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Effective exchange rates, current accounts and global imbalances : conference paper
Beckmann, Joscha; Czudaj, Robert - 2014
This study analyzes the dynamics between real effective exchange rates and current account patterns from a novel perspective. We start by dissecting long-run and time-varying short-run dynamics between both variables. Following this, we extend our framework by including interest rates into our...
Persistent link: https://www.econbiz.de/10010483886
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Effective exchange rates, current accounts and global imbalances
Beckmann, Joscha; Czudaj, Robert - 2016
einer Verschlechterung der Leistungsbilanz einhergeht. Das Anpassungsmuster verändert sich jedoch über die Zeit und deutet … darauf hin, dass die Kausalität in erster Linie von effektiven Wechselkursen in Richtung Leistungsbilanz läuft. Eine … Erweiterung des Ansatzes basierend auf monatlichen Daten zeigt, dass eine Reaktion der Handelsbilanz auf Wechselkursänderungen …
Persistent link: https://www.econbiz.de/10011440876
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Effective Exchange Rates, Current Accounts and Global Imbalances
Beckmann, Joscha - 2016
This study analyzes the dynamics between real effective exchange rates and current accounts from a novel perspective. We start by dissecting long-run and time-varying short-run dynamics as well as causalities between both variables. Following this, we extend our framework by including short-term...
Persistent link: https://www.econbiz.de/10012995379
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Foreign exchange market interventions and the $-¥ exchange rate in the long run
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10010255146
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Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run
Beckmann, Joscha - 2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10013077814
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Foreign exchange market interventions and the $-Yen exchange rate in the long run
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10009779186