Results 251 to 260 of about 359,866 (303)

Tax Effects on the Real Exchange Rate [PDF]

open access: possibleReview of International Economics, 2007
AbstractThis study examines the impact of taxes on the real exchange rate through their marginal effects on economic activity. We hypothesize that an increase in the capital interest tax rate leads to real domestic currency depreciation while an increase in wage or consumption tax rates leads to a real domestic currency appreciation.
Stacie Beck, Cagay Coskuner
openaire   +1 more source

Effective exchange rates 1879-1913

European Review of Economic History, 2000
This article constructs nominal and real multilateral effective exchange rates for Britain, France, Germany and the US during the period of the classical Gold Standard, 1879–1913. The new data indicate that the major industrial countries saw trend variations in their nominal effective rates, which appear to have been stochastic in nature, and ...
S. Solomou, L. Catao
openaire   +1 more source

Productivity Shocks and Real Effective Exchange Rates

Review of Development Economics, 2015
AbstractThis paper provides new insights into the relationship between exchange rates and productivity developments forEuropean Economies. We focus on the question whether productivity changes have a long‐run impact on real effective exchange rates for a large number ofEuropean economies.
Beckmann, Joscha   +2 more
openaire   +2 more sources

Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes [PDF]

open access: possible, 1998
We examine the relationship between the short-term volatility of the effective Real Exchange Rate (RER) and the degree of flexibility of the nominal exchange rate. Existing evidence demonstrates that the short-term variance of bilateral RERs is on average about 12 times higher under floating nominal exchange rate regimes than under fixed regimes.
Christopher Kent, Rafic Naja
openaire  

Announcement effects on exchange rates

International Journal of Finance & Economics, 2008
AbstractAn asset pricing model for exchange rate determination is presented, where technical analysis in currency trade is incorporated in the form of a moving average technique. As a result, the model has jmax+1 rational expectations equilibria (REE), where jmax is large, since jmax past exchange rates affect the current rate due to technical analysis.
openaire   +1 more source

Evaluation of exchange rate forecasts for the krona’s nominal effective exchange rate [PDF]

open access: possible, 2001
In this paper we evaluate the out of sample forecasting performance of a large number of models belonging to a popular class of exchange rate models. Forecasts of the Swedish nominal effective exchange rate for the period 1980-2000 are performed using both single equation estimation and VAR approaches.
Degrér, Henrik   +2 more
openaire   +1 more source

The effects of exchange rate regimes on real exchange rate misalignment

International Review of Applied Economics, 2017
The literature on exchange rate regimes has paid little attention to the effects of exchange rate policies on real exchange rate misalignments.
openaire   +1 more source

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