taylor & Francis Journals, volume 39, issue 6, pages 155-182, DOI: 10.1080/00220380312331293617.
• Kenneth West, 2003, "Monetary policy and the volatility of real exchange rates in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 37, issue 2, pages 175-196, DOI: 10.1080/00779950309544383.
• Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
• Halit Gonenc & Goknur Z. Buyukkara & Onur Koyuncu, 2003, "Balance Sheet Exchange Rate Exposure, Investment and Firm Value : Evidence from Turkish Firms," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 2, pages 1-25.
• John Harvey, 2003, "Deviations from Uncovered Interest Rate Parity: A Post Keynesian Explanation," Working Papers, Texas Christian University, Department of Economics, number 200301, Dec.
• Cees Diks & Roy van der Weide, 2003, "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-103/1, Dec.
• Philippe Bacchetta & Eric van Wincoop, 2003, "Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 662-670, 04/05.
• Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2003, "La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0306.
• C. Paul Hallwood & Ian W. Marsh, 2003, "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers, University of Connecticut, Department of Economics, number 2003-23, Aug.
• Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003, "The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis," Working papers, University of Connecticut, Department of Economics, number 2003-27, Jun.
• Carlos Noton Norambuena, 2003, "The pass-through from depreciation to inflation: Chile 1986-2001," Estudios de Economia, University of Chile, Department of Economics, volume 30, issue 1 Year 20, pages 133-155, June.
• Matías Tapia & Andrea Tokman, 2003, "Efectos de las intervenciones en el mercado cambiario: el caso de Chile," Estudios de Economia, University of Chile, Department of Economics, volume 30, issue 1 Year 20, pages 21-53, June.
• Carlos Noton, 2003, "The Pass-through from Depreciation to Inflation: Chile 1986-2001," Working Papers, University of Chile, Department of Economics, number wp202, Dec.
• Michel Beine & Bertrand Candelon & Khalid Sekkat, 2003, "EMU membership and business cycle phases in Europe: a Markov switching VAR analysis," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10441.
• Jorge Braga de Macedo & Luis Catela Nunes & Luis Brites Pereira, 2003, "Central bank intervenyion under target zones: the portuguese escudo in the ERM," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp435.
• Beine, M. & Laurent, S. & Palm, F.C., 2003, "Central bank FOREX interventions assessed using realized moments," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 043, Jan, DOI: 10.26481/umamet.2003043.
• Fernando Broner, 2003, "Discrete devaluations and multiple equilibria in a first generation model of currency crises," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 839, Nov, revised Jan 2007.
• Felix P. Hüfner & Michael Schröder, 2003, "Exchange Rate Pass-Through to Consumer Prices: A European Perspective," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 58, issue 03, pages 383-412, September.
• Matias Vernengo, 2003, "Balance of Payments Constraint and Inflation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2003_06.
• Mototsugu Shintani, 2003, "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0322, Oct, revised Apr 2004.
• George Kapetanios & Yongcheol Shin, 2003, "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 108, Jan.
• Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2003, "China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration," China Economic Review, Elsevier, volume 14, issue 3, pages 281-303.
• Bessec, Marie, 2003, "Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998," Economic Modelling, Elsevier, volume 20, issue 1, pages 141-164, January.
• Milas, Costas & Otero, Jesus, 2003, "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, volume 20, issue 1, pages 165-179, January.
• Demarmels, Ricarda & Fischer, Andreas M., 2003, "Understanding reserve volatility in emerging markets: a look at the long-run," Emerging Markets Review, Elsevier, volume 4, issue 2, pages 145-164, June.
• Dominguez, Kathryn M. E., 2003, "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, volume 59, issue 1, pages 25-45, January.
• Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003, "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, volume 60, issue 1, pages 61-83, May.
• Kilian, Lutz & Taylor, Mark P., 2003, "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, volume 60, issue 1, pages 85-107, May.
• Payne, Richard & Vitale, Paolo, 2003, "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, volume 61, issue 2, pages 331-352, December.
• Egert, Balazs & Drine, Imed & Lommatzsch, Kirsten & Rault, Christophe, 2003, "The Balassa-Samuelson effect in Central and Eastern Europe: myth or reality?," Journal of Comparative Economics, Elsevier, volume 31, issue 3, pages 552-572, September.
• Westerhoff, Frank H., 2003, "Expectations driven distortions in the foreign exchange market," Journal of Economic Behavior & Organization, Elsevier, volume 51, issue 3, pages 389-412, July.
• Bordo, Michael D. & MacDonald, Ronald, 2003, "The inter-war gold exchange standard: credibility and monetary independence," Journal of International Money and Finance, Elsevier, volume 22, issue 1, pages 1-32, February.
