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Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate

Hunter, John; Ali, Faek Menla - In: Economic modelling 40 (2014), pp. 42-51

Persistent link: https://www.econbiz.de/10010425740

Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach

Caporale, Guglielmo Maria; Pittis, Nikitas - 1998

Persistent link: https://www.econbiz.de/10000667260

Fiscal shocks and real exchange rate dynamics : some evidence for Latin America

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641715

Fiscal shocks and real exchange rate dynamics : some evidence for Latin America

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641983

Are the Baltic countries ready to adopt the euro? : a generalised purchasing power parity approach

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739809

Real exchange rates in Latin America : the PPP hypothesis and fractional integration

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769811

Sources of real exchange rate volatility and international financial integration : a dynamic GMM panel data approach

Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009

Persistent link: https://www.econbiz.de/10003838905

Cointegration tests of PPP : do they also exhibit erratic behaviour?

Caporale, Guglielmo Maria; Hanck, Christoph - In: Applied economics letters 16 (2009) 1/3, pp. 9-15

Persistent link: https://www.econbiz.de/10003822534

Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226

Persistent link: https://www.econbiz.de/10003822964

International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009

The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...

Persistent link: https://www.econbiz.de/10003889635