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Sources of real exchange rate fluctuations : the role of supply shocks revisited ; conference paper
Gehrke, Britta; Yao, Fang - 2013 - This version: August 2013
, we extend the concept of supply shocks beyond the productivity shock towards labor supply shocks. Our analysis …
Persistent link: https://www.econbiz.de/10010344601
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Phillips curve shocks and real exchange rate fluctuations : SVAR evidence
Gehrke, Britta; Yao, Fang - 2014
Steinsson (2008) shows that real shocks that affect the New Keynesian Phillips curve explain the behavior of the real exchange rate in a sticky-price business cycle model. This paper reveals that these shocks are important for the volatility of the real exchange rate in the data. In a structural...
Persistent link: https://www.econbiz.de/10010400806
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...
Persistent link: https://www.econbiz.de/10011473872
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The Sources of Real Exchange Rate Fluctuations in Pakistan
Khan, Muhammad Luqman - 2010
This study examines the sources of real exchange rate fluctuations in Pakistan and use the SVAR (Structure Vector Autoregressive) technique to analysis the impact of different macroeconomics shocks for fluctuation in real exchange rate of Pak rupee. According to Blanchard and Quah (1999), the...
Persistent link: https://www.econbiz.de/10013137655
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China : Sources of Real Exchange Rate Fluctuations
Wang, Tao - 2006
This paper reviews the evolution of China`s real effective exchange rate between 1980 and 2002, and uses a structural vector autoregression model to study the relative importance of different types of macroeconomic shocks for fluctuations in the real exchange rate. The structural decomposition...
Persistent link: https://www.econbiz.de/10012783233
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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
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 … last three decades. Our recommendation is to stop “cash handling” policy, minimize monetary shock, and coordinate fiscal …
Persistent link: https://www.econbiz.de/10012795308
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Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe - Temporary Or Permanent?
Stazka-Gawrysiak, Agnieszka - 2021
of nominal exchange rates as shock absorbing instruments - were not the decisive factor behind these countries' decisions …
Persistent link: https://www.econbiz.de/10013317271
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Time-Varying Dynamics of the Real Exchange Rate : A Structural VAR Analysis
Mumtaz, Haroon; Sunder-Plassmann, Laura - 2010
The aim of this paper is to explore the evolution of real exchange rate dynamics over time. We use a time-varying structural vector autoregression to investigate the role of demand, supply and nominal shocks and consider their impact on, and contribution to fluctuations in, the real exchange...
Persistent link: https://www.econbiz.de/10014197083
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Sources of Fluctuations in the Real Exchange Rate in Morocco
Azzouzi, Asmae; Bousselhami, Ahmed - 2021
important role in explaining real exchange rate fluctuations. Therefore, the exchange rate plays a role as a shock absorber in …
Persistent link: https://www.econbiz.de/10013311614
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Asymmetric shocks and the Role of Exchange Rate in Emerging Markets : Evidence from India
De, Kuhelika - 2023
absorb shocks in the long run, itplays a more dominant role as a source of shock in the short run. This study holdsimportant …
Persistent link: https://www.econbiz.de/10014353600