• Rogers, J. M. & Siklos, P. L., 2003, "Foreign exchange market intervention in two small open economies: the Canadian and Australian experience," Journal of International Money and Finance, Elsevier, volume 22, issue 3, pages 393-416, June.
• Spiegel, Mark M. & Valderrama, Diego, 2003, "Currency boards, dollarized liabilities, and monetary policy credibility," Journal of International Money and Finance, Elsevier, volume 22, issue 7, pages 1065-1087, December.
• Aizenman, Joshua & Marion, Nancy, 2003, "The high demand for international reserves in the Far East: What is going on?," Journal of the Japanese and International Economies, Elsevier, volume 17, issue 3, pages 370-400, September.
• Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003, "Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums," Journal of Macroeconomics, Elsevier, volume 25, issue 1, pages 109-122, March.
• Ricardo Faria, Joao & Leon-Ledesma, Miguel, 2003, "Testing the Balassa-Samuelson effect: Implications for growth and the PPP," Journal of Macroeconomics, Elsevier, volume 25, issue 2, pages 241-253, June.
• Head, Allen & Shi, Shouyong, 2003, "A fundamental theory of exchange rates and direct currency trades," Journal of Monetary Economics, Elsevier, volume 50, issue 7, pages 1555-1591, October.
• Kyongwook Choi & Eric Zivot, 2003, "Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_02, Feb.
• Paul Davidson, 2003, "Are Fixed Exchange Rates the Problem and Flexible Exchange Rates the Cure?," Eastern Economic Journal, Eastern Economic Association, volume 29, issue 2, pages 259-268, Spring.
• Mohsen Fardmanesh & Seymour Douglas, 2003, "Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium," Working Papers, Economic Growth Center, Yale University, number 876, Dec.
• Fabiana Rocha, 2003, "Feldstein-Horioka corelation: indicator of capital mobility or solvency?," Brazilian Journal of Political Economy, Center of Political Economy, volume 23, issue 1, pages 3-11.
• Bo Larsson & Dan Nyberg, 2003, "Can Parameter Uncertainty Help Solve the Home Bias Puzzle?," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 6, issue 2, pages 187-209, Winter.
• Takatoshi Ito, 2003, "Is foreign exchange intervention effective? The Japanese experiences in the 1990s," Chapters, Edward Elgar Publishing, chapter 5, in: Paul Mizen, "Monetary History, Exchange Rates and Financial Markets".
• Acevedo , Ernesto & Aguilar, Marlon, 2003, "Un sistema de advertencia oportuna de crisis cambiarias para México," El Trimestre Económico, Fondo de Cultura Económica, volume 70, issue 279, pages 613-634, julio-sep.
• Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003, "Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-39.
• Tims, B. & Mahieu, R.J., 2003, "A Range-Based Multivariate Model for Exchange Rate Volatility," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-022-F&A, Mar.
• Dewachter, H.D.R. & Lyrio, M., 2003, "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-052-F&A, Jun.
• Morten Balling (ed.), 2003, "Russia's Financial Markets Boom, Crisis and Recovery 1995-2001: Lessons for Emerging Markets Investors," SUERF Studies, SUERF - The European Money and Finance Forum, number 2003/5, ISBN: ARRAY(0x823e7aa8), May.
• Ahmet Asici & Charles Wyplosz, 2003, "The Art of Gracefully Exiting a Peg," The Economic and Social Review, Economic and Social Studies, volume 34, issue 3, pages 211-228.
• Fabian BORNHORST, 2003, "On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP," Economics Working Papers, European University Institute, number ECO2003/24.
• Irfan Civcir, 2003, "The Monetary Model of the Exchange Rate under High Inflation -The case of the Turkish Lira/US Dollar," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 53, issue 3-4, pages 113-129, March.
• Vladislav Flek & Lenka Marková & Jiøí Podpiera, 2003, "Sectoral Productivity and Real Exchange Rate Appreciation: Much Ado about Nothing?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 53, issue 3-4, pages 130-153, March.
• Philipp Rother & Ralph Süppel, 2003, "East Germany, Central Europe, and the Risk of Real Convergence Overshooting," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 53, issue 9-10, pages 374-393, September.
• Mikael Bask, 2003, "Technical Trading at the Currency Market Increases the Overshooting Effect," Finnish Economic Papers, Finnish Economic Association, volume 16, issue 2, pages 72-80, Autumn.
• Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003, "Real exchange rate misalignments," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 493, Aug.
