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The behaviour of the real exchange rate : evidence from an alternative price index

Sarno, Lucio; Chowdhury, Ibrahim - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 3, pp. 295-333

Persistent link: https://www.econbiz.de/10001832238

The Behaviour of the Real Exchange Rate : Evidence from an Alternative Price Index

Chowdhury, Ibrahim; Sarno, Lucio - 2003

Although the long-run purchasing power parity (PPP) hypothesis is expected to hold across tradable goods, all price indices available to researchers for testing the validity of PPP contain some proportion of non-tradable goods prices, which may generate substantial persistence in the real...

Persistent link: https://www.econbiz.de/10014074653

The behavior of real exchange rates during the post-Bretton Woods period

Taylor, Mark P.; Sarno, Lucio - In: Journal of international economics 46 (1998) 2, pp. 281-312

Persistent link: https://www.econbiz.de/10001395897

Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the UK

Sarno, Lucio - In: Journal of macroeconomics 20 (1998) 2, pp. 221-242

Persistent link: https://www.econbiz.de/10001239256

Savings-investment correlations : transitory versus permanent

Sarno, Lucio - In: The Manchester School 66 (1998), pp. 17-38

Persistent link: https://www.econbiz.de/10001240233

Real exchange rates under the recent float : unequivocal evidence of mean reversion

Sarno, Lucio - In: Economics letters 60 (1998) 2, pp. 131-137

Persistent link: https://www.econbiz.de/10001251596

The microstructure of the foreign-exchange market : a selective survey of the literature

Sarno, Lucio; Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10001569943

Official intervention in the foreign exchange market : is it effective and, if so, how does it work?

Sarno, Lucio; Taylor, Mark P. - In: Journal of economic literature 39 (2001) 3, pp. 839-868

Persistent link: https://www.econbiz.de/10001611818

Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles

Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042

Persistent link: https://www.econbiz.de/10001624480

The out-of-sample success of term structure models as exchange rate predictors : a step beyond

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10001754209

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