Search Results - subject:"Monetary Model"

Time-varying Cointegration Models and Exchange Rate Predictability in Korea

Park, Soo Kyung; Park, Choel Beom - In: KDI Journal of Economic Policy 37 (2015) 4, pp. 1-20

monetary model for Korean won/US dollar exchange rate. Various specification tests demonstrate that Korean data are more … coefficients are compared, an in-sample analysis shows that the time-varying PPP (monetary model) has better predictive power over …

Persistent link: https://www.econbiz.de/10012034789

The failure of the monetary model of exchange rate determination

Afat, Dinçer; Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Applied economics 47 (2015) 43/45, pp. 4607-4629

Persistent link: https://www.econbiz.de/10011380534

Short-term exchange rate predictability

Ren, Yu; Wang, Qin; Zhang, Xiangyu - In: Finance research letters 28 (2019), pp. 148-152

Persistent link: https://www.econbiz.de/10012388044

An artificial neural network-based approach to the monetary model of exchange rate

Ince, Huseyin; Cebeci, Ali Fehim; Imamoglu, Salih Zeki - In: Computational economics 53 (2019) 2, pp. 817-831

Persistent link: https://www.econbiz.de/10012134875

Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study

Ibhagui, Oyakhilome - In: Research in international business and finance 47 (2019), pp. 279-303

Persistent link: https://www.econbiz.de/10012135734

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362

Persistent link: https://www.econbiz.de/10012139586

Time-Varying Neutral Interest Rateâ€”The Case of Brazil

Perrelli, Roberto; Roache, Shaun K. - International Monetary Fund (IMF) - 2014

Emerging markets have experienced a sizeable decline in their neutral real interest rates until recently. In this paper we try to identify the main factors that contributed to it, with a focus on Brazil. We estimate an interval for Brazilâ€™s time-varying neutral rate based on a range of...

Persistent link: https://www.econbiz.de/10011142065

The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets

Egert, Balazs; Kocenda, Even - 2013

equilibrium exchange rate based on a monetary model. Second, we employ a high-frequency GARCH model to estimate the effects of the …

Persistent link: https://www.econbiz.de/10010317018

Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data

de Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary Economics 7 (2013) 1, pp. 19-32

Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A … decided to test the long-run monetary model of exchange rate determination for the South African Rand relative to the US … Dollar using annual data from 1910 - 2010. The results provide some support for the monetary model in that long-run co …

Persistent link: https://www.econbiz.de/10010436043

Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration

Gupta, Rangan; Stander, Lardo - Department of Economics, Faculty of Economic and … - 2013

Conventional models of social status purport a positive infl ation-growth relationship, and attribute this empirical contradiction to the presence of a consumer's desire for social status. These models are dominated by a substitution effect of money holdings for capital holdings, as an increase...

Persistent link: https://www.econbiz.de/10011095429