Results 41 to 50 of about 2,433,644 (137)
Determinants of the Swiss Franc Real Exchange Rate
, 2015 SummaryWe conduct an empirical investigation of the determinants of the Swiss franc real exchange rate. Theory and related empirical papers suggest various specific factors as potential determinants We select some of these factors, and test their ...
Tommaso Mancini Griffoli +3 more
semanticscholar +1 more source
Estimation of the Behavioral Equilibrium Real Exchange Rate of the Czech Koruna [PDF]
, 2010 Purpose of the article The paper examines the behavior of the real exchange rate in the Czech Republic. It focuses on the analysis of its driving forces with the emphasis on the turbulences which have been lately seen in the financial and real sector of ...
Pošta, Vít
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The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries
Journal of Risk and Financial Management, 2020 The exchange rate is a key macroeconomic factor that affects international trade and the real economy of each country. The development of international trade creates conditions where volatility comes with the exchange rate.
Fatbardha Morina +4 more
semanticscholar +1 more source
A Non-Linear Multivariate Model of the U.K. Real Exchange Rate [PDF]
, 2001 This paper discusses linearity testing for the UK real exchange rate within a multivariate framework. First we estimate a long-run real exchange rate relationship within a system involving real wages, the unemployment rate and the real price of oil ...
Milas, C
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Non-linear multivariate adjustment of the UK real exchange rate [PDF]
, 2003 Based on a multivariate non-linear model, this paper recognises an important role for the real exchange rate in affecting UK labour market conditions. The short-run real exchange rate adjusts quickly to disequilibrium deviations of the real exchange rate
Milas, C.
core
Capital flows, exchange rate flexibility, and the real exchange rate
Journal of Macroeconomics, 2011 This paper analyzes the impact of capital inflows and exchange rate flexibility on the real exchange rate in developing countries based on panel cointegration techniques. The results show that public and private flows are associated with a real exchange rate appreciation.
Jean-Louis Combes +2 more
openaire +4 more sources
On openness and real exchange rate volatility [PDF]
, 2008 We address the puzzle concerning the inverse relationship between openness and real exchange rate volatility. We argue that the relationship can be explained by increased openness facilitating purchasing power parity. Using New Zealand data, we show that
Bano, Sayeeda, Holmes, Mark J.
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Fiscal Policy and the Real Exchange Rate
SSRN Electronic Journal, 2011 This paper examines the mechanisms through which government spending affects the dynamics of the real exchange rate. Using a two-sector dependent open economy model with intersectoral mobility costs for private capital, we show that public investment generates (i) a nonmonotonic U-shaped adjustment path for the real exchange rate with sharp ...
Santanu Chatterjee, Azer Mursagulov
openaire +6 more sources
Real exchange rate volatility, financial crises and exchange rate regimes [PDF]
Applied Economics, 2014 This paper examines real exchange rate (RER) volatility in eighty countries around the world, during the period 1970 to 2011. Two main questions are raised: are structural breaks in RER volatility related to changes in exchange-rate regimes or financial crises? And do these two events affect the permanent and transitory components of RER volatility? To
Morales-Zumaquero, Amalia +1 more
openaire +4 more sources
The sources of Real Exchange Fluctuations in Developing Countries : an Econometric Investigation [PDF]
, 2004 In this paper we address the two following questions: (1) what are the major sources of real exchange rate fluctuations in developing countries? (2) do economic policy makers have room to face possible real exchange rate fluctuations?
Drine, Imed, Rault, Christophe
core +1 more source