fundamentals. We show that both exchange rate changes and flows are only weakly related to macroeconomic news announcements and …

rates to fundamentals in Engel and West (Exchange rate and fundamentals, Journal of Political Economy 2005, 113 (3), 485 …

This note revisits the temporal causality between exchange rates and fundamentals put forward by Engel and West (2005 … show that, considering information content beyond one-period ahead, the causal link between exchange rates and fundamentals … is stronger than previously reported. We find Granger-causality running from exchange rates to fundamentals at some …

exchange rates to economic fundamentals like the relative competitiveness of the Swiss export sector, accumulated current …

Colombia. We find that the nominal exchange rate is deremined by the nominal variables and the fundamentals and that the real … exchange rate is determined by the fundamentals but neutral to the nominal variables. Changes in the real exchange rates take …

exchange rates to economic fundamentals like the relative competitiveness of the Swiss export sector, accumulated current …

role for macroeconomic fundamentals, policy actions and the public debate by policy makers. It finds that the euro exchange … rate mainly danced to its own tune, with a particularly low explanatory power for macroeconomic fundamentals. Among the few …

We investigate the significance of fundamentals variables and uncertainty of appropriate models in one-, two-, four …-, and eight-quarter ahead forecasts of quarterly yen-dollar real exchange rates by using 16 fundamentals-based models and … the random walk model. Our empirical results show significance of fundamentals variables in two-, four-, and eight …