Real Exchange Rates and Macroeconomics: A Selective Survey
Author
Abstract
Suggested Citation
Note: ITI IFM
Download full text from publisher
References listed on IDEAS
- Marianne Baxter & Alan C. Stockman, 1988.
"Business Cycles and the Exchange Rate System: Some International Evidence,"
NBER Working Papers
2689, National Bureau of Economic Research, Inc.
- 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).
- Lucas, Robert Jr., 1982. "Interest rates and currency prices in a two-country world," Journal of Monetary Economics, Elsevier, vol. 10(3), pages 335-359.
- 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.
- Eichengreen, Barry, 1987. "Real Exchange Rate Behavior Under Alternative International Monetary Regimes: Interwar Evidence," Department of Economics, Working Paper Series qt0nh766xh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Barry Eichengreen., 1987. "Real Exchange Rate Behavior under Alternative International Monetary Regimes: Interwar Evidence," Economics Working Papers 8755, University of California at Berkeley.
- Allan Drazen & Elhanan Helpman, 1987. "Stabilization with Exchange Rate Management under Uncertainty," NBER Working Papers 2268, National Bureau of Economic Research, Inc.
- John F. O. Bilson & Richard C. Marston, 1984. "Exchange Rate Theory and Practice," NBER Books, National Bureau of Economic Research, Inc, number bils84-1, June.
- repec:bla:scandj:v:84:y:1982:i:2:p:317-39 is not listed on IDEAS
- Frankel, Jeffrey A., 1986.
"The implications of mean-variance optimization for four questions in international macroeconomics,"
Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 53-75, March.
- Jeffrey A. Frankel, 1985. "The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics," NBER Working Papers 1617, National Bureau of Economic Research, Inc.
- Guillermo A. Calvo, 1983. "Staggered Contracts and Exchange Rate Policy," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 235-258, National Bureau of Economic Research, Inc.
- Allan Drazen & Elhanan Helpman, 1987.
"Stabilization with Exchange Rate Management,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 102(4), pages 835-855.
- Drazen, Allan & Helpman, Elhanan, 1986. "Stabilization with Exchange Rate Management," Foerder Institute for Economic Research Working Papers 275420, Tel-Aviv University > Foerder Institute for Economic Research.
- Rudiger Dornbusch & Jeffrey Frankel, 1988.
"The Flexible Exchange Rate System: Experience and Alternatives,"
International Economic Association Series, in: Silvio Borner (ed.), International Finance and Trade in a Polycentric World, chapter 7, pages 151-208,
Palgrave Macmillan.
- Rudiger Dornbusch & Jeffrey A. Frankel, 1987. "The Flexible Exchange Rate System: Experience and Alternatives," NBER Working Papers 2464, National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger & Frankel, Jeffrey, 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Department of Economics, Working Paper Series qt5ct1w459, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Rudiger Dornbusch and Jeffrey Frankel., 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Economics Working Papers 8868, University of California at Berkeley.
- Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
- Helpman, Elhanan, 1981.
"An Exploration in the Theory of Exchange-Rate Regimes,"
Journal of Political Economy, University of Chicago Press, vol. 89(5), pages 865-890, October.
- Helpman, Elhanan, 1981. "An Exploration in the Theory of Exchange-Rate Regimes," Scholarly Articles 3445091, Harvard University Department of Economics.
- Huizinga, John, 1987. "An empirical investigation of the long-run behavior of real exchange rates," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 27(1), pages 149-214, January.
- Robert E. Cumby & Maurice Obstfeld, 1984.
"International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence,"
NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152,
National Bureau of Economic Research, Inc.
- Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Richard Meese, 1987.
"Are Exchange Rates Excessively Variable?,"
NBER Chapters, in: NBER Macroeconomics Annual 1987, Volume 2, pages 117-162,
National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A. & Meese, Richard, 1987. "Are Exchange Rates Excessively Variable?," Department of Economics, Working Paper Series qt18n4c5f6, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jeffrey A. Frankel and Richard Meese., 1987. "Are Exchange Rates Excessively Variable," Economics Working Papers 8738, University of California at Berkeley.
- Jeffrey A. Frankel & Richard Meese, 1987. "Are Exchange Rates Excessively Variable?," NBER Working Papers 2249, National Bureau of Economic Research, Inc.
- Paul De Grauwe, 1988. "The Long Swings in Real Exchange Rates -Do They Fit into Our Theories?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 6(1), pages 37-60, May.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
- Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 9-57, January.
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.- Hodrick, Robert J., 1989.
"Risk, uncertainty, and exchange rates,"
Journal of Monetary Economics, Elsevier, vol. 23(3), pages 433-459, May.
- Robert J. Hodrick, 1987. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc.
- Helpman, Elhanan & Leiderman, Leonardo, 1991.
"Exchange Rate Systems: New Perspectives,"
Foerder Institute for Economic Research Working Papers
275504, Tel-Aviv University > Foerder Institute for Economic Research.
- Helpman, E. & Leiderman, L., 1991. "Exchange Rate Systems: New Perspectives," Papers 3-91, Tel Aviv.
- repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
- Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George, 1995. "Nonparametric estimation of structural models for high-frequency currency market data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 251-287.
- Richard A. Meese & Andrew K. Rose, 1991.
"An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 603-619.
- Richard Meese & Andrew K. Rose, 1989. "An empirical assessment of non-linearities in models of exchange rate determination," International Finance Discussion Papers 367, Board of Governors of the Federal Reserve System (U.S.).
- Kempa, Bernd, 2005.
"An oversimplified inquiry into the sources of exchange rate variability,"
Economic Modelling, Elsevier, vol. 22(3), pages 439-458, May.
- Kempa, Bernd, 2003. "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge 129, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES).
- Clarida, Richard & Gali, Jordi, 1994.
"Sources of real exchange-rate fluctuations: How important are nominal shocks?,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 1-56, December.
- Richard H. Clarida & Jordi Gali, 1994. "Sources of real exchange rate fluctuations: how important are nominal shocks?," Proceedings, Federal Reserve Bank of Dallas, issue Apr.
- Jordi Galí & Richard Clarida, 1993. "Sources of real exchage rate fluctuations: How important are nominal shocks?," Economics Working Papers 66, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 1994.
- Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc.
- Clarida, Richard & Galí, Jordi, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," CEPR Discussion Papers 951, C.E.P.R. Discussion Papers.
- Olivier Jeanne & Andrew K. Rose, 2002.
"Noise Trading and Exchange Rate Regimes,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 537-569.
- Jeanne, Olivier & Rose, Andrew K, 1999. "Noise Trading and Exchange Rate Regimes," CEPR Discussion Papers 2142, C.E.P.R. Discussion Papers.
- Olivier Jeanne & Andrew K. Rose, 1999. "Noise Trading and Exchange Rate Regimes," NBER Working Papers 7104, National Bureau of Economic Research, Inc.
- Olivier Jeanne & Andrew K Rose, 1999. "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G99/2, Reserve Bank of New Zealand.
- Lucio Sarno, 2005.
"Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 673-708, August.
- Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August.
- Finn, Mary, 1989. "An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 467-486, December.
- Rodolfo Cermeño & María Eugenia Sanin, 2015.
"Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America,"
Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 297-308, May.
- Rodolfo Cermeno & Maria Eugenia Sanin, 2015. "Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America," Post-Print hal-02878045, HAL.
- Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series 904, CESifo.
- Lewis, Karen K., 1995.
"Puzzles in international financial markets,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 37, pages 1913-1971,
Elsevier.
- Karen K. Lewis, 1994. "Puzzles in International Financial Markets," NBER Working Papers 4951, National Bureau of Economic Research, Inc.
- Lewis, K.K., 1994. "Puzzles in international Financial Markets," Weiss Center Working Papers 94-7, Wharton School - Weiss Center for International Financial Research.
- John T. Cuddington & Hong Liang, 1998. "Commodity Price Volatility Across Exchange Rate Regimes," International Finance 9802003, University Library of Munich, Germany, revised 11 May 1998.
- Lothian, James R. & Taylor, Mark P., 1997. "Real exchange rate behavior," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 945-954, December.
- Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
- Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
- Richard C. Marston & Guido Carli & Jacques Attali & John R. Petty & Robert Solomon, 1988. "Exchange Rate Coordination," NBER Chapters, in: International Economic Cooperation, pages 79-166, National Bureau of Economic Research, Inc.
- Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
- Charles Engel & James D. Hamilton, 1989. "Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?," NBER Working Papers 3165, National Bureau of Economic Research, Inc.
- Jorge Carrera & Guillermo Vuletin, 2003. "The Effects of Exchange Rate Regimes on Real Exchange Rate Volatility. A Dynamic Panel Data Approach," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] c67, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
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:nbr:nberwo:2775. 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/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.