The real exchange rate determination: An empirical investigation

2011 ◽  
Vol 20 (4) ◽  
pp. 800-811 ◽  
Author(s):  
Wong Hock Tsen
Keyword(s):  
Exchange Rate ◽  
Real Exchange Rate ◽  
Empirical Investigation ◽  
Exchange Rate Determination ◽  
The Real

scholarly journals THE REAL EXCHANGE RATE DETERMINATION: EMPIRICAL EVIDENCE FROM MALAYSIA

2014 ◽  
Vol 59 (02) ◽  
pp. 1450016
Author(s):  
WONG HOCK TSEN
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Real Exchange Rate ◽  
Real Interest Rate ◽  
Oil Price ◽  
Exchange Rate Determination ◽  
The Real ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Productivity Differential

This study examines the real exchange rate determination in Malaysia. The result of the autoregressive distributed lag approach shows that an increase in the real interest rate differential, productivity differential, the real oil price or reserve differential will lead to an appreciation of the real exchange rate in the long run. The real oil price and reserve differential are important in the real exchange rate determination. The dynamic ordinary least squares (DOLS) estimator shows about the same conclusion of the autoregressive distributed lag approach. The result of the generalized forecast error variance decomposition shows that the real interest rate differential, productivity differential, the real oil price and reserve differential are generally important to the real exchange rate determination.

Non Tradable Goods and the Real Exchange Rate

2007 ◽  
Author(s):  
Pau Rabanal ◽  
Vicente Tuesta Reátegui
Keyword(s):  
Exchange Rate ◽  
Real Exchange Rate ◽  
The Real ◽  
Tradable Goods

The Real Exchange Rate and Growth in Latin America

2019 ◽  
Author(s):  
Matteo Lanzafame ◽  
Fabio Monteforte
Keyword(s):  
Latin America ◽  
Exchange Rate ◽  
Real Exchange Rate ◽  
The Real
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