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Citations for "Terms of Trade, Productivity, and the Real Exchange Rate"

by Jose De Gregorio & Holger C. Wolf

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  1. Kutan, Ali M. & Wyzan, Michael L., 2005. "Explaining the real exchange rate in Kazakhstan, 1996-2003: Is Kazakhstan vulnerable to the Dutch disease?," Economic Systems, Elsevier, vol. 29(2), pages 242-255, June.
  2. Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Center for International Economics, Working Paper Series qt5fc508pt, Center for International Economics, UC Santa Cruz.
  3. Pao-Lin Tien, 2009. "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers 2009-004, Wesleyan University, Department of Economics.
  4. Wagner, Martin, 2005. "The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities," Economics Series 180, Institute for Advanced Studies.
  5. Kirsten Lommatzsch & Silke Tober, 2004. "The Inflation Target of the ECB: Does the Balassa-Samuelson Effect Matter?," EUI-RSCAS Working Papers 19, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
  6. Balazs Egert & Amina Lahrèche-Revil, 2003. "Estimating the Fundamental Equilibrium Exchange Rate of Central and Eastern European Countries; The EMU Enlargement Perspective," Working Papers 2003-05, CEPII research center.
  7. Takatoshi Ito & Peter Isard & Steven Symansky, 1997. "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Working Papers 5979, National Bureau of Economic Research, Inc.
  8. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
  9. Camarero, Mariam & Tamarit, Cecilio, 2002. "A panel cointegration approach to the estimation of the peseta real exchange rate," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 371-393, September.
  10. Rodrigo Valdés & Valentín Délano, 1998. "Productividad y Tipo de Cambio Real en Chile," Working Papers Central Bank of Chile 38, Central Bank of Chile.
  11. Engel, C., 1996. "Accounting for U.S. Real Exchange Rate Changes," Discussion Papers in Economics at the University of Washington 96-02, Department of Economics at the University of Washington.
  12. Aykut Kibritcioglu & Bengi Kibritcioglu, 2004. "Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)," Macroeconomics 0403006, EconWPA, revised 09 Mar 2004.
  13. Bassem M Kamar & Jean-Etienne Carlotti & Russell C Krueger, 2009. "Establishing Conversion Values for New Currency Unions; Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union," IMF Working Papers 09/184, International Monetary Fund.
  14. Vasily Astrov, 2005. "Sectoral Productivity, Demand, and Terms of Trade: What Drives the Real Appreciation of the East European Currencies?," wiiw Working Papers 34, The Vienna Institute for International Economic Studies, wiiw.
  15. Chinn, Menzie David, 1997. "Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 228-246, June.
  16. Buetzer, Sascha & Habib, Maurizio Michael & Stracca, Livio, 2012. "Global exchange rate configurations: Do oil shocks matter?," Working Paper Series 1442, European Central Bank.
  17. Shaghil Ahmed, 1999. "Sources of economic fluctuations in Latin America and implications for choice of exchange rate regimes," International Finance Discussion Papers 656, Board of Governors of the Federal Reserve System (U.S.).
  18. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," Working Papers 142009, Hong Kong Institute for Monetary Research.
  19. Cashin, Paul & Cespedes, Luis F. & Sahay, Ratna, 2004. "Commodity currencies and the real exchange rate," Journal of Development Economics, Elsevier, vol. 75(1), pages 239-268, October.
  20. Joshua Aizenman, 2006. "International Reserves Management and the Current Account," NBER Working Papers 12734, National Bureau of Economic Research, Inc.
  21. Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," CREA Discussion Paper Series 14-03, Center for Research in Economic Analysis, University of Luxembourg.
  22. Lucas FERRERO & Carlos Matías HISGEN, 2014. "Determinants of exports intensity of industrial SMEs in Argentina," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 14(2).
  23. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2015. "On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies," Post-Print hal-01385992, HAL.
  24. José De Gregorio, 1999. "Exchange Rate Policy in Chile since 1960: Political Economy and the Choice of Regime," Research Department Publications 3076, Inter-American Development Bank, Research Department.
  25. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
  26. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995.
  27. Joshua Aizenman & Sebastian Edwards & Daniel Riera-Crichton, 2011. "Adjustment patterns to commodity terms of trade shocks: the role of exchange rate and international reserves policies," NBER Working Papers 17692, National Bureau of Economic Research, Inc.
