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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?

Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001

This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...

Persistent link: https://www.econbiz.de/10011473872

The Sources of Real Exchange Rate Fluctuations in Pakistan

Khan, Muhammad Luqman - 2010

This study examines the sources of real exchange rate fluctuations in Pakistan and use the SVAR (Structure Vector Autoregressive) technique to analysis the impact of different macroeconomics shocks for fluctuation in real exchange rate of Pak rupee. According to Blanchard and Quah (1999), the...

Persistent link: https://www.econbiz.de/10013137655

Real & Nominal Foreign Exchange Volatility Effects on Exports - The Importance of Timing

Cotter, John - 2007

This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the Goldstein-Khan two country imperfect substitutes model for bilateral trade, we identify the overall effect into both a timing as well as a size impact. We find that the size...

Persistent link: https://www.econbiz.de/10012729747

Some Further Evidence on Exchange-Rate Volatility and Exports

Hondroyiannis, G.; Swamy, P.A.V.B; Tavlas, G. S.; Ulan, … - 2022

elasticities of demand for industrial-country exports might differ from those of industrial countries. Five estimation techniques …, including a generalized method of moments (GMM) and random coefficient (RC) estimation, are employed on panel data covering the … estimation period 1977:1-2003:4 using three measures of volatility. In contrast to recent studies employing panel data, we do not …

Persistent link: https://www.econbiz.de/10014080676

Exchange rate volatility in Nigeria : consistency, persistency & severity analyses

Adeoye, Babatunde W.; Atanda, Akinwande A. - In: CBN journal of applied statistics 2 (2011) 2, pp. 29-49

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates...

Persistent link: https://www.econbiz.de/10011477452

Relationships between exchange rate regime, real exchange rate volatility and currency structure of government bonds in emerging markets

Dudzich, Viktar - In: Národohospodářský obzor : časopis věnovaný … 20 (2020) 1, pp. 3-22

Public foreign currency borrowing is a common problem of emerging markets. Scholars named it the original sin of foreign debt. It has a proven negative influence on economic growth and development, undermining financial stability, and increasing the probability of monetary crises. The roots of...

Persistent link: https://www.econbiz.de/10012242309

Sectoral R&D intensity and exchange rate volatility : a panel study for OECD countries

Mahagaonkar, Prashanth; Schweickert, Rainer; Chavali, … - 2009

A recent literature has pointed at potential negative effects of exchange rate volatility on innovation. In this paper, we propose that there may be a direct effect as well as an indirect effect via export activity. We test these hypotheses for sectoral R&D intensities using OECD panel data for...

Persistent link: https://www.econbiz.de/10003864485

Sectoral R&D intensity and exchange rate volatility : a panel study on economies of the OECD

Mahagaonkar, Prashanth; Schweickert, Rainer; Chavali, … - 2009

Persistent link: https://www.econbiz.de/10003887126

International investment positions and exchange rate dynamics

Binder, Michael; Offermanns, Christian J. - 2014

We revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we make use of a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular, in our model the...

Persistent link: https://www.econbiz.de/10010414236

Exchange Rates and Prices : Sources of Sterling Real Exchange Rate Fluctuations, 1973-94

Astley, Mark S.; Garratt, Anthony - 1999

This paper attempts to identify the sources of U.K. exchange rate and relative consumer price fluctuations between 1973 and 1994. We follow Clarida and Gali (1994) in using the Blanchard and Quah (1989) structural VAR (SVAR) method to identify the effects of three structural shocks within a...

Persistent link: https://www.econbiz.de/10014209306

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