The long-run exchange rate for NOK: a BEER approach
Author
Abstract
Suggested Citation
Note: First version:
Download full text from publisher
References listed on IDEAS
- Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999.
"Bounds Testing Approaches to the Analysis of Long-run Relationships,"
Cambridge Working Papers in Economics
9907, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999. "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series 46, Edinburgh School of Economics, University of Edinburgh.
- van Amano, Robert A & Norden, Simon, 1998.
"Exchange Rates and Oil Prices,"
Review of International Economics, Wiley Blackwell, vol. 6(4), pages 683-694, November.
- Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, University Library of Munich, Germany.
- Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
- Qaisar Farooq Akram & Research Department & Norges Bank, 2000.
"When Does the Oil Price Affect the Norwegian Exchange Rate?,"
Economics Series Working Papers
31, University of Oxford, Department of Economics.
- Akram, Q.F., 2000. "When does the Oil Price Affect the Norwegian Exchange Rate?," Economics Series Working Papers 9931, University of Oxford, Department of Economics.
- Habib, Maurizio Michael & Kalamova, Margarita Manolova, 2007. "Are there oil currencies? The real exchange rate of oil exporting countries," Working Paper Series 839, European Central Bank.
- Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
- Hilde C. Bjørnland & Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Statistics Norway, Research Department.
- Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
- Juselius, Katarina, 2006. "The Cointegrated VAR Model: Methodology and Applications," OUP Catalogue, Oxford University Press, number 9780199285679.
- Akram, Q.F., 2000.
"PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate,"
Economics Series Working Papers
9930, University of Oxford, Department of Economics.
- Qaisar Farooq Akram & Research Department & Norges Bank., 2000. "PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers 30, University of Oxford, Department of Economics.
- Edward S. Knotek, 2007. "How useful is Okun's law?," Economic Review, Federal Reserve Bank of Kansas City, vol. 92(Q IV), pages 73-103.
- Michael P. Clements & David F. Hendry, 2001. "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262531895, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Andrea Salazar-Díaz & Aarón Levi Garavito-Acosta & Sergio Restrepo Ángel & Leidy Viviana Arcila-Agudelo, 2023.
"Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach,"
Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 99, pages 33-78, July-Dece.
- Andrea Salazar-Díaz & Aarón Levi Garavito-Acosta & Sergio Restrepo-Ángel & Leidy Viviana Arcila-Agudelo, 2022. "Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach," Borradores de Economia 1221, Banco de la Republica de Colombia.
- Michael S. Lee-Browne, 2019. "Estimating monetary policy rules in small open economies," Working Papers 2019-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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.- Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming, 2016. "Oil price shocks and U.S. dollar exchange rates," Energy, Elsevier, vol. 112(C), pages 1036-1048.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Energy Economics, Elsevier, vol. 40(C), pages 665-678.
- Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 431, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- repec:wsr:wpaper:y:2011:i:072 is not listed on IDEAS
- repec:zbw:rwirep:0431 is not listed on IDEAS
- Radmila Krkošková, . "Relationship between the Brent Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
- Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
- Radmila Krkošková, 2020. "Relationship Between the Brent Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(2), pages 187-206.
- Olagbaju Ifeolu O & Akinbobola Temidayo O, 2016. "A Non-Linear Analysis of the Oil Price-Exchange Rate Nexus in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 79-91.
- Joscha Beckmann & Robert Czudaj, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 0431, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Robert Kelm, 2017. "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 1-27, March.
- Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
- Tang, Bo, 2015.
"Real exchange rate and economic growth in China: A cointegrated VAR approach,"
China Economic Review, Elsevier, vol. 34(C), pages 293-310.
- Tang, Bo, 2014. "Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach," MPRA Paper 66087, University Library of Munich, Germany.
- Filip Novotný, 2012. "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(2), pages 220-232.
- James Wilkinson & Atanu Ghoshray, 2013. "A Cointegration Analysis of Oil and Agricultural Prices," Review of Market Integration, India Development Foundation, vol. 5(3), pages 249-270, December.
- Bozhechkova, Alexandra (Божечкова, Александра) & Trunin, Pavel (Трунин, Павел), 2015. "Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble [Анализ Факторов Динамики Реального Валютного Курса Рубля]," Published Papers mn11, Russian Presidential Academy of National Economy and Public Administration.
- María Lorena Marí Del Cristo & Marta Gómez-Puig, 2013. "Fiscal dynamics in a dollarized, oil-exporting country: Ecuador," Working Papers 13-06, Asociación Española de Economía y Finanzas Internacionales.
- Mensah, Lord & Obi, Pat & Bokpin, Godfred, 2017. "Cointegration test of oil price and us dollar exchange rates for some oil dependent economies," Research in International Business and Finance, Elsevier, vol. 42(C), pages 304-311.
- Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
- Hilde C. Bjørnland & Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Statistics Norway, Research Department.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
- Belke, Ansgar & Beckmann, Joscha, 2015. "Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 254-265.
- Fakhri Hasanov, 2010.
"The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan,"
Discussion Papers of DIW Berlin
1041, DIW Berlin, German Institute for Economic Research.
- Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
- Håvard Hungnes & Hilde C. Bjørnland, 2006.
"The importance of interest rates for forecasting the exchange rate,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.
- Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
- Benedictow, Andreas & Hammersland, Roger, 2023. "Transition risk of a petroleum currency," Economic Modelling, Elsevier, vol. 128(C).
More about this item
Keywords
Time-Series Models; Financial Econometrics; Foreign Exchange;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F31 - International Economics - - International Finance - - - Foreign Exchange
Statistics
Access and download statisticsCorrections
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:bno:worpap:2010_19. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nbgovno.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.