Simulation Analysis Of Exchange Rate Dynamics: The Case Of Indonesia
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hamid Baghestani, 1997. "Purchasing power parity in the presence of foreign exchange black markets: the case of India," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1147-1154.
- Friberg, Richard, 1998. "In which currency should exporters set their prices?," Journal of International Economics, Elsevier, vol. 45(1), pages 59-76, June.
- Janardhanan Als & Mohsen Bahmani-Oskooee, 1995. "Do devaluations improve or worsen the terms of trade?," Journal of Economic Studies, Emerald Group Publishing, vol. 22(6), pages 16-25, October.
- Blomberg, S. Brock & Hess, Gregory D., 1997.
"Politics and exchange rate forecasts,"
Journal of International Economics, Elsevier, vol. 43(1-2), pages 189-205, August.
- S. Brock Blomberg & Gregory D. Hess, 1996. "Politics and exchange rate forecasts," Research Working Paper 96-02, Federal Reserve Bank of Kansas City.
- Gregorius D.V. Pattinasarany, 1997. "Long-Run Purchasing Power Parity In Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 45, pages 235-261, June.
- Vijay Bhawnani & K. Rao Kadiyala, 1997. "Forecasting foreign exchange rates in developing economies," Applied Economics, Taylor & Francis Journals, vol. 29(1), pages 51-62.
- Shang-Jin Wei & David C. Parsley, 1995. "Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits," NBER Working Papers 5032, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Leiwakabessy, Erly & Effendy, Jani & Rijoly, Jacobus Cliff Diky, 2017. "Studies Determinants Of Economic Structural Change And Migration Surprises In Maluku Province," INA-Rxiv vaud5, Center for Open Science.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Menzie Chinn & Louis Johnston, 1996.
"Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries,"
NBER Working Papers
5709, National Bureau of Economic Research, Inc.
- Ms. Louis Dorrance Johnston & Menzie David Chinn, 1997. "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," IMF Working Papers 1997/066, International Monetary Fund.
- Blomberg, S. Brock & Hess, Gregory D., 2003.
"Is the political business cycle for real?,"
Journal of Public Economics, Elsevier, vol. 87(5-6), pages 1091-1121, May.
- S. Brock Blomberg & Gregory D. Hess, 2000. "Is the political business cycle for real?," Working Papers (Old Series) 0016, Federal Reserve Bank of Cleveland.
- S. Brock Blomberg & Gregory D. Hess, 2001. "Is the Political Business Cycle for Real?," CESifo Working Paper Series 415, CESifo.
- Juan Carlos Cuestas, 2009.
"Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 87-94.
- Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Adolfson, Malin, 2001.
"Monetary Policy with Incomplete Exchange Rate Pass-Through,"
SSE/EFI Working Paper Series in Economics and Finance
476, Stockholm School of Economics.
- Adolfson, Malin, 2001. "Monetary Policy with Incomplete Exchange Rate Pass-Through," Working Paper Series 127, Sveriges Riksbank (Central Bank of Sweden).
- repec:onb:oenbwp:y::i:29:b:1 is not listed on IDEAS
- John R. Freeman & Jude C. Hays & Helmut Stix, 1999. "Democracy and Markets: The Case of Exchange Rates," Working Papers 39, Oesterreichische Nationalbank (Austrian Central Bank).
- Mihir A. Desai & James R. Hines, Jr., 1999.
"Excess Capital Flows and the Burden of Inflation in Open Economies,"
NBER Chapters, in: The Costs and Benefits of Price Stability, pages 235-272,
National Bureau of Economic Research, Inc.
- Mihir A. Desai & James R. Hines Jr., 1997. "Excess Capital Flows and the Burden of Inflation in Open Economies," NBER Working Papers 6064, National Bureau of Economic Research, Inc.
- Georgios Chortareas & George Kapetanios, 2013.
"How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 435-457, April.
- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2005. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005 36, Money Macro and Finance Research Group.
- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary University of London, School of Economics and Finance.
- Chen, Natalie, 2004.
"The behaviour of relative prices in the European Union: A sectoral analysis,"
European Economic Review, Elsevier, vol. 48(6), pages 1257-1286, December.
- Chen, Natalie, 2002. "The Behaviour of Relative Prices in the European Union: A Sectoral Analysis," CEPR Discussion Papers 3320, C.E.P.R. Discussion Papers.
- Benigno, Gianluca, 2004. "Real exchange rate persistence and monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 473-502, April.
- Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004.
"The exchange rate and purchasing power parity: extending the theory and tests,"
Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002. "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers 3343, C.E.P.R. Discussion Papers.
- Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination : A neural network study," Other publications TiSEM 78daf6e2-068d-4295-8856-4, Tilburg University, School of Economics and Management.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999.
"Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries,"
Journal of International Economics, Elsevier, vol. 47(2), pages 245-266, April.
- Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
- Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers 1464, C.E.P.R. Discussion Papers.
- Renu Kohli, 2004.
"Real Exchange Rate Stationarity in Managed Floats: Evidence from India,"
International Finance
0405011, University Library of Munich, Germany.
- Renu Kohli, 2004. "Real Exhange Rate Stationarity in Managed Floats: Evidence From India," International Finance 0405014, University Library of Munich, Germany.
- Yunus Aksoy & Hanno Lustig, 2007.
"Exchange Rates, Prices And International Trade In A Model Of Endogenous Market Structure,"
Manchester School, University of Manchester, vol. 75(2), pages 160-192, March.
- Yunus Aksoy & Hanno Lustig, 2006. "Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure," Birkbeck Working Papers in Economics and Finance 0609, Birkbeck, Department of Economics, Mathematics & Statistics.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2015. "Choice of Invoice Currency in Global Production and Sales Networks: The case of Japanese overseas subsidiaries," Discussion papers 15080, Research Institute of Economy, Trade and Industry (RIETI).
- Goldberg, Linda & Tille, Cédric, 2013.
"A bargaining theory of trade invoicing and pricing,"
Kiel Working Papers
1839, Kiel Institute for the World Economy (IfW Kiel).
- Linda S. Goldberg & Cédric Tille, 2013. "A bargaining theory of trade invoicing and pricing," Globalization Institute Working Papers 144, Federal Reserve Bank of Dallas.
- Linda S. Goldberg & Cédric Tille, 2013. "A Bargaining Theory of Trade Invoicing and Pricing," NBER Working Papers 18985, National Bureau of Economic Research, Inc.
- Goldberg, Linda S. & Tille, Cédric, 2013. "A bargaining theory of trade invoicing and pricing," CEPR Discussion Papers 9447, C.E.P.R. Discussion Papers.
- Linda Goldberg & Cedric Tille, 2013. "A Bargaining Theory of Trade Invoicing and Pricing," IHEID Working Papers 08-2013, Economics Section, The Graduate Institute of International Studies.
- Linda S. Goldberg & Cédric Tille, 2013. "A bargaining theory of trade invoicing and pricing," Staff Reports 611, Federal Reserve Bank of New York.
- Husted, Steven & MacDonald, Ronald, 1998. "Monetary-based models of the exchange rate: a panel perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 1-19, January.
- McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010.
"Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
- OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:deveco:v:37:y:1999:i:1:p:35-58. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/idegvjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.