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Regime linkages in the US/UK real exchange rate-real interest differential relation
Kanas, Angelos - In: Journal of international money and finance 24 (2005) 2, pp. 257-274
Persistent link: https://www.econbiz.de/10002635914
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Modelling the Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation : A Multivariate Regime Switching Approach
Kanas, Angelos - 2005
period 1959-2002, using a bivariate Markov switching vector autoregression model. We find strong evidence of volatility …
Persistent link: https://www.econbiz.de/10014066444
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Interest Rates, Exchange Rates and World Monetary Policy
Floyd, John E. - 2010
A Theoretical Framework -- Specifications and Assumptions -- Underlying Equilibrium Growth Paths -- Variations in Employment -- Some Important Implications -- Exchange Rate Overshooting -- Exchange Rate Determination -- Issues Regarding Exchange Rate Determination -- Time Series Properties of...
Persistent link: https://www.econbiz.de/10013521314
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Exchange rate puzzles : evidence from rigidly fixed nominal exchange rate systems
Engel, Charles; Zhu, Feng - 2019
Persistent link: https://www.econbiz.de/10012051574
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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Monetäre Modelle der Wechselkurserklärung
Dreger, Christian - 1996
Persistent link: https://www.econbiz.de/10000923735
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Threshold cointegration and nonlinear adjustment to the law of one price
Lo, Ming Chien; Zivot, Eric - In: Macroeconomic dynamics 5 (2001) 4, pp. 533-576
Persistent link: https://www.econbiz.de/10001625168
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Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Taylor, Mark P. - 2001
Persistent link: https://www.econbiz.de/10013423283
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Testing three models in international economics : the Purchasing Power Parity model, the Interest Rate Parity model and the monetary model : the case of the Turkish Lira and the US...
Vasilev, Aleksandar; Pavlov, Plamen; Rainov, Stefan; … - 2002
The goal of this empirical project is to test the validity of three economic models - The General Monetary, The Purchasing Power Parity and The Interest Rate Parity models in Turkey - basing on quarterly data for the period 1975 - 1999. The project takes into account the serious economic shocks...
Persistent link: https://www.econbiz.de/10011427574