Sources of Nominal Exchange Rate Fluctuations in South Africa
Download full text from publisher
References listed on IDEAS
- Clarida, Richard & Gali, Jordi, 1994.
"Sources of real exchange-rate fluctuations: How important are nominal shocks?,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 41(1), pages 1-56, December.
- Richard Clarida & Jordi Gali, 1994. "Sources of real exchange rate fluctuations: how important are nominal shocks?," Proceedings, Federal Reserve Bank of Dallas, issue Apr.
- Jordi Galí & Richard Clarida, 1993. "Sources of real exchage rate fluctuations: How important are nominal shocks?," Economics Working Papers 66, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 1994.
- Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc.
- Clarida, Richard & Galí, Jordi, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," CEPR Discussion Papers 951, C.E.P.R. Discussion Papers.
- Lane, Philip R., 2001. "The new open economy macroeconomics: a survey," Journal of International Economics, Elsevier, vol. 54(2), pages 235-266, August.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Katie Farrant & Gert Peersman, 2005. "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers 269, Bank of England.
- Amos C. Peters, 2016. "Monetary policy, exchange rate targeting and fear of floating in emerging market economies," International Economics and Economic Policy, Springer, vol. 13(2), pages 255-281, April.
- Bonga-Bonga, Lumengo, 2018.
"Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 67(C), pages 36-44.
- Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.
- Biswajit Maitra, 2016. "Monetary, Real Shocks And Exchange Rate Variations In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 81-103, March.
More about this item
KeywordsPrices; South Africa; Nominal exchange rate; real disturbances; nominal disturbances; structural VAR; exchange rate; real exchange rate; monetary policy; exchange rate fluctuations; Open Economy Macroeconomics;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:03/252. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .