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Exchange Rate Dynamics and Overshooting Hypothesis
Citations
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Cited by:
- Lex Meijdam & Rudy Stratum, 1990. "Dynamic adjustment and debt accumulation in a small open economy," Journal of Economics, Springer, vol. 51(1), pages 1-26, February.
- Buiter, Willem H. & Miller, Marcus, 1980.
"Monetary Policy And International Competitiveness,"
Economic Research Papers
269135, University of Warwick - Department of Economics.
- Willem H. Buiter & Marcus H. Miller, 1980. "Monetary Policy and International Competitiveness," NBER Working Papers 0591, National Bureau of Economic Research, Inc.
- Arize, A. C. & Shwiff, Steven S., 1998. "The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 9(2), pages 169-185, December.
- Goldberg, Linda S. & Karimov, Il'dar, 1997.
"Black markets for currency, hoarding activity and policy reforms,"
Journal of International Economics, Elsevier, vol. 42(3-4), pages 349-369, May.
- Goldberg, L.S. & Karimov, I., 1992. "Blak-Markets for Currency, Hoarding Activity and Policy Reforms," Working Papers 92-38, C.V. Starr Center for Applied Economics, New York University.
- Faust, Jon & Rogers, John H., 2003.
"Monetary policy's role in exchange rate behavior,"
Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1403-1424, October.
- Jon Faust & John H. Rogers, 1999. "Monetary policy's role in exchange rate behavior," International Finance Discussion Papers 652, Board of Governors of the Federal Reserve System (U.S.).
- Yue Ma, 2009. "External Shocks, Balance Sheet Contagion, and Speculative Attack on the Pegged Exchange Rate System," Review of Development Economics, Wiley Blackwell, vol. 13(1), pages 87-98, February.
- Michael Bruno, 1981. "Real versus Financial Openness under Alternative Exchange Rate Regimes," NBER Working Papers 0785, National Bureau of Economic Research, Inc.
- Carl Chiarella, 1991. "Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics," Working Paper Series 6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa & Narayan, Seema, 2021. "How much does economic news influence bilateral exchange rates?," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Eichengreen, Barry & Wyplosz, Charles, 1986.
"The Economic Consequences of the Franc Poincare,"
CEPR Discussion Papers
136, C.E.P.R. Discussion Papers.
- Barry Eichengreen & Charles Wyplosz, 1986. "The Economic Consequences of the Franc Poincare," NBER Working Papers 2064, National Bureau of Economic Research, Inc.
- Koray, Faik & McMillin, W. Douglas, 1999. "Monetary shocks, the exchange rate, and the trade balance," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 925-940, December.
- Willem H. Buiter & Jonathan Eaton, 1982. "On the Adequacy or Inadequacy of Keynesian Balance-of-Payments Theory: A Rejoinder," NBER Working Papers 1032, National Bureau of Economic Research, Inc.
- Lee, Hsiu-Yun & Chang, Wen-Ya, 2007. "Central bank intervention and exchange rate dynamics: A rationale for the regime-switching process of exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 64-77, March.
- Ching-chong Lai, 1990. "Exchange Rate Determination under Flexible and Two-Tier Exchange Rate Regimes," Eastern Economic Journal, Eastern Economic Association, vol. 16(2), pages 115-123, Apr-Jun.
- Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015. "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 126(C), pages 114-118.
- van de Klundert, Theo C N J & van der Ploeg, Frederick, 1987.
"Wage Rigidity and Capital Mobility in an Optimizing Model of a Small Open Economy,"
CEPR Discussion Papers
168, C.E.P.R. Discussion Papers.
- van de Klundert, T.C.M.J. & van der Ploeg, F., 1989. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Other publications TiSEM e4d40766-3400-44f7-b56c-2, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & van der Ploeg, F., 1987. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Research Memorandum FEW 277, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & van der Ploeg, F., 1990. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Other publications TiSEM 12c0a1c7-e2c3-4a01-a99b-3, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & van der Ploeg, F., 1987. "Wage rigidity and capital mobility in an optimizing model of a small open economy," Other publications TiSEM a75dda7f-978d-4808-924b-4, Tilburg University, School of Economics and Management.
- Rodriguez, Carlos Alfredo, 1989.
"The external effects of public sector deficits,"
Policy Research Working Paper Series
299, The World Bank.
- Carlos A. Rodríguez, 1990. "The External Effects of Public Sector Deficits," CEMA Working Papers: Serie Documentos de Trabajo. 70, Universidad del CEMA.
- Mr. Jacob A. Frenkel & Mr. Guillermo Calvo, 1991.
"From Centrally-Planned to Market Economies: The Road from CPE to PCPE,"
IMF Working Papers
1991/017, International Monetary Fund.
- Guillermo A. Calvo & Jacob A. Frenkel, 1991. "From Centrally-Planned to Market Economies: The Road from CPE to PCPE," NBER Working Papers 3698, National Bureau of Economic Research, Inc.
- Gilles Nancy & Jean-Luc Fuguet & Hew Wah Lai Tong, 1988. "Mobilité imparfaite des capitaux et dynamique des cours de change. Le cas du SME," Revue Économique, Programme National Persée, vol. 39(5), pages 921-950.
- Galy, Michel, 1982. "Regional exchange rate arrangements in a world of floating rates: The experience of the EMS," MPRA Paper 62293, University Library of Munich, Germany.
- Jacob A. Frenkel & Assaf Razin, 1987.
"The International Transmission of Fiscal Expenditures and Budget Deficits in the World Economy,"
Palgrave Macmillan Books, in: Assaf Razin & Efraim Sadka (ed.), Economic Policy in Theory and Practice, chapter 2, pages 51-100,
Palgrave Macmillan.
- Jacob A. Frenkel & Assaf Razin, 1984. "The International Transmission of Fiscal Expenditures and Budget Deficits in the World Economy," NBER Working Papers 1527, National Bureau of Economic Research, Inc.
- Frenkel, Jacob A. & Mussa, Michael L., 1985.
"Asset markets, exchange rates and the balance of payments,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 14, pages 679-747,
Elsevier.
- Jacob A. Frenkel & Michael L. Mussa, 1984. "Asset Markets, Exchange Rates and the Balance of Payments," NBER Working Papers 1287, National Bureau of Economic Research, Inc.
- Rodriguez, Carlos Alfredo, 1991. "The macroeconomics of the public sector deficit : the case of Argentina," Policy Research Working Paper Series 632, The World Bank.
- Vincent R. Reinhart, 2000. "How the Machinery of International Finance Runs with Sand in its Wheels," Review of International Economics, Wiley Blackwell, vol. 8(1), pages 74-85, February.
- Goldberg, Michael D. & Frydman, Roman, 1996. "Empirical exchange rate models and shifts in the co-integrating vector," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 55-78, March.
- Ruprecht Witzel, 1984. "Overshooting des Wechselkurses, Substituierbarkeit der Finanzaktiva und J-Kurve," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 120(3), pages 436-453, September.
- Chen, Shikuan, 2000. "Endogenous real exchange rate fluctuations in an optimizing open economy model," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 185-205, April.
- Chao, Chi-Chur & Lu, Lee-Jung & Lai, Ching-Chong & Hu, Shih-Wen & Wang, Vey, 2013. "Devaluation, pass-through and foreign reserves dynamics in a tourism economy," Economic Modelling, Elsevier, vol. 30(C), pages 456-461.
- Lai, Ching-chong & Fang, Chung-rou & Chang, Juin-jen, 2008. "Volatility trade-offs in exchange rate target zones," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 366-379.
- Gerken, Egbert, 1985. "Auf dem Wege zu einer Theorie der internationalen Koordination der Agrarpolitik," Kiel Working Papers 229, Kiel Institute for the World Economy (IfW Kiel).
- Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
- Papell, David H., 1984.
"Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate,"
Journal of International Money and Finance, Elsevier, vol. 3(3), pages 293-310, December.
- David H. Papell, 1983. "Activist Monetary Policy and Exchange Rate Overshooting: The Deutsche Mark/Dollar Rate," NBER Working Papers 1195, National Bureau of Economic Research, Inc.
- Davis, George K. & Miller, Norman C., 1996. "Exchange rate mean reversion from real shocks within an intertemporal equilibrium model," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 947-967, December.
- James M. Boughton & William H. Branson, 1988. "Commodity Prices as a Leading Indicator of Inflation," NBER Working Papers 2750, National Bureau of Economic Research, Inc.
- Chu, Quentin C. & Ding, David K. & Pyun, C. S., 1997. "The opening price behavior: Foreign exchange futures market versus equity market," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 21-35.
- Saleh, Ali Salman, 2003. "Public Sector Deficits and Macroeconomic Performance in Lebanon: A Simulation Analysis," Economics Working Papers wp03-14, School of Economics, University of Wollongong, NSW, Australia.
- Kierzenkowski, Rafal, 2005. "The multi-regime bank lending channel and the effectiveness of the Polish monetary policy transmission during transition," Journal of Comparative Economics, Elsevier, vol. 33(1), pages 1-24, March.
- Jose De Gregorio & Eric Parrado, 2006. "Overshooting Meets Inflation Targeting," Working Papers Central Bank of Chile 394, Central Bank of Chile.
- Fredj Jawadi & Bruce McGough, 2018. "Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 545-546, January.
- Goldberg, Michael D., 2000. "On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 673-688, October.
- Jacob A. Frenkel & Assaf Razin, 1984. "Fiscal Policies, Debt, and International Economic Interdependence," NBER Working Papers 1266, National Bureau of Economic Research, Inc.
- Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Tai, Meng-Yi & Wang, Vey, 2013. "Tariff-tax reform and exchange rate dynamics in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 63-73.
- Amelie Charles & Olivier Darne, 2009.
"Testing for Random Walk Behavior in Euro Exchange Rates,"
Economie Internationale, CEPII research center, issue 119, pages 25-45.
- Amélie Charles & Olivier Darné, 2009. "Testing for random walk behavior in euro exchange rates," Post-Print hal-00771082, HAL.
- Sharma, Susan Sunila & Bach Phan, Dinh Hoang & Narayan, Paresh Kumar, 2019. "Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Kierzenkowski, Rafał, 2002. "The Multi-Regime Bank Lending Channel and the Effectiveness of the Polish Monetary Policy Transmission During Transition," CEPR Discussion Papers 3624, C.E.P.R. Discussion Papers.
- Papazoglou, Christos & Pentecost, Eric J., 2004.
"The dynamic adjustment of a transition economy in the early stages of transformation,"
Journal of Macroeconomics, Elsevier, vol. 26(3), pages 547-561, September.
- Christos Papazoglou & Eric J. Pentecost, 2003. "The Dynamic Adjustment of a Transition Economy in the Early Stages of Transformation," Working Papers 03, Bank of Greece.
- Herrera Revuelta, Julio, 1997. "Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 7, pages 39-66, Junio.
- Chen, Shikuan, 1999. "Complex Dynamics of the Real Exchange Rate in an Open Macroeconomic Model," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 493-508, July.
- Paresh Kumar Narayan & Seema Narayan & Siroos Khademalomoom & Dinh Hoang Bach Phan, 2018. "Do Terrorist Attacks Impact Exchange Rate Behavior? New International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 547-561, January.
- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2019.
"Does Uncovered Interest Rate Parity Hold After All?,"
Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 24(2), pages 49-72, July-Dec.
- Omer, Muhammad & de Haan, Jakob & Scholtens, Bert, 2013. "Does Uncovered Interest rate Parity Hold After All?," MPRA Paper 47572, University Library of Munich, Germany.
- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013. "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series 57, State Bank of Pakistan, Research Department.
- Jahantigh , Forough & Rahmi Ghasemabadi , Mohammad & Jalali , Omolbanin, 2018. "The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 471-490, October.
- Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Pan, Ming-Shiun & Liu, Y. Angela & Chan, Kam C., 1996. "An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 175-185.
- Papell, David H., 1997. "Cointegration and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 445-459, June.
- Kondo, Koji, 1997. "Statistical analysis of foreign exchange rates: application of cointegration model and regime-switching stochastic volatility model," ISU General Staff Papers 1997010108000012997, Iowa State University, Department of Economics.
- Charemza, Wojciech W., 1996. "Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 35-53, March.
- Lubecke, Thomas H. & Nam, Kyung Doo & Markland, Robert E. & Kwok, Chuck C. Y., 1998. "Combining foreign exchange rate forecasts using neural networks," Global Finance Journal, Elsevier, vol. 9(1), pages 5-27.
- Miller, Norman C., 1995. "Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 225-245, April.
- Aristomène A. Varoudakis, 1990. "Dynamique du taux de change et substitution des actifs financiers dans un modèle avec un marché efficient d'actions," Revue Économique, Programme National Persée, vol. 41(1), pages 95-118.