Search Results - subject:"Exchange Rate Dynamics"

International Monetary Fund (IMF); International … - 2008

This paper examines Romaniaâ€™s external stability risks. Recent Romanian data indicate high increases in real wages, not matched by comparable productivity gains. Both the government and the National Bank of Romania (NBR) have highlighted the importance of a responsible and stabilizing...

Persistent link: https://www.econbiz.de/10011245115

Exchange Rate Assessments; CGER Methodologies

Lee, Jaewoo; Ostry, Jonathan David; Prati, Alessandro; … - International Monetary Fund (IMF) - 2008

The rapid increase in international trade and financial integration over the past decade and the growing importance of emerging markets in world trade and GDP have inspired the IMF to place stronger emphasis on multilateral surveillance, macro-financial linkages, and the implications of...

Persistent link: https://www.econbiz.de/10011245901

Nonlinearities in the real exchange rates : new evidence from developed and developing countries

Ahmad, Yamin; Lo, Ming Chien; Staveley-O'Carroll, Olena M. - In: Applied economics 51 (2019) 25, pp. 2731-2743

Persistent link: https://www.econbiz.de/10012196737

Financial flows and economic growth in developing countries

Combes, Jean-Louis; Kinda, Tidiane; Ouedraogo, Rasmane; … - In: Economic modelling 83 (2019), pp. 195-209

Persistent link: https://www.econbiz.de/10012205605

Exchange-rate overshooting: An analysis for intermediate macro

Natividad-Carlos, Fidelina B. - 2014

While exchange rate dynamics is an important topic in open economy macroeconomics, the standard tool commonly used to … introduce exchange rate dynamics - the Dornbusch (1976) seminal paper along with phase diagram - is not well-suited for … Dornbusch's idea of exchange rate dynamics. In addition, it also attempts to bridge the gap between undergraduate teaching and …

Persistent link: https://www.econbiz.de/10011335578

Exchange-Rate Overshooting: An Analysis for Intermediate Macro

Natividad-Carlos, Fidelina B. - School of Economics, University of the Philippines at … - 2014

While exchange rate dynamics is an important topic in open economy macroeconomics, the standard tool commonly used to … introduce exchange rate dynamics - the Dornbusch (1976) seminal paper along with phase diagram - is not well-suited for … Dornbusch’s idea of exchange rate dynamics. In addition, it also attempts to bridge the gap between undergraduate teaching and …

Persistent link: https://www.econbiz.de/10011097392

On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014

In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...

Persistent link: https://www.econbiz.de/10011110289

On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014

Persistent link: https://www.econbiz.de/10011156962

NON-PARAMETRIC SIGN TEST AND PAIRED SAMPLES TEST OF EFFECTIVENESS OF OFFICIAL FX INTERVENTION

Marinković, Srđan - In: Economic Annals 59 (2014) 202, pp. 107-130

This article is an event study of the effectiveness of official foreign exchange interventions by the National Bank of Serbia (NBS) in the RSD/EUR market. As the NBS does not have a formally modelled response function we assume that it intervenes as is expected according to its mandate, i.e., to...

Persistent link: https://www.econbiz.de/10011120346

A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation

Flaschel, Peter; Hartmann, Florian; Malikane, Chris; … - Institut für Empirische Wirtschaftsforschung, … - 2014

The paper investigates the emergence of complex market expectations (opinion dynamics) around nominal exchange rate adjustments using a macro-financial model of a small open economy featuring heterogeneous expectation formation (chartists and fundamentalists) and gradual adjustment processes in...

Persistent link: https://www.econbiz.de/10011182988