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Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs

LEE, Inkoo; SHIN, Jonghyup - East Asian Bureau of Economic Research (EABER) - 2008

volatility of the real exchange rate. In addition, the sensitivity analysis shows that our model can rationalize more than 97% of … both persistence and volatility of the real exchange rate. Our analysis suggests that the purchasing price parity puzzle …

Persistent link: https://www.econbiz.de/10009365409

Flexible Wechselkurse, Wechselkursvolatilität und Welthandel

Schubert, Michael - 1992

Persistent link: https://www.econbiz.de/10004128136

Dynamische Steuerung von Portfoliorisiken

Reinschmidt, Timo - 2006

Persistent link: https://www.econbiz.de/10004920247

The real exchange rate and the structure of aggregate production

Kohli, Ulrich; Natal, Jean-Marc - In: Journal of Productivity Analysis 42 (2014) 1, pp. 1-13

This paper proposes a new, production theory approach to the determination of the real exchange rate, which is defined …

Persistent link: https://www.econbiz.de/10010865913

Home bias, distribution services and determinants of real exchange rates

Chaban, Maxym - In: Journal of Macroeconomics 33 (2011) 4, pp. 793-806

This paper examines empirically how exogenous changes in the terms of trade affect the real exchange rate through the relative price of traded goods with Canada–US data. The relative price of traded goods is constructed using prices at the dock and retail prices. The first measure emphasizes...

Persistent link: https://www.econbiz.de/10010577864