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Trade and exchange-rate dynamics in a dynamic competitive economy

Backus, David K.; Kehoe, Patrick J. - 1987

Persistent link: https://www.econbiz.de/10003478963

What's on their mind: Do exchange rate forecasters stick to theoretical models?

Schröder, Michael; Dornau, Robert - 1999

Do financial market analysts use structural economic models when forecasting exchange rates? This is the leading question analysed in this paper. In contrast to other studies we use expectations data instead of observable variables. Therefore we analyse the implicit structural models forecasters...

Persistent link: https://www.econbiz.de/10013428206

Exchange rate volatility and cross-border travel : theory and empirics

Wisarut Suwanprasert - 2021

Persistent link: https://www.econbiz.de/10012605965

International investment positions and exchange rate dynamics

Binder, Michael; Offermanns, Christian J. - 2014

We revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we make use of a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular, in our model the...

Persistent link: https://www.econbiz.de/10010414236

Macroeconomic stability and the real interest rate : a cross-country analysis

Groth, Charlotta; Zampolli, Fabrizio - 2010

We construct a measure of the short-term world interest rate using principal component analysis. Drawing on real … interest rate data for 18 OECD countries for the period 1985 - 2008, persistent deviations from the world interest rate that … that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange …

Persistent link: https://www.econbiz.de/10008695840

Capital controls and covered interest parity between the yen and dollar

Ito, Takatoshi - 1983

Persistent link: https://www.econbiz.de/10003528805

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...

Persistent link: https://www.econbiz.de/10011489395

The law of one food price

Clements, Kenneth W.; Si, Jiawei; Long Hai Vo - 2019

Persistent link: https://www.econbiz.de/10012207562

Shorting the dollar when global stock markets roar : the equity hedging channel of exchange rate determination

Ben Zeev, Nadav; Nathan, Daniel - 2023

Persistent link: https://www.econbiz.de/10014486893

Global monetary and financial spillovers : evidence from a new measure of Bundesbank policy shocks

Cloyne, James S.; Hürtgen, Patrick; Taylor, Alan M. - 2022

Identifying exogenous variation in monetary policy is crucial for investigating central bank policy transmission. Using newly-collected archival real-time data utilized by the Central Bank Council of the German Bundesbank, we identify unexpected changes in German monetary policy from 580 policy...

Persistent link: https://www.econbiz.de/10013361910