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Exchange rates and the money demand process ...

Savaş, Bilal (contributor) - 2008

The money demand process in Turkey during the period 1987:1-2002:3 can be explained better in the sense of Cagan (1956) rather than in the sense of Sargent et al. (1973). Cagan assumes the exogeneity of money. Sargent et al. suggest the endogeneity of money. Implicitly, the money supply process...

Persistent link: https://www.econbiz.de/10003719081

Inflation and Money Demand in Albania

Kalra, Sanjay - 2006

The paper uses a simple analytical framework to estimate relationships between prices, money, the exchange rate, and interest rates in Albania during 1993-97. The estimated parsimonious error correction model extends the findings of a growing literature on inflation and money demand in...

Persistent link: https://www.econbiz.de/10012782213

Changes in inflation predictability in major Latin American countries

Garcés Díaz, Daniel G. - 2016

Forecasts of inflation in the United States since the mid eighties have had smaller errors than in the past, but those conditional on commonly used variables cannot consistently beat the ones from univariate models. This paper shows through simple modifications to the classical monetary model...

Persistent link: https://www.econbiz.de/10011568466

Impacts of inflation on gold price and exchange rate in Vietnam : time-varying vs fixed coefficient cointegrations

Pham Dinh Long; Bui Quang Hien; Pham Thi Bich Ngoc - In: Asian journal of economics and banking : AJEB 6 (2022) 1, pp. 88-96

time-varying cointegration. Design/methodology/approach – Using cointegration techniques with fixed coefficient and time … - A significant inflation impacts are found with the time-varying cointegration but not with the fixed coefficient … cointegration models. Moreover, monetary policy affects exchange rate not only directly via its instruments as money supply and …

Persistent link: https://www.econbiz.de/10012939054

Asymmetric impact of exchange rate changes on money demand in Malaysia

Hussin Abdullah; El-Rasheed, Shehu; Hafizah Hammad … - In: Contemporary economics 16 (2022) 3, pp. 317-328

The relationship between exchange rate and money demand has long been debated among macroeconomists due to its impact on the stability of money demand and monetary policy. Following the significant depreciation in the currency exchange associated with the political instability in Malaysia in...

Persistent link: https://www.econbiz.de/10013459224

Financial development and dollarization in Ghana : an empirical investigation

Tweneboah, George; Gatsi, John Garchie; Asamoah, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-21

This study strengthens the frontiers of research on the drivers of dollarization in emerging economies by exploring the case of Ghana using the autoregressive distributed lag modelling framework. The data for the study spanned from January 2002 to March 2016. The evidence suggests that...

Persistent link: https://www.econbiz.de/10014232353

Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?

Beckmann, Joscha; Czudaj, Robert - 2013

Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...

Persistent link: https://www.econbiz.de/10009771139

Measuring the impact of exchange rate movements on domestic prices : a cointegrated VAR analysis

Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014

This paper measures the pass-through of exchange rate changes into domestic inflation within a cointegrated VAR (CVAR) framework. This issue is of particular interest for the euro area (EA) as Member Sates cede their national currencies and no longer have options of using monetary policy to...

Persistent link: https://www.econbiz.de/10011346364

Exchange rate pass-through in Russia

Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014

The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...

Persistent link: https://www.econbiz.de/10011398366

Asymmetric J-curve : evidence from UK-German commodity trade

Bahmani-Oskooee, Mohsen; Karamelikli, Huseyin - In: Empirica : journal of european economics 48 (2021) 4, pp. 1029-1081

Persistent link: https://www.econbiz.de/10012651696

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