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Exchange Rate Dynamics

Conventions in the foreign exchange market : Can they really explain exchange rate dynamics ?

Conventions in the foreign exchange market : Can they really explain exchange rate dynamics ?

... of exchange rate value forecasts (RMSE and ...out-of-sample exchange rate value forecasts from 3 months to 5 ...the exchange rate dynamics at short/medium ...of ...

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Understanding Exchange Rates Dynamics

Understanding Exchange Rates Dynamics

... understanding exchange rate dynamics based on a phase space ’delay vector variance’ (DVV) ...of exchange rates shows that this new approach can be opted as an alternative way to understanding ...

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Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive  than Traditional Models of Exchange Rate?

Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?

... the exchange rate from observed macroeconomic fundamentals in the short run, while there is a close relationship in the long ...between exchange rate dynamics and order flows over all ...

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Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

... of exchange rate fluctuations on the labour input of an industry should in principle depend on its openness to trade, both to exports (so that a depreciation facil- itates selling in foreign markets) and to ...

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Continuous time regime switching model applied to foreign exchange rate.

Continuous time regime switching model applied to foreign exchange rate.

... the exchange rate behavior using non mean-reverting Markov switching model basing on quarterly data in exchange rate, during the period of 1973- 1988, and find that Markov switching model is a ...

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Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

... of exchange rate fluctuations and other external factors on hours worked and employment in Canada’s manufacturing ...that exchange rate fluctuations have economically and statistically ...

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When and how China’s real exchange rate affects African industry?

When and how China’s real exchange rate affects African industry?

... Moreover as a precaution against the risk of simultaneity of the dependant and explanatory variables, we have lagged one-year real exchange rates, foreign exports to African countries and the other determinants of ...

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Fix, float, or single currency : The choice of exchange rate regime

Fix, float, or single currency : The choice of exchange rate regime

... fixed exchange rate regime, in particular a cooperative peg, has no negative implications for macroeconomic performance at all, and in fact may be more desirable than a floating exchange rate ...

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Short- and long-term growth effects of exchange rate adjustment

Short- and long-term growth effects of exchange rate adjustment

... 2010. Exchange rate flexibility (ERF it ) is to account for the long-run effect of exchange rate ...of exchange rate flexibility / volatility as described above: standard ...

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Financial market imperfections and the impact of exchange rate movements

Financial market imperfections and the impact of exchange rate movements

... nominal exchange rate, at least in the short ...partial exchange rate pass-through in the short run for 25 OECD ...large exchange rate devaluations are associated to an even ...

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Does Exchange Rate Control Improve Inflation Targeting in Emerging Economies?

Does Exchange Rate Control Improve Inflation Targeting in Emerging Economies?

... 1. Introduction Inflation targeting (IT) is a monetary framework whose nominal anchor is based on price stability. The Central Bank (CB) was first thought of as an “inflation nutter” (King, 1997) that cannot control any ...

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Capital Flows and their Impact on the Real Effective Exchange Rate

Capital Flows and their Impact on the Real Effective Exchange Rate

... REER. On the other hand, remittances for investment purposes 2 can be procyclical, exacerbating macroeconomic overheating and driving the REER to appreciate further. In some developing countries procyclical remittances ...

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The Effect Of Exchange Rate On Domestic Inflation, Empirical Evidence From Algeria

The Effect Of Exchange Rate On Domestic Inflation, Empirical Evidence From Algeria

... M. HAMRIT and S. MANAA " The effect of exchange rate on domestic inflation, empirical evidence from Algeria " 1. Introduction The inflation in Algeria has widely fluctuated between from 2003 to ...

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Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms

Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms

... average rate of investment, and that this effect is magnified with credit ...bilateral exchange rate vis-à-vis that of the exporting market fluctuates, the exporter cannot completely pass the cost ...

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Capital inflows and exchange rate in LDCs: The Dutch disease problem revisited

Capital inflows and exchange rate in LDCs: The Dutch disease problem revisited

... change rate in the short run and mainly the productivity in the long ...real exchange rate movements in ...on exchange rate ...real exchange rate movements in developing ...

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Exchange Rate Regimes, Capital Controls and the Pattern of Speculative Capital Flows

Exchange Rate Regimes, Capital Controls and the Pattern of Speculative Capital Flows

... 3.1 A Model in Two Periods Before considering a fully dynamic model in section 3 .2, I first illustrate the main mechanism in a very simple two period model. The main research question remains the same: why do some ...

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Reforms and the real exchange rate: The role of pricing-to-market

Reforms and the real exchange rate: The role of pricing-to-market

... The dynamics of the Foreign real wage plays a major role here as the 730 consumption would rise permanently by 47 euros (PMD) and 125 euros (CTP) per person and per year in the model featuring constant ...

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en fr The exchange rate and the impact on tourism Le taux de change et la demande touristique

... of exchange by which goods or services are directly exchanged for other goods or services without using a medium of exchange, such as money» (O’Sullivan et Sheffrin, ...

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Crises and Exchange Rate Regimes: Time to break down the bipolar view?

Crises and Exchange Rate Regimes: Time to break down the bipolar view?

... Significance: * 10%; ** 5% and *** 1%. P-values are given in brackets. All specifications include time dummies. Hausman specification test suggested random effects with the Logit estimator. Coefficients displayed are ...

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Does Inflation Targeting decrease Exchange Rate Pass-through in Emerging Countries ?

Does Inflation Targeting decrease Exchange Rate Pass-through in Emerging Countries ?

... an exchange rate shock into their selling prices ; and, a decrease in the pass-through effect on producer prices will mean that firms that import their inputs pass though a lower fraction on such a shock ...

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