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The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L. - In: Economic systems 45 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
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Does inflation targeting in Asia reduce exchange rate volatility?
Ouyang, Alice Y.; Rajan, Ramkishen S. - In: International economic journal 30 (2016) 2, pp. 294-311
Persistent link: https://www.econbiz.de/10011704495
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The Influence of External Factors on Monetary Policy Frameworks and Operations
Rossini, Renzo - 2014
Economic and financial integration has reshaped the monetary policy frameworks and transmission channels in the emerging market economies (EMEs) over the past two decades. Economic and financial linkages have become stronger, resulting in greater synchronization of business cycles across...
Persistent link: https://www.econbiz.de/10013067067
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Econometric VAR analysis of the effect of the foreign exchange reserves on macroeconomic variables in emerging countries : the case of BRIC countries
Krušković, Borivoje D. - In: Journal of central banking theory and practice 12 (2023) 3, pp. 87-109
This paper analyses the effects of the foreign exchange re-serves accumulation on the key nominal and real macroeconomicvariables (GDP, employment, prices and exchange rates) in BRICcountries (Brazil, Russia, India, China). VAR model was used toempirically examine the effect of accumulation of...
Persistent link: https://www.econbiz.de/10014566381
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313466
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313789
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Real exchange rate misalignment and economic growth in Nigeria (1960-2011)
Ibrahim, Waheed - In: CBN journal of applied statistics 7 (2016) 1, pp. 93-110
This paper examines the impact of real effective exchange rate misalignment on economic growth in Nigeria using an annual data spanning 1960 to 2011. The augmented growth model was estimated using purchasing power parity (PPP) and generalized method of moment (GMM) approaches. Through series of...
Persistent link: https://www.econbiz.de/10011460320
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How Would Capital Account Liberalisation Affect China’s Capital Flows and the Renminbi Real Exchange Rates?
He, Dong - 2012
In this paper we study the determinants of gross capital flows, project the size of China's international investment positions in 2020 and analyse the implications for the renminbi real exchange rates. We assume in this exercise that the renminbi will have largely achieved capital account...
Persistent link: https://www.econbiz.de/10013107558
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Currency Intervention : A Case Study of an Emerging Market
Fry, Renee - 2012
bank to contain excessive exchange rate volatility and to accumulate foreign reserves respectively. In the low volatility … appreciate, accumulating international reserves. The same model estimated for the global volatility period in the second part of … the sample shows the central bank intervening to mitigate excessive exchange rate volatility in line with the short …
Persistent link: https://www.econbiz.de/10013104448
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Commodity price effects on currencies
Cheung, Yin-Wong; Wang, Wenhao - 2022
Using quarterly data on four commodity exporting countries, we study the explanatory power of real commodity prices for predicting real effective exchange rates, with special attention to the separate roles of different sectoral commodity prices during alternative time periods. We find that the...
Persistent link: https://www.econbiz.de/10013383435