  28. Anna Lipinska, 2006. "Monetary regime choice in the accession countries - a theoretical analysis," Computing in Economics and Finance 2006 243, Society for Computational Economics.
  29. Bergin, Paul R. & Glick, Reuven & Taylor, Alan M., 2006. "Productivity, tradability, and the long-run price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2041-2066, November.
  30. van Amano, Robert A & Norden, Simon, 1998. "Exchange Rates and Oil Prices," Review of International Economics, Wiley Blackwell, vol. 6(4), pages 683-694, November.
  31. Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
  32. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies," The World Economy, Wiley Blackwell, vol. 34(9), pages 1557-1592, 09.
  33. Lambrias, Kyriacos, 2016. "Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets," Working Paper Series 1946, European Central Bank.
  34. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Overvaluation of Renminbi Undervaluation," Working Papers 112007, Hong Kong Institute for Monetary Research.
  35. Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank, Research Department.
  36. Jeong-Joon Lee, 2005. "Persistent wage differential and its implications on the Balassa-Samuelson hypothesis," Applied Economics Letters, Taylor & Francis Journals, vol. 12(10), pages 643-648.
  37. Jaromír Hurník, 2004. "Fiscal Consolidation in General Equilibrium Framework (the case of the Czech Republic)," Prague Economic Papers, University of Economics, Prague, vol. 2004(2), pages 142-158.
  38. Alan V. Deardorff, 2016. "What Do We (and Others) Mean by "The Terms of Trade"?," Working Papers 651, Research Seminar in International Economics, University of Michigan.
  39. José M. Martín-Moreno, 1999. "Consumo público e inflación dual," Investigaciones Economicas, Fundación SEPI, vol. 23(2), pages 173-202, May.
  40. Irfan Civcir, 2004. "The Long-Run Validity of the Monetary Exchange Rate Model for a High Inflation Country and Misalignment : The Case of Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 40(4), pages 84-100, July.
  41. Ken Froot & Kenneth Rogoff, "undated". "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
  42. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  43. Montiel, Peter J., 2007. "Equilibrium real exchange rates, misalignment and competitiveness in the Southern Cone," Macroeconomía del Desarrollo 62, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  44. Menzie David Chinn, 1997. "On the won and other East Asian currencies," Pacific Basin Working Paper Series 97-07, Federal Reserve Bank of San Francisco.
  45. Bergvall, Anders, 2002. "What Determines Real Exchange Rates? The Nordic Countries," Working Paper Series 2002:15, Uppsala University, Department of Economics.
  46. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach," Working Papers 2008-01, CEPII research center.
  47. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002. "The Euro-Dollar Exchange Rate: Is it Fundamental?," CESifo Working Paper Series 798, CESifo Group Munich.
  48. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009. "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, vol. 20(2), pages 183-206, April.
  49. Predrag Petrovic, 2012. "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 57-87.
  50. Manuela Nenna, 2001. "Price Level Convergence among Italian Cities: Any Role for the Harrod-Balassa-Samuelson Hypothesis?," Working Papers 64, Sapienza University of Rome, CIDEI.
  51. De Broeck, Mark & Sloek, Torsten, 2001. "Interpreting real exchange rate movements in transition countries," BOFIT Discussion Papers 7/2001, Bank of Finland, Institute for Economies in Transition.
  52. Motonishi, Taizo, 2002. "Modifications of the Balassa-Samuelson Model: The Effects of Balanced Growth and Capital Accumulation," Journal of the Japanese and International Economies, Elsevier, vol. 16(1), pages 31-49, March.
  53. Balázs Világi, 2004. "Dual inflation and real exchange rate in new open economy macroeconomics," MNB Working Papers 2004/5, Magyar Nemzeti Bank (Central Bank of Hungary).
  54. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2014. "On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies," EconomiX Working Papers 2014-3, University of Paris West - Nanterre la Défense, EconomiX.
  55. Kenny, Geoff & McGettigan, Donal, 1996. "Non-Traded, Traded and Aggregate Inflation In Ireland (Part 2)," Research Technical Papers 3B/RT/96, Central Bank of Ireland.
  56. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation 217, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  57. Bozhechkova, Alexandra & Trunin, Pavel, 2015. "Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble," Published Papers mn11, Russian Presidential Academy of National Economy and Public Administration.
