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  • Search: subject:"exchange rate persistence"
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Year of publication
Subject
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Real Exchange Rate Persistence 5 Purchasing Power Parity 4 Aggregation 3 Kaufkraftparität 2 Parameter Heterogeneity 2 Real exchange rate persistence 2 exchange rate persistence 2 exchange rate regime 2 panel unit roots 2 real exchange rate persistence 2 Backus-Smith puzzle 1 Central bank’s transparency 1 Estimation 1 Exchange Rate Persistence 1 Half-Lives 1 Hysteresis 1 IKE risk-premium model 1 International Comovements 1 Law of One Price Deviations 1 Monetary Policy 1 Non-Linearities 1 Panel 1 Parameter Heterogeneity. 1 Physical Volume 1 Physical Weight 1 Purchasing power parity 1 Real Exchange Rates 1 SETAR model 1 Schätzung 1 Temporal Aggregation 1 Theorie 1 Theory 1 Threshold Autregres-sive Models 1 US-Dollar 1 Unit Root Test 1 Vertical International Trade 1 Vertical international trade 1 Wechselkurssystem 1 Welt 1 forward-rate biasedness 1
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Online availability
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Free 13
Type of publication
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Book / Working Paper 13
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 7 English 6
Author
All
Imbs, Jean 3 Mumtaz, Haroon 3 Ravn, Morten O. 3 Dreger, Christian 2 Girardin, Eric 2 Rey, Helene 2 Ahmad, Yamin 1 Ambler, Steve 1 Berka, Martin 1 Craighead, William 1 Dai, Meixing 1 Hakizimana, Emmanuel 1 Huang, Kevin 1 Huang, Kevin X. D. 1 Kozlova, Olesia 1 Liu, Z. 1 Liu, Zheng 1 Rey, Hélène 1 Sidiropoulos, Moïse 1 Spyromitros, Eleftherios 1 Thoenissen, Christoph 1
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Institution
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Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Applied Economics, Utah State University 1 Economics Department, University of Wisconsin-Whitewater 1 Job Market Papers 1 Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 1
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Published in...
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Cahiers de recherche CREFE / CREFE Working Papers 2 IEHAS Discussion Papers 2 MPRA Paper 2 2013 Papers 1 CDMA Working Paper Series 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Kutatóközpont 1 Working Papers / Department of Applied Economics, Utah State University 1 Working Papers / Economics Department, University of Wisconsin-Whitewater 1
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Source
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RePEc 10 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 10 of 13
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Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries
Kozlova, Olesia - Job Market Papers - 2013
This paper examines the stability of the basic regression underpinning the forward-discount anomaly for 20 developed and 32 developing countries. It finds that the correlation between the change of the spot exchange rate and forward discount is piece-wise linear in every country, involving...
Persistent link: https://www.econbiz.de/10010706331
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Temporal Aggregation and Purchasing Power Parity Persistence
Ahmad, Yamin; Craighead, William - Economics Department, University of Wisconsin-Whitewater - 2010
This paper uses a unique new monthly US-UK real exchange rate series for the January 1794 – December 2009 period to reexamine the academic debate over purchasing power parity (PPP). The consensus view described by Rogoff (1996) is that PPP holds in the long-run, but short run deviations are...
Persistent link: https://www.econbiz.de/10009193273
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Monetary policy transparency and inflation persistence in a small open economy
Dai, Meixing; Sidiropoulos, Moïse; Spyromitros, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
Using a New Keynesian small open economy model, we examine the effects of central bank transparency on inflation persistence. We have found that more opacity could reinforce the effect of persistent shocks on the level and variability of endogenous variables if the difference between the...
Persistent link: https://www.econbiz.de/10005837058
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Exchange rate dynamics, asset market structure and the role of the trade elasticity
Thoenissen, Christoph - Centre for Dynamic Macroeconomic Analysis, University … - 2008
markets can address the exchange rate volatility puzzle, the exchange rate persistence puzzle, the consumption real exchange … relationship between real exchange rate persistence and the elasticity of substitution between home and foreign-produced goods. … address the exchange rate volatility puzzle, the exchange rate persistence puzzle, the consumption real exchange rate anomaly …
Persistent link: https://www.econbiz.de/10005671100
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Does the nominal exchange rate regime affect the long Run properties of real exchange rates?
Dreger, Christian; Girardin, Eric - 2007
This paper examines whether the behaviour of the real exchange rate is associated with a particular regime for the nominal exchange rate, like fixed and flexible exchange rate arrangements. The analysis is based on 16 annual real exchange rates and covers a long time span, 1870-2006. Four...
Persistent link: https://www.econbiz.de/10010264984
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Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?
Dreger, Christian; Girardin, Eric - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007
This paper examines whether the behaviour of the real exchange rate is associated with a particular regime for the nominal exchange rate, like fixed and flexible exchange rate arrangements. The analysis is based on 16 annual real exchange rates and covers a long time span, 1870-2006. Four...
Persistent link: https://www.econbiz.de/10004963762
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Non-linear adjustment in law of one price deviations and physical characteristics of goods
Berka, Martin - Volkswirtschaftliche Fakultät, … - 2006
open two avenues for the importance of marginal transaction costs in accounting for real exchange rate persistence: through …
Persistent link: https://www.econbiz.de/10005835650
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PPP Strikes Back: Aggregation and the Real Exchange Rate
Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Helene - 2003
We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time series and panel methods substantially exaggerate the persistence of real exchange rates because of heterogeneity in the dynamics of disaggregated relative prices. When...
Persistent link: https://www.econbiz.de/10010494301
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Cover Image
PPP Strikes Back: Aggregation and the Real Exchange Rate
Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Helene - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2003
We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time series and panel methods substantially exaggerate the persistence of real exchange rates because of heterogeneity in the dynamics of disaggregated relative prices. When...
Persistent link: https://www.econbiz.de/10005404537
Saved in:
Cover Image
PPP strikes back : aggregation and the real exchange rate
Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Hélène - 2003
We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time series and panel methods substantially exaggerate the persistence of real exchange rates because of heterogeneity in the dynamics of disaggregated relative prices. When...
Persistent link: https://www.econbiz.de/10011560521
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