Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2003

• 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.
• 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, "Correlacão Feldstein-Horioka: indicador de mobilidade de capitais ou de solvência?," Brazilian Journal of Political Economy, FGV EAESP, volume 23, issue 1, pages 3-11, January, DOI: 10.1590/0101-31572004-0702.
• 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(0x935c83c8), 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," KRTK-KTI 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?," KRTK-KTI 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.
• Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2003, "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Working Papers, Hong Kong Institute for Monetary Research, number 152003, Aug.
• Viv Hall, 2003, "Central Bank Governance: Common Elements or Different Models?," Working Papers, Hong Kong Institute for Monetary Research, number 202003, Oct.
• Ronald McKinnon & Gunther Schnabl, 2003, "China: A Stabilizing or Deflationary Influence in East Asia? THe Problem of Conflict Virtue," Working Papers, Hong Kong Institute for Monetary Research, number 232003, Dec.
• Keir G. Armstrong, 2003, "A Restricted-Domain Multilateral Test Approach To The Theory Of International Comparisons," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 1, pages 31-86, February.
• Lojschová, Adriana, 2003, "Estimating the Impact of the Balassa-Samuelson Effect in Transition Economies," Economics Series, Institute for Advanced Studies, number 140, Oct.
• Minsoo Lee, 2003, "Common Trend and Common Currency: Australiaand New Zealand," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 2, pages 155-165, August.
• Jang, Kyungho & Ogaki, Masao, 2003, "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 21, issue 1, pages 1-34, February.
• Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro, 2003, "The Decline in the Exchange Rate Pass-Through: Evidence from Japanese Import Prices," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 21, issue 3, pages 53-81, October.
• Lucio Sarno, 2003, "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers, International Monetary Fund, number 2003/111, May.
• Mr. Olivier D Jeanne, 2003, "Why Do Emerging Economies Borrow in Foreign Currency?," IMF Working Papers, International Monetary Fund, number 2003/177, Sep.
• Roberto Hernández-Paniagua, 2003, "Estimadores Obtenidos De La Hipótesis De Eficiencia Especulativa En El Mercado Cambiario," 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 2, issue 4, pages 321-338, Diciembre.
• Alejandro Reynoso, 2003, "Using Signal Processing Tools For Regulation Analysis And Implementation: The Case Of The Reserve Requirement Rules For The Foreign Exchange Transactions On The Mexican Banking System," 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 2, issue 4, pages 359-390, Diciembre.
• Felipe Larraín, 2003, "Exchange Rates, Currency Crises and Recessions - Introduction," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 121, pages 633-634.
• Rodrigo Cerda & Aldo Lema, 2003, "Desalineamientos Monetarios, Desalineamientos Cambiarios e Inflación," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 243.
• Rodrigo Cerda & Alvaro Donoso & Aldo Lema, 2003, "Fundamentos del Tipo de Cambio Real en Chile," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 244.
• Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003, "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-34, Oct.
• Salah A. Nusair, 2003, "Testing The Validity Of Purchasing Power Parity For Asian Countries During The Current Float," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 28, issue 2, pages 129-147, December.
• Mohsen Bahmani-Oskooee & Gour G. Goswami, 2003, "Smuggling As Another Cause Of Failure Of The Ppp," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 28, issue 2, pages 23-38, December.
• Helmut Hofer & Peter Huber, 2003, "Wage and Mobility Effects of Trade and Migration on the Austrian Labour Market," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 30, issue 2, pages 107-125, June, DOI: 10.1023/A:1024165114300.
• Hakan Berument & Asli Günay, 2003, "Exchange Rate Risk and Interest Rate: A Case Study for Turkey," Open Economies Review, Springer, volume 14, issue 1, pages 19-27, January, DOI: 10.1023/A:1021243101272.
• Eiichi Tomiura, 2003, "Dynamic Export Pricing and Survey-based Exchange Rate Expectations," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 47, pages 67-81, February.
• Rasmus Fatum & Barry Scholnick, 2003, "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-18, May, revised Aug 2003.
• Roman Frydman & Michael D. Goldberg, 2003, "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Discussion Papers, University of Copenhagen. Department of Economics, number 03-31, Jun.
• Katarina Juselius & Ronald MacDonald, 2003, "International Parity Relationships Between Germany and the United States: A Joint Modelling Approach," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/08, Oct.
• Riku Kinnunen, 2003, "A Model of a Double Standard Exchange Rate System," Working Papers, University of Liverpool, Department of Economics, number 2003_05, May.
• Flandreau, Marc & Komlos, John, 2003, "Target Zones in History and Theory: Lessons from an Austro-Hungarian Experiment (1896-1914)," Discussion Papers in Economics, University of Munich, Department of Economics, number 75, Jul.
• Sven W. Arndt, 2003, "Global Production Networks and Regional Integration," Working Papers, Lowe Institute of Political Economy, number 0301.