  58. Louis Dorrance Johnston & Menzie David Chinn, 1997. "Real Exchange Rate Levels, Productivity and Demand Shocks; Evidence from a Panel of 14 Countries," IMF Working Papers 97/66, International Monetary Fund.
  59. José García Solanes & Fernando Torrejón Flores, "undated". "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers on International Economics and Finance 05-02, FEDEA.
  60. Montecino, Juan Antonio, 2015. "Capital controls and the real exchange rate: Do controls promote disequilibria?," UMASS Amherst Economics Working Papers 2015-02, University of Massachusetts Amherst, Department of Economics.
  61. Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
  62. Larsson, Anna, 2002. "The Swedish Real Exchange Rate under Different Currency Regimes," Working Paper Series 180, Trade Union Institute for Economic Research, revised 18 Sep 2003.
  63. Christian Broda, 2002. "Terms of trade and exchange rate regimes in developing countries," Staff Reports 148, Federal Reserve Bank of New York.
  64. Marios Zachariadis, "undated". "Productivity and Prices in Europe: Micro-Evidence for the Period 1975 to 1990," Departmental Working Papers 2002-12, Department of Economics, Louisiana State University.
  65. Emilio Pineda & Paul Cashin & Yan Sun, 2009. "Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union," IMF Working Papers 09/78, International Monetary Fund.
  66. Al-Abri, Almukhtar, 2013. "Real exchange rate volatility, terms-of-trade shocks, and financial integration in primary-commodity exporting economies," Economics Letters, Elsevier, vol. 120(1), pages 126-129.
  67. Vivien J. Lewis, 2007. "Productivity and the Euro-Dollar Real Exchange Rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 143(2), pages 324-348, July.
  68. Cécile Couharde & Issiaka Coulibaly & Olivier Damette, 2012. "Misalignments and Dynamics of Real Exchange Rates in the CFA Franc Zone," Post-Print hal-01411706, HAL.
  69. Menzie David Chinn, 1997. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," NBER Working Papers 6108, National Bureau of Economic Research, Inc.
  70. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine M. Worzala, 2005. "Hedging Private International Real Estate," Real Estate & Planning Working Papers rep-wp2005-01, Henley Business School, Reading University.
  71. Kuralbayeva, Karlygash & Kutan, Ali M. & Wyzan, Michael L., 2001. "Is Kazakhstan vulnerable to the Dutch disease?," ZEI Working Papers B 29-2001, University of Bonn, ZEI - Center for European Integration Studies.
  72. Lipinska, Anna, 2008. "The Maastricht Convergence Criteria and Monetary Regimes for the EMU Accession Countries," MPRA Paper 16375, University Library of Munich, Germany.
  73. Strauss, Jack, 1999. "Productivity differentials, the relative price of non-tradables and real exchange rates," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 383-409.
  74. Menzie Chinn, 2006. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," Open Economies Review, Springer, vol. 17(1), pages 115-143, January.
  75. De Broeck, Mark & Slok, Torsten, 2006. "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, vol. 68(2), pages 368-383, March.
  76. Thierry Tressel & Alessandro Prati, 2006. "Aid Volatility and Dutch Disease; Is There a Role for Macroeconomic Policies?," IMF Working Papers 06/145, International Monetary Fund.
  77. Ronald MacDonald & Luca Antonio Ricci, 2005. "The Real Exchange Rate And The Balassa-Samuelson Effect: The Role Of The Distribution Sector," Pacific Economic Review, Wiley Blackwell, vol. 10(1), pages 29-48, 02.
  78. Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004. "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
  79. Jaewoo Lee & H. Takizawa & David Hauner, 2011. "In Which Exchange Rate Models Do Forecasters Trust?," IMF Working Papers 11/116, International Monetary Fund.
  80. Jair Ojeda Joya, "undated". "Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate," Borradores de Economia 564, Banco de la Republica de Colombia.
  81. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
  82. Celine Gauthier & David Tessier, 2002. "Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence," Staff Working Papers 02-31, Bank of Canada.
  83. repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
  84. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers 83, Central Bank of Luxembourg.
  85. Hall, Stephen G. & Guo, Qian, 2012. "Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate," Economic Modelling, Elsevier, vol. 29(1), pages 41-47.
