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The new BIS effective exchange rate indices

Citations

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Cited by:

  1. Entrop, Oliver & Merkel, Matthias F., 2018. ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-31-18, University of Passau, Faculty of Business and Economics.
  2. repec:spo:wpmain:info:hdl:2441/17o1b2tj1o9vqae31ao13vabec is not listed on IDEAS
  3. repec:hal:spmain:info:hdl:2441/10028 is not listed on IDEAS
  4. Jeanne, Olivier & Son, Jeongwon, 2012. "To what extent are tariffs offset by exchange rates?," Economics Working Paper Archive 66656, The Johns Hopkins University,Department of Economics.
  5. Tjaden, Volker, 2013. "Foreign Customer Accumulation and Export Dynamics," Bonn Econ Discussion Papers 06/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
  6. Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017. "Exchange rate forecasting with DSGE models," Journal of International Economics, Elsevier, vol. 107(C), pages 127-146.
  7. Nguyen, Luan, 2016. "Should the Reserve Bank worry about the exchange rate?," MPRA Paper 75519, University Library of Munich, Germany.
  8. Erika Arraño & Faruk Miguel, 2015. "Tipo de Cambio Real: Revisión Internacional," Economic Statistics Series 112, Central Bank of Chile.
  9. Sarah Guillou & Stefano Schiavo, 2014. "Exchange rate exposure under liquidity constraints," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 23(6), pages 1541-1561.
  10. Michal Rubaszek, 2009. "Economic convergence and the fundamental equilibrium exchange rate in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 40(1), pages 7-22.
  11. San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley, 2006. "Estimation of Asian effective exchange rates: a technical note," BIS Working Papers 217, Bank for International Settlements.
  12. Hamid Baghestani & Bassam M. AbuAl-Foul, 2019. "Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination," Review of Economics & Finance, Better Advances Press, Canada, vol. 16, pages 89-103, May.
  13. Crt Lenarcic & Sowmya Gayathri Ganesh, 2020. "Calculation Methodology of the Effective Exchange Rate in Slovenia," Journal of Innovative Business and Management, DOBA Faculty, vol. 12(2), pages 20-37.
  14. Jón Steinsson, 2008. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," American Economic Review, American Economic Association, vol. 98(1), pages 519-533, March.
  15. Shen, Pei-Long & Li, Wen & Wang, Xiao-Ting & Su, Chi-Wei, 2015. "Contagion effect of the European financial crisis on China's stock markets: Interdependence and pure contagion," Economic Modelling, Elsevier, vol. 50(C), pages 193-199.
  16. Valentini, Enzo & Arlotti, Marco & Compagnucci, Fabiano & Gentili, Andrea & Muratore, Fabrizio & Gallegati, Mauro, 2017. "Technical change, sectoral dislocation and barriers to labor mobility: Factors behind the great recession," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 187-215.
  17. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On Currency Misalignments within the Euro Area," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 35-48, February.
  18. Lucian Claudiu ANGHEL & Laurentiu-Mihai TREAPAT, 2015. "Main Economic Policies in order to Manage an Optimum Accession of Romania to the Euro Zone," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 3(1), pages 151-169, March.
  19. repec:spo:wpmain:info:hdl:2441/10028 is not listed on IDEAS
  20. Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2255-2267.
  21. Mr. Tamim Bayoumi & Maximiliano Appendino & Jelle Barkema & Mr. Diego A. Cerdeiro, 2018. "Measuring Competitiveness in a World of Global Value Chains," IMF Working Papers 2018/229, International Monetary Fund.
  22. repec:hal:wpspec:info:hdl:2441/10028 is not listed on IDEAS
  23. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2015. "On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 110-127.
  24. Már Gudmundsson, 2008. "Near‐Term Exchange Rate Flexibility In East Asia: Precursor To Regional Monetary Union?," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 62-82, February.
  25. Campbell, Douglas L., 2016. "Measurement matters: Productivity-adjusted weighted average relative price indices," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 45-81.
  26. Barry Eichengreen & Douglas A. Irwin, 2008. "International Economic Policy: Was There a Bush Doctrine?," NBER Working Papers 13831, National Bureau of Economic Research, Inc.
  27. Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019. "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 450-456.
  28. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2020. "Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies," MPRA Paper 99597, University Library of Munich, Germany.
  29. Mayer, Thierry & Steingress, Walter, 2020. "Estimating the effect of exchange rate changes on total exports," Journal of International Money and Finance, Elsevier, vol. 106(C).
  30. Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016. "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
  31. Adnan Velic, 2024. "Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability," Open Economies Review, Springer, vol. 35(3), pages 497-545, July.
  32. repec:hal:spmain:info:hdl:2441/17o1b2tj1o9vqae31ao13vabec is not listed on IDEAS
  33. Anna Sznajderska, 2019. "The role of China in the world economy: evidence from a global VAR model," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1574-1587, March.
  34. Gao, Yichen & Li, Hongjun & Li, Qi, 2022. "The misalignments in Chinese real effective exchange rate from 1994 to 2020: A counterfactual analysis," China Economic Review, Elsevier, vol. 75(C).
  35. Xiaojian Su & Cheng Peng & Zhike Lv & Chao Deng, 2022. "Do the Renminbi and Hong Kong dollar bubbles interact?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 312-319, January.
  36. Baghestani, Hamid & Toledo, Hugo, 2019. "Oil prices and real exchange rates in the NAFTA region," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 253-264.
  37. Mr. Herman Z Bennett & Ziga Zarnic, 2008. "International Competitiveness of the Mediterranean Quartet: A Heterogeneous-Product Approach," IMF Working Papers 2008/240, International Monetary Fund.
  38. Beckmann, Joscha & Czudaj, Robert, 2017. "Capital flows and GDP in emerging economies and the role of global spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 140-163.
  39. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
  40. NETO, David, 2018. "What to do when effective exchange rates cannot be calculated for developing economies? PANIC?," Finance Research Letters, Elsevier, vol. 27(C), pages 283-290.
  41. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
  42. Couharde, Cécile & Coulibaly, Issiaka & Damette, Olivier, 2013. "Anchor currency and real exchange rate dynamics in the CFA Franc zone," Economic Modelling, Elsevier, vol. 33(C), pages 722-732.
  43. repec:spo:wpmain:info:hdl:2441/7r7b5deua18sgqefn2auv6hpsl is not listed on IDEAS
  44. Felettigh, Alberto & Giordano, Claire & Oddo, Giacomo & Romano, Valentina, 2016. "New indicators to assess price-competitiveness developments in the four largest euro-area countries and in their main trading partners," Journal of Economic and Social Measurement, IOS Press, issue 3, pages 203-235.
  45. Duo Qin & Xinhua He, 2011. "Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?," The World Economy, Wiley Blackwell, vol. 34(8), pages 1288-1307, August.
  46. SATO Kiyotaka & SHIMIZU Junko & Nagendra SHRESTHA & Shajuan ZHANG, 2013. "Exchange Rate Appreciation and Export Price Competitiveness: Industry-specific real effective exchange rates of Japan, Korea, and China," Discussion papers 13032, Research Institute of Economy, Trade and Industry (RIETI).
  47. SATO Kiyotaka & SHIMIZU Junko & Nagendra SHRESTHA & Shajuan ZHANG, 2012. "The Construction and Analysis of Industry-specific Effective Exchange Rates in Japan," Discussion papers 12043, Research Institute of Economy, Trade and Industry (RIETI).
  48. Walpurga Köhler-Töglhofer & Christa Magerl & Peter Mooslechner, 2006. "Revised and New Competitiveness Indicators for Austria Reflect Improvement Trend since EMU Accession," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/06, pages 70-97.
  49. Juan Pablo Cote-Barón & Deicy J. Cristiano-Botia & María Alejandra Hernández-Montes, 2021. "Un nuevo índice de tasa de cambio real para Colombia: ajuste por competencia en terceros mercados," Borradores de Economia 1188, Banco de la Republica de Colombia.
  50. repec:zbw:bofitp:2021_011 is not listed on IDEAS
  51. Alberto Felettigh & Claire Giordano, 2018. "Rethinking prices and markets underlying price-competitiveness indicators," Questioni di Economia e Finanza (Occasional Papers) 447, Bank of Italy, Economic Research and International Relations Area.
  52. M. Nakorji & E. Udeaja & F. Ismail & S. Zimboh & T. Obiezue & O. Asuzu, 2019. "Computation of the Real Effective Exchange Rate (REER) using the Bank for International Settlement (BIS) Methodology," Economic and Financial Review, Central Bank of Nigeria, vol. 57(3), August.
  53. Peter Havlik & Olga Pindyuk & Roman Stöllinger, 2009. "Trade in Goods and Services between the EU and the BRICs," wiiw Research Reports 357, The Vienna Institute for International Economic Studies, wiiw.
  54. Myoung Shik Choi & Hun Dae Lee, 2021. "The Value-Added Effects of Exchange Rates on Global Trade," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 10, January.
  55. Daniel Rees, 2023. "Commodity prices and the US Dollar," BIS Working Papers 1083, Bank for International Settlements.
  56. Entrop, Oliver & Merkel, Matthias F., 2018. "Managers' research education, the use of FX derivatives and corporate speculation," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-32-18, University of Passau, Faculty of Business and Economics.
  57. Tsuchiya, Yoichi, 2016. "Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 116-127.
  58. Sato, Kiyotaka & Shimizu, Junko & Shrestha, Nagendra & Zhang, Shajuan, 2020. "New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  59. Mr. Bogdan Lissovolik & Mr. Julio Escolano & Ms. Stefania Fabrizio & Mr. Werner Schule & Mr. Herman Z Bennett & Mr. Stephen Tokarick & Mr. Yuan Xiao & Ms. Marialuz Moreno Badia & Miss Eva Gutierrez & , 2008. "Competitiveness in the Southern Euro Area: France, Greece, Italy, Portugal, and Spain," IMF Working Papers 2008/112, International Monetary Fund.
  60. Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
  61. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
  62. Ho, Lok Sang, 2012. "Globalization, exports, and effective exchange rate indices," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 996-1007.
  63. Kolasa, Marcin & Rubaszek, Michał, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," International Journal of Forecasting, Elsevier, vol. 34(4), pages 809-821.
  64. Christa Magerl & Peter Mooslechner, 2006. "Revised and New Competitiveness Indicators for Austria Reflect Improvement Trend since EMU Accession," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 70-97.
  65. Thapa, Chandra & Poshakwale, Sunil S., 2012. "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 189-211.
  66. Kiril Tochkov, 2021. "Regional real exchange rates and growth: Evidence from resource‐based regional economies," Review of International Economics, Wiley Blackwell, vol. 29(3), pages 626-640, August.
  67. Kiyotaka Sato & Junko Shimizu & Nagendra Shrestha & Shajuan Zhang, 2013. "Industry-specific Real Effective Exchange Rates and Export Price Competitiveness: The Cases of Japan, China, and Korea," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 298-321, December.
  68. Ma, Guonan & McCauley, Robert N., 2011. "The evolving renminbi regime and implications for Asian currency stability," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 23-38, March.
  69. Duo Qin & Xinhua He, 2011. "Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?," The World Economy, Wiley Blackwell, vol. 34(8), pages 1288-1307, August.
  70. repec:spo:wpecon:info:hdl:2441/10028 is not listed on IDEAS
  71. Mayer, Thierry & Steingress, Walter, 2020. "Estimating the effect of exchange rate changes on total exports," Journal of International Money and Finance, Elsevier, vol. 106(C).
  72. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
  73. Fracasso, Andrea & Schiavo, Stefano, 2009. "Global imbalances, exchange rates adjustment and the crisis: Implications from network analysis," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 601-619, September.
  74. Sean Fahle & Jaime R. Marquez & Charles P. Thomas, 2008. "Measuring U.S. international relative prices: a WARP view of the world," International Finance Discussion Papers 917, Board of Governors of the Federal Reserve System (U.S.).
  75. Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
  76. Julia Ferreira Torracca & David Kupfe, 2014. "A Evolução Da Taxa De Câmbio Efetiva Real Setorial E A Mudança Estrutural No Padrão De Comércio Da Indústria Brasileira," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 114, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  77. Park, Ji Hwan & Chang, Woojin & Song, Jae Wook, 2020. "Link prediction in the Granger causality network of the global currency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
  78. Andrea Fracasso & Stefano Schiavo, 2009. "Trade-imbalances networks and exchange rate adjustments: the paradox of a new Plaza. The XIVth Spring Meeting of Young Economists (SMYE-2009), Istanbul, April 2009," Post-Print hal-01053278, HAL.
  79. Rubaszek, Michal & Rawdanowicz, Lukasz, 2009. "Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 277-284, December.
  80. Oliver Entrop & Matthias F. Merkel, 2020. "Managers’ research education, the use of FX derivatives and corporate speculation," Review of Managerial Science, Springer, vol. 14(4), pages 869-901, August.
  81. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
  82. repec:hal:spmain:info:hdl:2441/7r7b5deua18sgqefn2auv6hpsl is not listed on IDEAS
  83. Yahui Yang & Zhe Peng, 2024. "Openness and Real Exchange Rate Volatility: Evidence from China," Open Economies Review, Springer, vol. 35(1), pages 121-158, February.
  84. Febrio Kacaribu & Syahda Sabrina & Teuku Riefky, 2021. "Does The Service Trade Openness Mitigate Real Exchange Rate Volatility?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(2), pages 237-254, June.
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