• Ben R. Craig & Joachim G. Keller, 2003, "The empirical performance of option-based densities of foreign exchange," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0313, DOI: 10.26509/frbc-wp-200313.
• Charles Engel & Kenneth D. West, 2003, "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Mark M. Spiegel & Diego Valderrama, 2003, "Currency Boards, Dollarized Liabilities, and Monetary Policy Credibility," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-07, May, DOI: 10.24148/wp2003-07.
• Jorge Selaive & Vicente Tuesta, 2003, "Net foreign assets and imperfect pass-through: the consumption real exchange rate anomaly," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 764.
• Martin D.D. Evans, H. Henry Cao, Richard K. Lyons, 2003, "Inventory Information," Working Papers, Georgetown University, Department of Economics, number gueconwpa~03-03-33, Mar.
• Lestano & Jacobs, Jan & Kuper, Gerard H., 2003, "Indicators of financial crises do work! : an early-warning system for six Asian countries," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research, number 200313.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Post-Print, HAL, number hal-00520539, DOI: 10.1088/1469-7688/3/4/301.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependence," Post-Print, HAL, number hal-02312888, Aug.
• Thepthida Sopraseuth, 2003, "Exchange rate regimes and international business cycles," Post-Print, HAL, number hal-02878011, Apr, DOI: 10.1016/S1094-2025(02)00017-0.
• Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2003, "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," Post-Print, HAL, number hal-02878012, Sep, DOI: 10.1016/S0147-5967(03)00051-9.
• John Komlos & Marc Flandreau, 2003, "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market : Austria-Hungary, 1876-1914," Working Papers, HAL, number hal-01065037, Mar.
• Marc Flandreau & John Komlos, 2003, "Target Zones in History and Theory : Lessons from an Austro-Hungarian Experiment, 1896-1914," Working Papers, HAL, number hal-01065060, Jul.
• Jörg Rahn, 2003, "Bilateral Equilibrium Exchange Rates of the EU Accession Countries against the Euro," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20306, Jun.
• Gehrig, Thomas & Menkhoff, Lukas, 2003, "The use of flow analysis in foreign exchange: exploratory evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-276, Mar.
• Gehrig, Thomas & Menkhoff, Lukas, 2003, "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-278, Mar.
• Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003, "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-289, Dec.
• David C. Parsley & Shang-Jin Wei, 2003, "The Micro-foundations of Big Mac Real Exchange Rates," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0306, Jun.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2003, "Why is Inflation so Low after Large Devaluations?," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0308, Jun.
• Lundbergh, Stefan & Teräsvirta, Timo, 2003, "A time series model for an exchange rate in a target zone with applications," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 533, Sep.
• Eklund, Bruno, 2003, "A nonlinear alternative to the unit root hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 547, Nov.
• Mundaca, Gabriela, 2003, "A Drift of the "Drift Adjustment Method"," Memorandum, Oslo University, Department of Economics, number 16/2002, Jun.
• Bjørnland, Hilde C. & Hungnes, Håvard, 2003, "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum, Oslo University, Department of Economics, number 23/2002, Jun.
• Bjørnland, Hilde C., 2003, "Estimating the equilibrium real exchange rate in Venezuela," Memorandum, Oslo University, Department of Economics, number 02/2003, Feb.
• Lindblad, Hans & Sellin, Peter, 2003, "The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 152, Oct.
• Hoidal Bjonnes, Geir & Rime, Dagfinn, 2003, "Dealer Behavior and Trading Systems in Foreign Exchange Markets," SIFR Research Report Series, Institute for Financial Research, number 17, Nov.
• Bask, Mikael, 2003, "Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates," Umeå Economic Studies, Umeå University, Department of Economics, number 605, Feb.
• Fujiki, Hiroshi & 藤木, 裕 & フジキ, ヒロシ & Kitamura, Yukinobu & 北村, 行伸 & キタムラ, ユキノブ, 2003, "The Big Mac Standard: A Statistical Illustration," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a446, Nov.
• Ronald McKinnon & Gunther Schnabl, 2003, "Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate," Working Papers, Hong Kong Institute for Monetary Research, number 022003, Jan.
• Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003, "East Asian Equity Markets, Financial Crises, and the Japanese Currency," Working Papers, Hong Kong Institute for Monetary Research, number 032003, Feb.
• Yin-wong Cheung & Kon S. Lai & Michael Bergman, 2003, "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments," Working Papers, Hong Kong Institute for Monetary Research, number 102003, May.
• Ronald McKinnon & Gunther Schnabl, 2003, "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Working Papers, Hong Kong Institute for Monetary Research, number 112003, Jun.