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Does trade openness influence the real effective exchange rate? : new evidence from panel time-series

Gantman, Ernesto R.; Dabós, Marcelo - In: SERIEs : Journal of the Spanish Economic Association 9 (2018) 1, pp. 91-113

Using a dataset of 101 countries over the 1960–2011 period, we examine the relationship between the real effective exchange rate (REER), on the one hand, and trade openness, trade balance, the terms of trade, factor productivity, and exchange rate regime, on the other one. We use new...

Persistent link: https://www.econbiz.de/10011865211

Exchange rate volatility in the eurozone

Bajo Rubio, Oscar; Berke, Burcu; McMillan, David G. - 2020

even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached … rate of growth of exports in the eurozone since the start of the crisis. To that end, they estimate export functions …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …

Persistent link: https://www.econbiz.de/10012160035

Exchange rate volatility in the eurozone

Bajo Rubio, Oscar; Berke, Burcu; McMillan, David G. - 2019

even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached … rate of growth of exports in the eurozone since the start of the crisis. To that end, the authors estimate export functions …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …

Persistent link: https://www.econbiz.de/10012120065

Modelling Ireland’s exchange rates: from EMS to EMU

Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2007

This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (PPP), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...

Persistent link: https://www.econbiz.de/10011604869

Exchange rate variability inside and outside the EMU

Bergbom, Lennart - 1998

Persistent link: https://www.econbiz.de/10000998263

Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000

Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001

Persistent link: https://www.econbiz.de/10001584428

Bilaterial Equilibrium Exchange Rates of EU Accession Countries Against the Euro

Rahn, Jörg - 2007

We apply BEER and PEER approaches to calculate real equilibrium exchange rates for five EU accession countries in central and east Europe. Bilateral nominal equilibrium exchange rates against the euro are obtained through algebraic transformation of the results. Panel cointegration techniques...

Persistent link: https://www.econbiz.de/10014224092

Exchange Rate Pass-Through to Consumer Prices : A European Perspective

Hüfner, Felix; Schröder, Michael - 2008

We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer Prices (HICP) we compute a weighted average of the...

Persistent link: https://www.econbiz.de/10014119031

Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs within the Euro Zone

Comunale, Mariarosaria - 2015

This paper provides an empirical study of the asymmetrical spillovers of the euro-US dollar exchange rate on the inflation in the euro zone, dividing the sample in two groups of countries: core and periphery. Then we test if the euro-US dollar exchange rate is still able to give a different...

Persistent link: https://www.econbiz.de/10013026430

Modelling Ireland's exchange rates : from EMS to EMU

Bond, Derek (contributor); Harrison, Michael J. (contributor) - 2007

This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...

Persistent link: https://www.econbiz.de/10003616696