Search Results - subject:"Exchange Rate Dynamics"

Former Yugoslav Republic of Macedonia; Selected Issues

International Monetary Fund (IMF); International … - 2006

The paper analyzes the export performance and external competitiveness in FYR Macedonia. It describes the trends in the account balance, external vulnerabilities, and different approaches to estimate the equilibrium real exchange rate; and reviews economic growth experience and prospects and...

Persistent link: https://www.econbiz.de/10011244136

Mauritius; Selected Issues and Statistical Appendix

International Monetary Fund (IMF); International … - 2006

The empirical study shows that the equilibrium real exchange rate in Mauritius has been affected by the terms of trade, as well as by other fundamental determinants. It assesses the challenges posed to Mauritiusâ€™s trade performance by the expiration of the preferential trade arrangements....

Persistent link: https://www.econbiz.de/10011244211

CURRENT ACCOUNT ADJUSTMENTS AND REAL EXCHANGE RATES IN EUROPEAN TRANSITION ECONOMIES

MIRDALA, Rajmund - In: Journal of Applied Economic Sciences Quarterly VIII (2013) 2, pp. 210-227

economies, there is still a substantial potential to analyze price effects of real exchange rate dynamics on current account … accounts may reveal causal relationship between real exchange rate dynamics and international competitiveness in order to … relationship between real exchange rate dynamics and current account adjustments (in countries with different exchange rate …

Persistent link: https://www.econbiz.de/10010897984

Causes of nonlinearities in low-order models of the real exchange rate

Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Journal of International Economics 91 (2013) 1, pp. 128-141

, nontraded goods, and incomplete markets, can generate nonlinear real exchange rate dynamics that are consistent with those found …

Persistent link: https://www.econbiz.de/10010906909

Can cross-country portfolio rebalancing give rise to forward bias in FX markets?

Chang, Sanders S. - In: Journal of International Money and Finance 32 (2013) C, pp. 1079-1096

This paper develops a model of exchange rate dynamics that takes into account positions in foreign and domestic …

Persistent link: https://www.econbiz.de/10011048530

Portfolio reallocation and exchange rate dynamics

Ding, Liang; Ma, Jun - In: Journal of Banking & Finance 37 (2013) 8, pp. 3100-3124

This paper explains exchange rate dynamics by linking financial customers’ foreign exchange order flow with their …

Persistent link: https://www.econbiz.de/10010679281

Volatility and persistence of simulated DSGE real exchange rates

Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Economics Letters 119 (2013) 1, pp. 38-41

We investigate the time series properties of both filtered and unfiltered real exchange rate series produced by DSGE models that feature local currency pricing, home bias, nontraded goods, and incomplete markets. Detrended series produced by several specifications approach the empirically...

Persistent link: https://www.econbiz.de/10010662381

Causes of nonlinearities in low-order models of the real exchange rate

Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Journal of international economics 91 (2013) 1, pp. 128-141

Persistent link: https://www.econbiz.de/10009793111

Portfolio reallocation and exchange rate dynamics

Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124

Persistent link: https://www.econbiz.de/10009777107

Exchange Rates and Markov Switching Dynamics

Cheung, Yin-wong; Erlandsson, Ulf G. - Hong Kong Institute for Monetary Research (HKIMR), … - 2005

This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach is adopted to circumvent the statistical inference problem inherent in the test of regime-switching behavior. Two data...

Persistent link: https://www.econbiz.de/10005435836