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Exchange rates and economic fundamentals : a methodological comparison of BEERs and FEERs

Clark, Peter Bentley; MacDonald, Ronald - In: Equilibrium exchange rates, (pp. 285-322). 1999

Persistent link: https://www.econbiz.de/10001409331

Currency spillovers and tri-polarity : a simultaneous model of the US Dollar, German Mark and Japanese Yen

MacDonald, Ronald; Marsh, Ian - 1999

Persistent link: https://www.econbiz.de/10013422838

Exchange Rates and Economic Fundamentals : A Methodological Comparison of Beers and Feers

MacDonald, Ronald - 1998

This paper compares two approaches for examining the extent to which a country’s actual real effective exchange rate is consistent with economic fundamentals: the FEER approach, which involves calculating the real exchange rate that equates the current account at full employment with...

Persistent link: https://www.econbiz.de/10014400711

Filtering the Beer : A Permanent and Transitory Decomposition

Clark, Peter B. - 2000

In this paper we extend the BEER (Behavioral Equilibrium Exchange Rate) approach which identifies an estimated equilibrium relationship between the real exchange rate and economic fundamentals. Here the economic fundamentals are decomposed using Johansen cointegration methods into transitory and...

Persistent link: https://www.econbiz.de/10014403514

Predictable Movements in Yen/DM Exchange Rates

Kongsamut, Qingying - 2000

movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support … auto-regressive property. These findings imply that movements in the nominal yen/DM exchange rate is actually predictable …

Persistent link: https://www.econbiz.de/10014399967

Pricing-to-market : the Japanese experience with a falling yen and the Asian crisis

Uctum, Merih - In: Review of international economics 11 (2003) 2, pp. 360-378

Persistent link: https://www.econbiz.de/10001760811

Firm predicted exchange rates and nonlinearities in pricing-to-market

Nguyen, Thi-Ngoc Anh; Satō, Kiyotaka - In: Journal of the Japanese and international economies : … 53 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012260550

Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports

Liu, Nan; Satō, Kiyotaka - 2024

Persistent link: https://www.econbiz.de/10014460718

Invoicing Currency and Exchange Rate Pass-Through in Japanese Imports : A Panel VAR Analysis

Yoshimi, Taiyo; Yoshimoto, Uraku; Itō, Takatoshi; … - National Bureau of Economic Research - 2024

elasticity in products invoiced in the exporter's currency is greater than those invoiced in yen. In the full sample analysis …, the ERPT elasticity was 0.75 for products invoiced in the exporter's currency, compared to about 0.19 for yen ….e., a currency other than yen or the exporter's currency). In addition, an asymmetric pass-through is found, namely the ERPT …

Persistent link: https://www.econbiz.de/10015072852

A dynamic econometrics system for the real yen-dollar rate

Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149

Persistent link: https://www.econbiz.de/10003491979