Narrow search
Showing 1 - 10 of 170
Cover Image
The empirical determinants of the Euro: Short and long run perspectives
Chinn, Menzie David - Sonderforschungsbereich 373, Quantifikation und … - 2000
exchange rate, money stocks, industrial production, interest and inflation rates, augmented by a relative price of nontradables …
Persistent link: https://www.econbiz.de/10010956396
Cover Image
The empirical determinants of the Euro: Short and long run perspectives
Chinn, Menzie David - 2000
exchange rate, money stocks, industrial production, interest and inflation rates, augmented by a relative price of nontradables …
Persistent link: https://www.econbiz.de/10010310195
Cover Image
Price-based measurement of financial globalization : a cross-country study of interest rate parity
Itō, Hiro; Chinn, Menzie David - 2007
interest differentials. Some of these differing results can be attributed to differences in inflation rate, inflation …
Persistent link: https://www.econbiz.de/10003855141
Cover Image
Surfing the waves of globalization : Asia and financial globalization in the context of the trilemma
Aizenman, Joshua; Chinn, Menzie David; Itō, Hiro - 2011
choices matter for output volatility and the medium-term level of inflation. Greater monetary independence is associated with … associated with a higher level of inflation while greater exchange rate stability and greater financial openness could lower the … inflation rate. We find that trilemma policy configurations affect output volatility through the investment or trade channel …
Persistent link: https://www.econbiz.de/10009158763
Cover Image
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David - 2000
exchange rate, money stocks, industrial production, interest and inflation rates, augmented by a relative price of nontradables …
Persistent link: https://www.econbiz.de/10009583879
Cover Image
China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration
Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003
The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...
Persistent link: https://www.econbiz.de/10011514149
Cover Image
A Primer on Real Effective Exchange Rates : Determinants, Overvaluation, Trade Flows and Competitive Devaluation
Chinn, Menzie David - 2005
Several alternative measures of effective exchange rates are discussed in the context of their theoretical underpinnings and actual construction. Focusing on contemporary indices and recently developed econometric methods, the empirical characteristics of these differing series are examined,...
Persistent link: https://www.econbiz.de/10014062354
Cover Image
On the Won and Other East Asian Currencies
Chinn, Menzie David - 1998
A sticky price monetary model (Frankel, 1979) of exchange rates is applied to quarterly data on seven currencies: The Indonesian rupiah, Korean won, Malaysian ringgit, Philippine peso, Singapore dollar, Taiwanese dollar and the Thai baht. The model proves empirically unsuccessful, except in the...
Persistent link: https://www.econbiz.de/10014071868
Cover Image
Surfing the Waves of Globalization : Asia and Financial Globalization in the Context of the Trilemma
Aizenman, Joshua; Chinn, Menzie David; Ito, Hiro - 2010
the three policy choices matter for output volatility and the medium-term level of inflation. Greater monetary … domestic product). Greater monetary autonomy is associated with a higher level of inflation while greater exchange rate … stability and greater financial openness could lower the inflation level. We find that trilemma policy configurations and …
Persistent link: https://www.econbiz.de/10014045505
Cover Image
The Empirical Determinants of the Euro : Short and Long Run Perspectives
Chinn, Menzie David - 2003
exchange rate, money stocks, industrial production, interest and inflation rates, augmented by a relative price of nontradables …
Persistent link: https://www.econbiz.de/10014148770