Search Results - subject:"real exchange rate dynamics"

Revisiting 15 years of unusual transatlantic monetary policies

Garcia-Revelo, José; Levieuge, Grégory; Sahuc, … - 2024

Persistent link: https://www.econbiz.de/10014525898

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

Ahmad, Yamin; Lo, Ming Chien; Staveley-O'Carroll, Olena M. - 2018

Persistent link: https://www.econbiz.de/10012063737

Does It Pour When it Rains? Capital Flows and Economic Growth in Developing Countries

Combes, Jean-Louis; Plane, Patrick; Kinda, Tidiane; … - 2017

annual growth rate observed within the sample over the period 1980-2012. Keywords : Capital inflows, real exchange rate … dynamics, economic growth …

Persistent link: https://www.econbiz.de/10014000824

Does it pour when it rains? : capital flows and economic growth in developing countries

Combes, Jean-Louis; Kinda, Tidiane; Ouedraogo, Rasmané; … - 2017

Persistent link: https://www.econbiz.de/10011730670

Current Account Adjustments and Real Exchange Rates in the European Transition Economies

Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2013

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 … observe a relationship between real exchange rate dynamics and current account adjustments (in countries with different …

Persistent link: https://www.econbiz.de/10011111837

Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle

Lo, Ming Chien; Morley, James - School of Economics, UNSW Business School - 2013

We investigate the persistence of real exchange rates using Bayesian methods. First, an algorithm for Bayesian estimation of nonlinear threshold models is developed. Unlike standard grid-based estimation, the Bayesian approach fully captures joint parameter uncertainty and uncertainty about...

Persistent link: https://www.econbiz.de/10010662764

Causes of Nonlinearities in low order models of the real exchange rate

Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - Economics Department, University of Wisconsin-Whitewater - 2012

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

Persistent link: https://www.econbiz.de/10010728913

Fiscal Policy and the Real Exchange Rate

Chatterjee, Santanu; Mursagulov, Azer - International Monetary Fund (IMF) - 2012

Government spending on infrastructure has recently increased sharply in many emerging-market economies. This paper examines the mechanism through which public infrastructure spending affects the dynamics of the real exchange rate. Using a two-sector dependent open economy model with...

Persistent link: https://www.econbiz.de/10009654171

Oil-Price Boom and Real Exchange Rate Appreciation; Is there Dutch Disease in the Cemac?

International Monetary Fund (IMF); International … - 2011

The paper employs a heuristic comparative approach suggested by Ismail (2009) to search for evidence of Dutch disease in oil-rich countries of the Central African Economic and Monetary Community (CEMAC). While these countries have benefitted from high international oil prices in recent years,...

Persistent link: https://www.econbiz.de/10009370557

Volatility and Persistence of Simulated DSGE Real Exchange Rates

Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - Economics Department, University of Wisconsin-Whitewater - 2011

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/10009193272