• Eric Hillebrand, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-10, Oct.
• Roche, M. & McQuinn, K., 2003, "Efficient allocation of land in a decoupled world," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1190103, Jan.
• Simon Broome, 2003, "Limited Reserves and the Optimal Width of an Exchange Rate Target zone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1220803, Aug.
• Kathryn M. E. Dominguez, 2003, "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers, Research Seminar in International Economics, University of Michigan, number 506.
• Pavlova, Anna & Rigobon, Roberto, 2003, "Asset Prices and Exchange Rates," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4322-03, Aug.
• Péter Benczúr, 2003, "The behavior of the nominal exchange rate at the beginning of disinflations," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2003/1.
• Atish R. Ghosh & Anne-Marie Gulde & Holger C. Wolf, 2003, "Exchange Rate Regimes: Choices and Consequences," MIT Press Books, The MIT Press, number 0262072408, edition 1, ISBN: ARRAY(0x96342130), December.
• Sean Michael Snaith, 2003, "Real Exchange Rate Variation and Failure of the Law of One Price: Does Geography Matter?," Journal of Economic Insight, Missouri Valley Economic Association, volume 29, issue 2, pages 1-20.
• Michael D. Bordo & Marc Flandreau, 2003, "Core, Periphery, Exchange Rate Regimes, and Globalization," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization in Historical Perspective".
• A. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2003, "On the Fiscal Implications of Twin Crises," NBER Chapters, National Bureau of Economic Research, Inc, "Managing Currency Crises in Emerging Markets".
• Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano, 2003, "Addicted to Dollars," NBER Working Papers, National Bureau of Economic Research, Inc, number 10015, Oct.
• Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2003, "The Chinese Economies in Global Context: The Integration Process and Its Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 10047, Oct.
• Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh, 2003, "The Unholy Trinity of Financial Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 10061, Nov.
• David C. Parsley & Shang-Jin Wei, 2003, "A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 10074, Nov.
• Graciela L. Kaminsky, 2003, "Varieties of Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 10193, Dec.
• Lars E.O. Svensson, 2003, "Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others," NBER Working Papers, National Bureau of Economic Research, Inc, number 10195, Dec.
• 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.
• Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2003, "The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0313, Aug.
• Imed Drine & Christophe Rault, 2003, "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-570, Apr.
• Imed Drine & Christophe Rault, 2003, "On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-571, May.
• Marcos A. Buscaglia, 2003, "The Political-Economy of Argentina???s Debacle," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-594, Apr.
• Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.
• Waltraut Urban, 2003, "Booming Chinese economy overshadowed by SARS," wiiw China Report, The Vienna Institute for International Economic Studies, wiiw, number 2003-1, Aug.
• Janet Ceglowski, 2003, "The law of one price: intranational evidence for Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 2, pages 373-400, May, DOI: 10.1111/1540-5982.t01-1-00005.
• Richard Clay Barnett, 2003, "Smuggling, non‐fundamental uncertainty, and parallel market exchange rate volatility," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 3, pages 701-727, August, DOI: 10.1111/1540-5982.t01-2-00009.
• Chu‐Sheng Tai, 2003, "Looking for contagion in currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 10, pages 957-988, October.
• Ronald McKinnon & Gunther Schnabl, 2003, "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Working Papers, Stanford University, Department of Economics, number 03001, Jan.
• Ronald McKinnon & Gunther Schnabl, 2003, "China: A Stabilizing or Deflationary Influence in East Asia? The Problem of Conflicted Virtue," Working Papers, Stanford University, Department of Economics, number 03007, May.
• Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
• Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003, "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics, University Library of Munich, Germany, number 0309001, Sep.
• Christina E. Bannier, 2003, "Privacy or Publicity - Who Drives the Wheel?," Game Theory and Information, University Library of Munich, Germany, number 0309006, Sep.
• Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003, "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods, University Library of Munich, Germany, number 0308001, Aug.
• Shiu-Sheng Chen, 2003, "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance, University Library of Munich, Germany, number 0303002, Mar, revised 05 Apr 2003.
• Maurice Obstfeld, 2003, "Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics," International Finance, University Library of Munich, Germany, number 0303004, Mar.
• Christoph Pasternak, 2003, "The Signals Approach as an Early Warning System for Currency Crises. An Application to Transition Economies - with special emphasis on Poland," International Finance, University Library of Munich, Germany, number 0304001, Apr.
• Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003, "Are Asian Real Exchange Rates Stationary?," International Finance, University Library of Munich, Germany, number 0307002, Jul, revised 01 Nov 2004.
• Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003, "The Predictability of ASEAN-5 Exchange Rates," International Finance, University Library of Munich, Germany, number 0307004, Jul.
• Venus Khim-Sen Liew, 2003, "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance, University Library of Munich, Germany, number 0308001, Aug.
• Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003, "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance, University Library of Munich, Germany, number 0309001, Sep, revised 01 Nov 2004.
• Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance, University Library of Munich, Germany, number 0309003, Sep.
• Christina E. Bannier, 2003, "Private and Public Information in Self-Fulfilling Currency Crises," International Finance, University Library of Munich, Germany, number 0309006, Sep.
• Christina Bannier, 2003, "The Role of Information Disparity in the 1994/95 Mexican Peso," International Finance, University Library of Munich, Germany, number 0310001, Oct.
• James R. Lothian & Cornelia H. McCarthy, 2003, "Real Exchange Rate Behavior Under Floating and Fixed Regimes," International Finance, University Library of Munich, Germany, number 0311006, Nov.
• James R. Lothian & Cornelia H. McCarthy, 2003, "Currency Union and Real Exchange Rate Behavior," International Finance, University Library of Munich, Germany, number 0311008, Nov.
• James R. Lothian & Liuren Wu, 2003, "Uncovered Interest Rate Parity Over the Past Two Centuries," International Finance, University Library of Munich, Germany, number 0311009, Nov.
• Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003, "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance, University Library of Munich, Germany, number 0311014, Nov.
• Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003, "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance, University Library of Munich, Germany, number 0312001, Dec.
• Khim-sen Liew & Kian-Ping Lim & Huzaimi Hussain, 2003, "Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries," International Trade, University Library of Munich, Germany, number 0307003, Jul.
• Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2003, "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5," International Trade, University Library of Munich, Germany, number 0308001, Aug.
• Luciano Gutierrez, 2003, "PPP May not Hold for Agricultural Commodities," International Trade, University Library of Munich, Germany, number 0309022, Sep.
• Tuomas Komulainen & ) & Johanna Lukkarila, 2003, "What drives financial crises in emerging markets?," Macroeconomics, University Library of Munich, Germany, number 0304010, Apr.
• Claude Lopez & David H. Papell, 2003, "Convergence to Purchasing Power Parity at the Commencement of the Euro," Macroeconomics, University Library of Munich, Germany, number 0310008, Oct.
• Syed A. Basher & Mohammed Mohsin, 2003, ""PPP tests in cointegrated panels: Evidence from Asian developing countries"," Macroeconomics, University Library of Munich, Germany, number 0310012, Oct.
• Syed A. Basher & Mohammed Mohsin, 2003, ""PPP tests in cointegrated panels: Evidence from Asian developing countries"," Macroeconomics, University Library of Munich, Germany, number 0310013, Oct.
• Zan Oplotnik, 2003, "Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 6, issue 1-2, pages 83-102, May - Nov.
• Komulainen, Tuomas & Lukkarila, Johanna, 2003, "What drives financial crises in emerging markets?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2003.
• Rahn, Jörg, 2003, "Bilateral equilibrium exchange rates of EU accession countries against the euro," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2003.
• Crespo Cuaresma, Jesús & Fidrmuc, Jarko & MacDonald, Ronald, 2003, "The monetary approach to exchange rates in the CEECs," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2003.
• Lukkarila, Johanna, 2003, "Aasian, Venäjän ja Turkin rahoituskriisien vertailua," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2003.
• Lux, Thomas & Schornstein, Sascha, 2003, "Genetic learning as an explanation of stylized facts of foreign exchange markets," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-12.
• Reitz, Stefan & Westerhoff, Frank, 2003, "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/10.
• Ahrens, Ralf & Reitz, Stefan, 2003, "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/11.
• Bannier, Christina E., 2003, "Privacy or Publicity - Who Drives the Wheel?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/29.
• Entorf, Horst & Jamin, Gösta, 2003, "The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 127.
• Entorf, Horst & Jamin, Gösta, 2003, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 126.
• Ritter, Raymond, 2003, "Sudden Stops in Capital Inflows and the Design of Exchange Rate Regimes," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 213.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 244.
• Pierdzioch, Christian, 2003, "Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates," Kiel Working Papers, Kiel Institute for the World Economy, number 1140.
• Pierdzioch, Christian & Stadtmann, Georg, 2003, "The effectiveness of the interventions of the Swiss National Bank: an event-study analysis," Kiel Working Papers, Kiel Institute for the World Economy, number 1160.
• Buch, Claudia M. & Pierdzioch, Christian, 2003, "The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility," Kiel Working Papers, Kiel Institute for the World Economy, number 1161.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2003, "The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility," Kiel Working Papers, Kiel Institute for the World Economy, number 1165.
• Herwartz, Helmut, 2003, "On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,2.
• Broll, Udo & Gilroy, B. Michael & Wahl, Jack E., 2003, "Information, unternehmensinterne Kommunikation und Risikopolitik," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 06/03.
• Broll, Udo & Eckwert, Bernhard, 2003, "Transparency in the foreign exchange market and the volume of international trade," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 14/03.
• Schnabl, Gunther, 2003, "China: a stabilizing or deflationary influence in East Asia?The problem of conflicted virtue," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 263.