Similar Search Results

Real Exchange Rates and the Relative Prices of Non-Traded and Traded Goods : An Empirical Analysis

Groen, Jan J.; Lombardelli, Clare - 2005

This paper provides an empirical analysis of the decomposition of UK real exchange rates into the relative price of traded goods and the ratio of the relative price of non-traded to traded goods, and tests the prediction that deviations from the law of one price in tradable goods dominate real...

Persistent link: https://www.econbiz.de/10014067787

Sources of real exchange rate variability in Central and Eastern European countries : evidence from structural Bayesian MSH-VAR models

Da̜browski, Marek A.; Kwiatkowski, Łukasz; … - In: Central European journal of economic modelling and … 12 (2020) 4, pp. 369-412

Persistent link: https://www.econbiz.de/10012421146

Monetary policy and exchange rate anomalies in set-identified SVARs : revisited

Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092

Persistent link: https://www.econbiz.de/10014474414

Dissecting real exchange rate fluctuations in China

Chen, Yong; Liu, Dingming - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 288-306

Persistent link: https://www.econbiz.de/10012122877

Using long-run restrictions to investigate the sources of exchange rate fluctuations

Tien, Pao-lin - 2009

Persistent link: https://www.econbiz.de/10003942572

Sources of asymmetric shocks: the exchange rate or other culprits?

Skorepa, Michal; Komárek, Luboš - In: Economic systems 39 (2015) 4, pp. 654-674

Persistent link: https://www.econbiz.de/10011532479

An investigation into the sources of depreciations in Mongolian Tugrik exchange rate : a structural VAR approach

Ganbayar, Gunbileg - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-16

rates by estimating the structural vector autoregressive (SVAR) model over the period January 1994-May 2021 and decomposing … years after a nominal shock hits the economy. The long-run effect of a monthly one standard deviation nominal shock on … indicates that the nominal shock plays a significant role in explaining the depreciation in nominal MNT exchange rate over the …

Persistent link: https://www.econbiz.de/10012795308

What are sources of real exchange rate fluctuations?

Lee, Keun-yeong - In: Korea and the world economy 17 (2016) 3, pp. 389-417

Persistent link: https://www.econbiz.de/10011600484

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

Time-Varying Dynamics of the Real Exchange Rate : A Structural VAR Analysis

Mumtaz, Haroon; Sunder-Plassmann, Laura - 2010

-varying structural vector autoregression to investigate the role of demand, supply and nominal shocks and consider their impact on, and … recent VAR studies on exchange rate dynamics where the analysis is limited to a time-invariant setting. Our main results are …

Persistent link: https://www.econbiz.de/10014197083