Search Results - subject:"Monetary fundamentals"

Modelo monetario del tipo de cambio : un análisis de cointegración

Catalán, Horacio - In: Economía informa 432 (2022), pp. 16-36

Persistent link: https://www.econbiz.de/10014339434

Monetary fundamental-based exchange rate model in Iran : applying a MS-TVTP approach

Hadian, Ebrahim; Sajedianfard, Najmeh - In: Iranian economic review : journal of University of Tehran 22 (2018) 2, pp. 557-578

Persistent link: https://www.econbiz.de/10012057402

Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria

Adawo, Monday A.; Effiong, Ekpeno L. - Volkswirtschaftliche Fakultät, … - 2013

unique long-run relationship between the nominal exchange rate and the traditional monetary fundamentals (money supply …

Persistent link: https://www.econbiz.de/10011108296

Understanding the sources of the exchange rate disconnect puzzle : a variance decomposition approach

Chou, Yu-Hsi - In: International review of economics & finance : IREF 56 (2018), pp. 267-287

Persistent link: https://www.econbiz.de/10012033697

Revisiting the relationship between exchange rates and fundamentals

Chen, Shiu-sheng; Chou, Yu-Hsi - In: Journal of macroeconomics 46 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011578034

Exchange Rate Dynamics and Monetary Fundamentals: A Cointegrated SVAR Approach for Nigeria

Effiong, Ekpeno L. - In: Global Business Review 15 (2014) 2, pp. 205-221

Are monetary fundamentals important determinants of the exchange rate behaviour in Nigeria? This article examines the … exchange rate to shocks in the monetary fundamentals mirrors the predictions of the monetary model. However, only the interest …

Persistent link: https://www.econbiz.de/10011139627

Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: Journal of International Financial Markets, … 21 (2011) 5, pp. 707-723

exchange rate determination came either from the exchange rate or from the monetary fundamentals. Moreover, based on a Regime …

Persistent link: https://www.econbiz.de/10010576375

MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006

UZ, Idil; DALAN, Mehrin - In: Applied Econometrics and International Development 9 (2009) 2

This study evaluates the short-run and long-run performance of the monetary model approach of exchange rate determination for the emerging economies like Argentina, Brazil, Taiwan and Turkey. The study is based on whether there is a cointegration relationship between the nominal exchange rate...

Persistent link: https://www.econbiz.de/10008566173

An Economic Evaluation of Empirical Exchange Rate Models

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - C.E.P.R. Discussion Papers - 2007

This paper provides a comprehensive evaluation of the short-horizon predictive ability of economic fundamentals and forward premia on monthly exchange rate returns in a framework that allows for volatility timing. We implement Bayesian methods for estimation and ranking of a set of empirical...

Persistent link: https://www.econbiz.de/10005123849

Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability

Abhyankar, Abhay; Sarno, Lucio; Valente, Giorgio - C.E.P.R. Discussion Papers - 2004

A major puzzle in international finance is the inability of models based on monetary fundamentals to produce better out … economic value to the predictive power of monetary fundamentals for the exchange rate. We estimate, using a framework that … rate forecasts from a monetary fundamentals model. In contrast to much previous research, we find that the economic value …

Persistent link: https://www.econbiz.de/10005666632