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The Effects of Exchange Rate Regimes on Real Exchange Rate Volatility. A Dynamic Panel Data Approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Jorge Carrera (UNIV. NAC. DE LA PLATA, ARG.)
Guillermo Vuletin (Univ. of Maryland)
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Paper provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its series Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] with number
c67.
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Date of creation: 2003Date of revision:
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Michael B. Devereux & Charles Engel, 2002.
"Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect ,"
NBER Working Papers
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M.B. Devereux & Ch. Engel, 2003.
"Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect ,"
DNB Staff Reports (discontinued)
77, Netherlands Central Bank.
[Downloadable!] Devereux, Michael B. & Engel, Charles, 2002.
"Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(5), pages 913-940, July.
[Downloadable!] (restricted) Lucas, Robert Jr., 1982.
"Interest rates and currency prices in a two-country world ,"
Journal of Monetary Economics ,
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Arellano, Manuel & Bond, Stephen, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 58(2), pages 277-97, April.
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Stanley Fischer, 2001.
"Exchange Rate Regimes: Is the Bipolar View Correct? ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(2), pages 3-24, Spring.
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Assaf Razin & Andrew Rose, 1994.
"Business Cycle Volatility and Openness: An Exploratory Cross-Section Analysis ,"
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4208, National Bureau of Economic Research, Inc.
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Lucas, Robert Jr., 1990.
"Liquidity and interest rates ,"
Journal of Economic Theory ,
Elsevier, vol. 50(2), pages 237-264, April.
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Kenen, Peter B & Rodrik, Dani, 1986.
"Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates ,"
The Review of Economics and Statistics ,
MIT Press, vol. 68(2), pages 311-15, May.
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Eichengreen, Barry, 1988.
"Real exchange rate behavior under alternative international monetary regimes : Interwar evidence ,"
European Economic Review ,
Elsevier, vol. 32(2-3), pages 363-371, March.
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Other versions: Ahn, Seung C. & Schmidt, Peter, 1995.
"Efficient estimation of models for dynamic panel data ,"
Journal of Econometrics ,
Elsevier, vol. 68(1), pages 5-27, July.
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Bordo, Michael D & Flandreau, Marc, 2001.
"Core, Periphery, Exchange Rate Regimes and Globalization ,"
CEPR Discussion Papers
3077, C.E.P.R. Discussion Papers.
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Other versions:
Michael D. Bordo & Marc Flandreau, 2001.
"Core, Periphery, Exchange Rate Regimes, and Globalization ,"
NBER Working Papers
8584, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael D. Bordo & Marc Flandreau, 2003.
"Core, Periphery, Exchange Rate Regimes, and Globalization ,"
NBER Chapters ,
in: Globalization in Historical Perspective, pages 417-472
National Bureau of Economic Research, Inc.
[Downloadable!] Asseery, A. & Peel, D. A., 1991.
"The effects of exchange rate volatility on exports : Some new estimates ,"
Economics Letters ,
Elsevier, vol. 37(2), pages 173-177, October.
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Hong Liang, 1998.
"Real Exchange Rate Volatility-Does the Nominal Exchange Rate Regime Matter? ,"
IMF Working Papers
98/147, International Monetary Fund.
Jeffrey A. Frankel, 1999.
"No Single Currency Regime is Right for All Countries or At All Times ,"
NBER Working Papers
7338, National Bureau of Economic Research, Inc.
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Mussa, Michael, 1986.
"Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 25(1), pages 117-214, January.
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Flood, Robert P. & Rose, Andrew K., 1995.
"Fixing exchange rates A virtual quest for fundamentals ,"
Journal of Monetary Economics ,
Elsevier, vol. 36(1), pages 3-37, August.
[Downloadable!] (restricted)
Other versions:
Flood, Robert P & Rose, Andrew K, 1993.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
CEPR Discussion Papers
838, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Robert P. Flood & Andrew K. Rose, 1993.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
NBER Working Papers
4503, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Flood, R.P. & Rose, A.K., 1992.
"Fixing Exchange Rates: A Virtual Quest for Fundamentals ,"
Papers
529, Stockholm - International Economic Studies.
Neumeyer, Pablo Andres, 1998.
"Currencies and the Allocation of Risk: The Welfare Effects of a Monetary Union ,"
American Economic Review ,
American Economic Association, vol. 88(1), pages 246-59, March.
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Other versions: Cushman, David O., 1983.
"The effects of real exchange rate risk on international trade ,"
Journal of International Economics ,
Elsevier, vol. 15(1-2), pages 45-63, August.
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Gonzaga, Gustavo M. & Terra, Maria Cristina T., 1997.
"Equilibrium real exchange rate, volatility, and stabilization ,"
Journal of Development Economics ,
Elsevier, vol. 54(1), pages 77-100, October.
[Downloadable!] (restricted)
Guillermo A. Calvo & Carmen M. Reinhart, 2000.
"Fear of Floating ,"
NBER Working Papers
7993, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Reinhart, Carmen & Calvo, Guillermo, 2002.
"Fear of floating ,"
MPRA Paper
14000, University Library of Munich, Germany.
[Downloadable!] Guillermo A. Calvo & Carmen M. Reinhart, 2002.
"Fear Of Floating ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(2), pages 379-408, May.
[Downloadable!] (restricted) Paul Hallwood & Ronald MacDonald, 2008.
"International Money and Finance ,"
Working papers
2008-02, University of Connecticut, Department of Economics.
[Downloadable!]
Hau, Harald, 2000.
"Real Exchange Rate Volatility and Economic Openness: Theory and Evidence ,"
CEPR Discussion Papers
2356, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Baxter, M. & Stockman, A.C., 1988.
"Business Cycles And The Exchange Rate System: Some International Evidence ,"
RCER Working Papers
140, University of Rochester - Center for Economic Research (RCER).
Other versions: Levy-Yeyati, Eduardo & Sturzenegger, Federico, 2005.
"Classifying exchange rate regimes: Deeds vs. words ,"
European Economic Review ,
Elsevier, vol. 49(6), pages 1603-1635, August.
[Downloadable!] (restricted)
Frankel, Jeffrey A. & Rose, Andrew K., 1995.
"Empirical research on nominal exchange rates ,"
Handbook of International Economics ,
in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 33, pages 1689-1729
Elsevier.
[Downloadable!] (restricted)
Baxter, Marianne & Stockman, Alan C., 1989.
"Business cycles and the exchange-rate regime : Some international evidence ,"
Journal of Monetary Economics ,
Elsevier, vol. 23(3), pages 377-400, May.
[Downloadable!] (restricted)
Anderson, T. W. & Hsiao, Cheng., 1980.
"Estimation of Dynamic Models with Error Components ,"
Working Papers
336, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Helpman, Elhanan & Razin, Assaf, 1982.
"A Comparison of Exchange Rate Regimes in the Presence of Imperfect Capital Markets ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(2), pages 365-88, June.
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Carrera, Jorge Eduardo/J.E., 2004.
"Hard peg and monetary unions.Main lessons from the Argentine experience ,"
MPRA Paper
7843, University Library of Munich, Germany, revised 2007.
[Downloadable!]
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Amalia Morales-Zumaquero & Simon Sosvilla-Rivero, .
"Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates ,"
Working Papers
2004-22, FEDEA.
[Downloadable!]
Other versions: Michael W. Klein & Jay C. Shambaugh, 2006.
"The Nature of Exchange Rate Regimes ,"
NBER Working Papers
12729, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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