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Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?

Beckmann, Joscha; Czudaj, Robert - 2013

Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...

Persistent link: https://www.econbiz.de/10009771139

Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?

Beckmann, Joscha; Czudaj, Robert - In: Energy Economics 40 (2013) C, pp. 665-678

Persistent link: https://www.econbiz.de/10010868790

Oil prices and effective dollar exchange rates

Beckmann, Joscha; Czudaj, Robert - In: International Review of Economics & Finance 27 (2013) C, pp. 621-636

This study takes into account two previously neglected issues in its analysis of the relationship between oil prices and effective dollar exchange rates, namely, nonlinear adjustment dynamics and a distinction between nominal and real linkages. Beginning with a careful investigation of different...

Persistent link: https://www.econbiz.de/10010664312

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

uncertainty as well as disagreement among CPI inflation forecasters to account for different dimensions of uncertainty. Based on a …

Persistent link: https://www.econbiz.de/10011533201

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

uncertainty as well as disagreement among CPI inflation forecasters to account for different dimensions of uncertainty. Based on a …

Persistent link: https://www.econbiz.de/10011532311

Regime shifts and the Canada/US exchange rate in a multivariate framework

Beckmann, Joscha; Czudaj, Robert - In: Economics Letters 123 (2014) 2, pp. 206-211

This study re-evaluates the monetary approach for the Canada/U.S. exchange rate and shows that its basic structure can be verified although the coefficients are not consistently in line with theory. Our findings also indicate that exchange rate adjustment is subject to regime shifts.

Persistent link: https://www.econbiz.de/10010906366

What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries

Belke, Ansgar; Beckmann, Joscha; Dubova, Irina - 2018

Inflation expectations play a crucial role for monetary policy transmission, having become even more important since … determinants of professional inflation expectations for the G7 economies. We emphasize the role of international spillovers in … inflation expectations stemming from monetary policy decisions in the US. We also consider several possible determinants, such …

Persistent link: https://www.econbiz.de/10011892023

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/10003898577

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

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

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

Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices

Beckmann, Joscha - 2011

Although the literature on purchasing power parity (PPP) is rich in controversy, the relative contribution of prices and nominal exchange rates to real exchange rate movements which restore PPP disequilibria has rarely been put under any close scrutiny. Using monthly data from 1973:01 to 2009:12...

Persistent link: https://www.econbiz.de/10009580305