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Exchange rate fluctuations in Croatia: test of uncovered interest rate parity and the open economy model

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  • Yu Hsing

Abstract

This study finds that the US dollar/kuna exchange rate for Croatia is positively influenced by the expected exchange rate and negatively associated with real M1, the US T-bond rate, the euro interest rate, the expected inflation rate, and the relative price. Deficit spending does not affect the exchange rate. Most of the variation in exchange rates can be explained by the open economy model and uncovered interest-rate parity.

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  • Yu Hsing, 2007. "Exchange rate fluctuations in Croatia: test of uncovered interest rate parity and the open economy model," Applied Economics Letters, Taylor & Francis Journals, vol. 14(11), pages 785-788.
    • Handle: RePEc:taf:apeclt:v:14:y:2007:i:11:p:785-788
    DOI: 10.1080/13504850600689980
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    Cited by:

    1. Hsing, Yu, 2009. "Analysis of the Behavior of the New Zealand Dollar Exchange Rate: Comparison of Four Major Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(1-2), pages 1-10, March.
    2. Qaisar Abbas & Javid Iqbal & Ayaz, 2012. "Relationship Between GDP, Inflation and Real Interest Rate with Exchange Rate Fluctuation of African Countries," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 132-141, July.

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