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Is there a relationship between real exchange rate movements and the output cycle?

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  • Mills, Terence C.
  • Pentecost, Eric J.

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  • Mills, Terence C. & Pentecost, Eric J., 2003. "Is there a relationship between real exchange rate movements and the output cycle?," Economic Modelling, Elsevier, vol. 20(3), pages 593-603, May.
    • Handle: RePEc:eee:ecmode:v:20:y:2003:i:3:p:593-603
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    References listed on IDEAS

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    1. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
    2. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
    3. Pedersen, Torben Mark, 2001. "The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1081-1101, August.
    4. Baxter, Marianne, 1994. "Real exchange rates and real interest differentials: Have we missed the business-cycle relationship?," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 5-37, February.
    5. William H. Branson & Willem H. Buiter, 1982. "Monetary and Fiscal Policy with Flexible Exchange Rates," NBER Working Papers 0901, National Bureau of Economic Research, Inc.
    6. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
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    Cited by:

    1. Dungey, Mardi & Tugrul Vehbi, M, 2011. "A SVECM Model of the UK Economy and The Term Premium," Working Papers 11610, University of Tasmania, Tasmanian School of Business and Economics.
    2. Kanas, Angelos, 2005. "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 21-38, January.
    3. Sima Siami-Namini, 2017. "China's Economy and the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 259-265.
    4. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    5. Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.

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