On unit roots and real exchange rates: empirical evidence and Monte Carlo Analysis

Applied Economics ◽

10.1080/00036849000000103 ◽

1990 ◽

Vol 22 (10) ◽

pp. 1311-1321 ◽

Author(s):

Mark P. Taylor

Keyword(s):

Monte Carlo ◽

Exchange Rates ◽

Empirical Evidence ◽

Real Exchange Rates ◽

Monte Carlo Analysis

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Real Exchange Rates and Productivity Closed-Form Solutions and Some Empirical Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.879658 ◽

2000 ◽

Author(s):

Jahanara Begum

Keyword(s):

Exchange Rates ◽

Closed Form ◽

Empirical Evidence ◽

Real Exchange Rates ◽

Closed Form Solutions

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Can macroprudential policies mitigate pressures from capital inflows on real exchange rates? Empirical evidence from emerging markets

International Review of Finance ◽

10.1111/irfi.12369 ◽

2021 ◽

Author(s):

Tony Cavoli ◽

Sasidaran Gopalan ◽

Ramkishen S. Rajan

Keyword(s):

Emerging Markets ◽

Exchange Rates ◽

Empirical Evidence ◽

Real Exchange Rates ◽

Capital Inflows ◽

Macroprudential Policies

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Sectoral Productivity, Government Spending and Real Exchange Rates: Empirical Evidence for OECD Countries

10.3386/w6017 ◽

1997 ◽

Author(s):

Menzie David Chinn

Keyword(s):

Exchange Rates ◽

Empirical Evidence ◽

Government Spending ◽

Real Exchange Rates ◽

Oecd Countries ◽

Sectoral Productivity

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The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies

Applied Economics ◽

10.1080/0003684032000129750 ◽

2003 ◽

Vol 35 (12) ◽

pp. 1387-1392 ◽

Author(s):

Venus Khim-Sen Liew ◽

Terence Tai-Leung Chong ◽

Kian-Ping Lim

Keyword(s):

Exchange Rates ◽

Empirical Evidence ◽

Autoregressive Model ◽

Real Exchange Rates ◽

Asian Economies

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Unit roots or nonlinear stationarity in Turkish real exchange rates

Applied Economics Letters ◽

10.1080/1350485042000238870 ◽

2004 ◽

Vol 11 (10) ◽

pp. 645-650 ◽

Author(s):

Haluk Erlat

Keyword(s):

Exchange Rates ◽

Real Exchange Rates ◽

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The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China

Applied Financial Economics ◽

10.1080/09603100500401278 ◽

2006 ◽

Vol 16 (9) ◽

pp. 639-651 ◽

Author(s):

Paresh Kumar Narayan ◽

Russell Smyth

Keyword(s):

Exchange Rates ◽

Interest Rates ◽

Empirical Evidence ◽

Foreign Exchange ◽

Real Exchange Rates ◽

Foreign Exchange Reserves ◽

Real Interest Rates ◽

Dynamic Relationship

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Real Exchange Rates and Productivity: Closed-Form Solutions and Some Empirical Evidence

IMF Working Papers ◽

10.5089/9781451852264.001 ◽

2000 ◽

Vol 00 (99) ◽

pp. 1 ◽

Author(s):

Jahanara Begum ◽

Keyword(s):

Exchange Rates ◽

Closed Form ◽

Empirical Evidence ◽

Real Exchange Rates ◽

Closed Form Solutions

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Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence

Journal of International Money and Finance ◽

10.1016/s0261-5606(97)00002-8 ◽

1997 ◽

Vol 16 (3) ◽

pp. 345-366 ◽

Author(s):

Ronald J. Balvers ◽

Jeffrey H. Bergstrand

Keyword(s):

Exchange Rates ◽

Closed Form ◽

Empirical Evidence ◽

Real Exchange Rates

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Exports, real exchange rates and dollarization: empirical evidence from Turkish manufacturing firms

Empirical Economics ◽

10.1007/s00181-019-01733-1 ◽

2019 ◽

Vol 59 (5) ◽

pp. 2527-2557 ◽

Author(s):

Nazlı Karamollaoğlu ◽

Cihan Yalçin

Keyword(s):

Exchange Rates ◽

Empirical Evidence ◽

Real Exchange Rates ◽

Manufacturing Firms

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Do Real Exchange Rates Have Autoregressive Unit Roots? A test under the Alternative of Long Memory and Breaks

10.20955/wp.2000.016 ◽

2000 ◽

Author(s):

Michael J. Dueker ◽

Apostolos Serletis

Keyword(s):

Exchange Rates ◽

Long Memory ◽

Real Exchange Rates ◽

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