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Exchange Rate Dynamics in Indonesia : 1980-1998
Saxena, Sweta C. - 2004
This paper estimates the equilibirum level of the real exchange rate for Indonesia in order to measure the extent of … using cointegration approach, unobserved component model and structural vector autoregression (SVAR). The paper uses these …
Persistent link: https://www.econbiz.de/10014073319
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Econometric analysis of real exchange rate shocks and real growth of the tourism sector in South Africa
Muzindutsi, Paul-Francois; Manaliyo, Jean Claude - In: International journal of monetary economics and finance 11 (2018) 3, pp. 205-214
Persistent link: https://www.econbiz.de/10011971082
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The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
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A cointegration of the exchange rate and macroeconomic fundamentals : the case of the Indonesian Rupiah vis-á-vis currencies of primary trade partners
Salim, Agus; Shi, Kai - In: Journal of risk and financial management : JRFM 12 (2019) 2/87, pp. 1-17
determinants in some countries. To revisit this puzzle in an emerging market currency, we analyzed the cointegration of the …
Persistent link: https://www.econbiz.de/10012022085
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
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Real exchange rate misalignment and economic growth in Nigeria
Raji, R. O.; Akinbobola, T. O. - In: The Indian journal of economics 89 (2008) 1, pp. 19-43
Persistent link: https://www.econbiz.de/10003740024
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Testing purchasing power parity in transformed ECM with nonstationary disequilibrium error
Kim, Yun-yeong; Park, Joon Y. - In: Economic papers 11 (2008) 2, pp. 75-95
Persistent link: https://www.econbiz.de/10003796527
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International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006
Persistent link: https://www.econbiz.de/10003425988
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Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688531
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New evidence on the monetary approach of exchange rate determination in Mexico : 1994 -2007 ; a cointegrated SVAR model
Loría Díaz, Eduardo; Sánchez, Armando; Salgado, Uberto - In: Journal of international money and finance 29 (2010) 3, pp. 540-554
Persistent link: https://www.econbiz.de/10003947776