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Chapter 7. International Prices and Exchange Rates

Burstein, Ariel; Gopinath, Gita - In: Handbook of international economics : Volume 4, (pp. 391-451). 2014

We survey the recent empirical and theoretical developments in the literature on the relation between prices and exchange rates. After updating some of the major findings in the empirical literature, we present a simple framework to interpret this evidence. We review theoretical models that...

Persistent link: https://www.econbiz.de/10014025379

The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries

Arratibel, Olga - 2011

This paper analyzes the relation between nominal exchange rate volatility and several macroeconomic variables, namely real per output growth, excess credit, foreign direct investment (FDI) and the current account balance, in the Central and Eastern European EU Member States. Using panel...

Persistent link: https://www.econbiz.de/10013133893

The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries

Arratibel, Olga - 2012

This paper analyzes the relation between nominal exchange rate volatility and several macroeconomic variables, namely real output growth, excess credit, foreign direct investment (FDI) and the current account balance, in the Central and Eastern European EU member states. Using panel estimations...

Persistent link: https://www.econbiz.de/10013109324

Capital inflows and the real exchange rate : analytical framework and econometric evidence

Agénor, Pierre-Richard - In: Managing capital flows and exchange rates : …, (pp. 101-146). 1998

Persistent link: https://www.econbiz.de/10001303613

Capital Inflows and the Real Exchange Rate : Analytical Framework and Econometric Evidence

Agénor, Pierre-Richard - 1996

, money base velocity, and the temporary component of the real exchange rate (TCRER) is estimated for Korea, Mexico, the … Philippines, and Thailand. TCRER movements are associated only weakly with shocks to capital flows. Negative shocks to U ….S. interest rates lead to capital inflows in Asia and a TCRER appreciation in the Philippines and Thailand. Positive shocks to …

Persistent link: https://www.econbiz.de/10014398353

Capital inflows and the real exchange rate : analytical framework and econometric evidence

Agénor, Pierre-Richard - 1996

Persistent link: https://www.econbiz.de/10000957922

Capital Inflows and the Real Exchange Rate : Analytical Framework and Econometric Evidence

Agénor, Pierre-Richard - 2006

Persistent link: https://www.econbiz.de/10012781975

Asset Prices, Real Exchange Rate and Current Account Fluctuations : Some Structural VAR Evidence for Thailand

Jiranyakul, Komain - 2017

, housing prices and stock prices on current account fluctuations. Thailand's quarterly data are used to examine the impacts of …

Persistent link: https://www.econbiz.de/10012967437

Asymmetric cointegration between exchange rate and trade balance in Nigeria

Alhaji Jibrilla, Aliyu; Tijjani, Shehu Mohammed - In: Cogent economics & finance 3 (2015) 1, pp. 1-19

This paper empirically examines the long-run pass through of the official exchange rates into trade balance in Nigeria by means of threshold cointegration and asymmetric error correction modeling. The study provides evidence for non-linear cointegration between our variables of interest. The...

Persistent link: https://www.econbiz.de/10011449671

Accounting for U.S. Real Exchange Rate Changes

Engel, Charles - 1999

This study measures the proportion of U.S. real exchange rate movements that can be accounted for by movements in the relative prices of non-traded goods. The decomposition is done at all possible horizons that the data allow--from one month up to thirty years. The accounting is performed with...

Persistent link: https://www.econbiz.de/10014203441