  86. Monika Blaszkiewicz & Przemek Kowalski & Lukasz Rawdanowicz & Przemyslaw Wozniak, 2004. "Harrod-Balassa-Samuelson Effect in Selected Countries of Central and Eastern Europe," CASE Network Reports 0057, CASE-Center for Social and Economic Research.
  87. Pablo Garcia_S., 2000. "Income Inequality and the Real Exchange Rate," Econometric Society World Congress 2000 Contributed Papers 0849, Econometric Society.
  88. Mark, Nelson C. & Choi, Doo-Yull, 1997. "Real exchange-rate prediction over long horizons," Journal of International Economics, Elsevier, vol. 43(1-2), pages 29-60, August.
  89. Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006.
  90. Christian Broda, 2002. "Uncertainty, exchange rate regimes, and national price levels," Staff Reports 151, Federal Reserve Bank of New York.
  91. Lee, Jaewoo & Chinn, Menzie D., 2006. "Current account and real exchange rate dynamics in the G7 countries," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 257-274, March.
  92. Bernardina Algieri, 2011. "The Dutch Disease: evidences from Russia," Economic Change and Restructuring, Springer, vol. 44(3), pages 243-277, August.
  93. Balázs Világi, 2005. "Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 315-349 National Bureau of Economic Research, Inc.
  94. Maurizio Michael Habib & Sascha Bützer & Livio Stracca, 2016. "Global Exchange Rate Configurations: Do Oil Shocks Matter?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 443-470, August.
  95. Fedoseeva, Svetlana & Zeidan, Rodrigo, 2016. "A dead-end tunnel or the light at the end of it: The role of BRICs in European exports," Economic Modelling, Elsevier, vol. 59(C), pages 237-248.
  96. Guillaumont Jeanney, Sylviane & HUA, Ping, 2002. "The Balassa-Samuelson effect and inflation in the Chinese provinces," China Economic Review, Elsevier, vol. 13(2-3), pages 134-160.
  97. Tsen, Wong Hock, 2011. "The real exchange rate determination: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 800-811, October.
  98. Ken Miyajima, 2005. "Real Exchange Rates in Growing Economies; How Strong Is the Role of the Nontradables Sector?," IMF Working Papers 05/233, International Monetary Fund.
  99. Katerina Kalcheva & Nienke Oomes, 2007. "Diagnosing Dutch Disease; Does Russia Have the Symptoms?," IMF Working Papers 07/102, International Monetary Fund.
  100. João Ricardo Faria & Miguel León-Ledesma, 2000. "Testing the Balassa-Samuelson Effect: Implications for Growth and PPP," Studies in Economics 0008, School of Economics, University of Kent.
  101. Waheed, Muhammad, 2009. "Impact of real and nominal factors on long run equilibrium in Real Effective Exchange Rate (REER) in Pakistan," MPRA Paper 33169, University Library of Munich, Germany, revised Sep 2010.
  102. Razzak, Weshah, 2006. "Explaining the gaps in labour productivity for some developed countries," MPRA Paper 53, University Library of Munich, Germany.
  103. Chowdhury, Khorshed, 2007. "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers wp07-11, School of Economics, University of Wollongong, NSW, Australia.
  104. Rodrigo Cerda & Alvaro Donoso & Aldo Lema, 2003. "Fundamentos del Tipo de Cambio Real en Chile," Documentos de Trabajo 244, Instituto de Economia. Pontificia Universidad Católica de Chile..
  105. GUO, Qian, 2010. "The Balassa-Samuelson model of purchasing power parity and Chinese exchange rates," China Economic Review, Elsevier, vol. 21(2), pages 334-345, June.
  106. Annika Alexius & Jonny Nilsson, 2000. "Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries," Open Economies Review, Springer, vol. 11(4), pages 383-397, October.
  107. Ding, Liang & Ma, Jun, 2013. "Portfolio reallocation and exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3100-3124.
  108. Kirsten Lommatzsch & Silke Tober, 2006. "Euro-Area Inflation: does the Balassa–Samuelson effect matter?," International Economics and Economic Policy, Springer, vol. 3(2), pages 105-136, November.
  109. Habib, Maurizio Michael & Kalamova, Margarita Manolova, 2007. "Are there oil currencies? The real exchange rate of oil exporting countries," Working Paper Series 0839, European Central Bank.
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