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Mexico: Determinants of the real exchange rate, 2001.01-2022.12. [PDF]
PLoS ONE, 2023 We estimate the determinants (terms of trade, tradable to non-tradable price differentials, interest rate differentials, forward exchange rate and risk premium) of the Mexican bilateral real exchange rate (q) for the short and long run by using an ...
Eduardo Loría, Lorenzo Nalin
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Real exchange rate misalignments [PDF]
International Review of Economics & Finance, 2010 Abstract This paper investigates episodes of real exchange rate appreciations and depreciations for a sample of 85 countries from 1960 to 1998. A Markov Switching Model is used to characterize real exchange rate misalignment series as stochastic autoregressive processes governed by two states corresponding to different means and variances.
Terra, Maria Cristina T. +1 more
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REAL EXCHANGE RATE MISALIGNMENTS: THE CASE OF THE INDONESIAN RUPIAH
Buletin Ekonomi Moneter dan Perbankan, 2021 This paper analyses the equilibrium price of the Indonesian Rupiah using the Synthetic Control Method (SCM) and assesses its misalignments. We find evidence of Rupiah misalignment, as the currency was undervalued for most periods, except for 1993-1996 ...
Rasbin Rasbin +3 more
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Real effective exchange rate-indicator of Serbia's competitiveness [PDF]
Ekonomski Pogledi, 2015 Current business conditions imply intensive relations and interdependence between national economies at the global level. In such economic environment, it is natural to give high importance to international economic relations, and to put forward the ...
Makivić Ranko
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Consumption Dynamics and Real Exchange Rates
SSRN Electronic Journal, 2001 The Paper investigates the role of the real exchange rate in relationships between consumption growth rates across countries when financial markets are integrated. The real exchange rate introduces a wedge between real marginal utilities of consumption in different countries and this wedge plays a prominent role in a number of new theories of ...
Morten O. Ravn
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Tourism industry: Role of the real effective exchange rate
Tourism & Management Studies, 2014 This paper aims to evaluate an econometric model of equilibrium for the Bulgarian foreign tourism industry. The main microeconomic assumptions of the model are the existence of identical consumers, identical composite tourism industry product and ...
Gancho Todorov Ganchev
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The impact of real exchange rates on real stock prices [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – The study examines the impact of real exchange rates and asymmetric real exchange rates on real stock prices in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom (UK), Germany, Hong Kong and Indonesia.
Hock Tsen Wong
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Economic Journal of Emerging Markets, 2009 The aim of this paper is to analyze the determination of real effective exchange rate in Indonesia for the period 1994.1-2004.6 using behavioral approach.
Didi Nuryadin
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The “real” exchange rate regime in China since 2015′s exchange rate reform
Asia and the Global Economy, 2023 Moving away from a fixed exchange rate in 2005, China has gradually enlarged the band of fluctuations of Renminbi (RMB) and implemented various reforms on its central parity to have a more flexible exchange rate regime.
Jinzhao Chen
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Persistent real exchange rates [PDF]
Journal of International Economics, 2006 Three well known facts that characterize exchange rate data are: (a) the high correlation between bilateral nominal and real exchange rates; (b) the high degree of persistence in real exchange rate movements; and (c) the high volatility of real exchange rates. This paper attempts a joint, albeit partial, rationalization of these facts in an environment
Alok Johri, Amartya Lahiri
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