IDEAS home Printed from https://ideas.repec.org/p/nsr/niesrd/39.html

Nominal exchange rate regimes and the stochastic behaviour of real variables

Author

Listed:
  • Guglielmo Maria Caporale
  • Nikitas Pittus

Abstract

Contact NIESR if copy required

Suggested Citation

  • Guglielmo Maria Caporale & Nikitas Pittus, 1993. "Nominal exchange rate regimes and the stochastic behaviour of real variables," National Institute of Economic and Social Research (NIESR) Discussion Papers 39, National Institute of Economic and Social Research.
    • Handle: RePEc:nsr:niesrd:39
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. is not listed on IDEAS
    2. Daniel Aromi & Marcos Dal Bianco, 2014. "Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen," Working Papers 1431, BBVA Bank, Economic Research Department.
    3. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775.
    4. Angelos Kanas & Christos Ioannidis, 2010. "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 180-197.
    5. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
    6. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.
    7. Axel Jochem, 1999. "Monetary stabilization in countries in transition," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(1), pages 37-47, February.
    8. Dushko Josheski & Darko Lazarov, 2012. "Nominal Effective Exchange Rate Neutrality: The Case Of Macedonia," Journal Articles, Center For Economic Analyses, pages 17-24, June.
    9. Horst Feldmann, 2013. "Exchange Rate Regimes and Unemployment," Open Economies Review, Springer, vol. 24(3), pages 537-553, July.
    10. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series 11-16, Department of Economics at the University of Luxembourg.
    11. repec:ere:journl:v:xxxiv:y:2015:i:2:p:63-78 is not listed on IDEAS
    12. Guillermo Benavides & Isela Elizabeth Téllez-León & Francisco Venegas-Martínez, 2015. "Efectos de la volatilidad del tipo de cambio sobre las expectativas de inflación y las perspectivas de crecimiento en México (2002-2014)," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 34(2), pages 63-78, November.
    13. Flavian Emmanuel Sapnken & Jean Gaston Tamba & Salome Essiane Ndjakomo & Francis Djanna Koffi, 2020. "Oil Products Consumption and Economic Growth in Cameroon Households: An Assessment Using ARDL Cointegration and Granger Causality Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(6), pages 510-523.
    14. Giugale, Marcelo & Korobow, Adam, 2000. "Shock persistence and the choice of foreign exchange regime - an empirical note from Mexico," Policy Research Working Paper Series 2371, The World Bank.
    15. Cheung, Yin-Wong & Wang, Wenhao, 2022. "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 133-151.
    16. Kilic, Erdem, 2017. "Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets," Economic Modelling, Elsevier, vol. 62(C), pages 51-67.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:nsr:niesrd:39. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Library & Information Manager (email available below). General contact details of provider: https://edirc.repec.org/data/niesruk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.