Similar Search Results

When does it hurt? : the exchange rate "pain threshold" for German exports

Belke, Ansgar; Goecke, Matthias; Günther, Martin - 2009

This paper deals with the impact of the $/Euro exchange rate on German exports in the period from 1995Q1 to 2008Q4. Our main aim is to identify "pain thresholds" for German exporters. We rely on a non-linear model according to which suddenly strong spurts of exports occur when changes of the EXR...

Persistent link: https://www.econbiz.de/10003901021

How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....

Persistent link: https://www.econbiz.de/10003877676

Foreign exchange market interventions and the $-Yen exchange rate in the long run

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013

den Dollar-Yen Wechselkurs langfristig beeinflussen. Die empirische Strategie basiert auf einer Neuschätzung des …/Dollar Wechselkurs und Fundamentalfaktoren bei? 2.) Führen Interventionen zu einer schnelleren Anpassung des Wechselkurses an …, dass vor allem koordinierte Interventionen den Dollar/Yen Wechselkurs langfristig stabilisieren. …

Persistent link: https://www.econbiz.de/10009779186

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and the...

Persistent link: https://www.econbiz.de/10011640939