Real exchange rate - Open Access .click

2022
We provide a novel daily decomposition of the real exchange rate that exploits a direct link between bond and foreign exchange (FX) markets. Real exchange rate dynamics can be attributed to changes in the expected future level of the exchange rate; cross-country differentials of expected inflation, yields and bond term premia; and an FX risk premium ...
Feunou, Bruno +2 more
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How Real are Real Exchange Rates?

International Economic Journal, 1997
This Paper analyzes the role of real disturbances in the real dollar exchange rates of the mark, yen and the pound both during the post-1973 float and in the long-run historical date. The results indicate dominate roles of real shocks in all three exchange rates in the post-1973 float although a substantial portion of short-run variations in the mark ...
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On Exchange Rates, Nominal and Real

Journal of International Money and Finance, 1998
Abstract The paper first develops an Australian `commodity currency' exchange rate model, which is extended to deal with real exchange rates as well. The nominal and real exchange-rate versions are then tested on Swiss data for the post-Bretton Woods period.
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Non Tradable Goods and the Real Exchange Rate

SSRN Electronic Journal, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rabanal, Pau, Tuesta, Vicente
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1. no poverty
jel:f41
jel:f31

exchange rate
exchange rate regime
ddc:330

f31
real exchange rates
real effective exchange rate