An Examination of Trade-Weighted Real Exchange Rates Based on Fractional Integration

2018 ◽  
Author(s):  
Luis A. Gil-Alana ◽  
Tommaso Trani
Keyword(s):  
Exchange Rates ◽  
Fractional Integration ◽  
Real Exchange Rates

An examination of trade-weighted real exchange rates based on fractional integration

2019 ◽  
Vol 158 ◽  
pp. 64-76
Author(s):  
Luis Alberiko Gil-Alana ◽  
Tommaso Trani
Keyword(s):  
Exchange Rates ◽  
Fractional Integration ◽  
Real Exchange Rates

scholarly journals REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION

2010 ◽  
Vol 35 (2) ◽  
pp. 1-21 ◽  
Author(s):  
GUGLIELMO MARIA CAPORALE ◽  
Luis A. Gil-Alana
Keyword(s):  
Latin America ◽  
Exchange Rates ◽  
Fractional Integration ◽  
Real Exchange Rates

scholarly journals TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES

2009 ◽  
Vol 77 (4) ◽  
pp. 531-537 ◽  
Author(s):  
thabo m. mokoena ◽  
rangan gupta ◽  
reneé van eyden
Keyword(s):  
Exchange Rates ◽  
Fractional Integration ◽  
Real Exchange Rates ◽  
Southern African Development Community ◽  
African Development

Macroeconomic Shocks, Structural Change and Real Exchange Rates: Evidence from Historical Data

2004 ◽  
Author(s):  
Anton Muscatelli ◽  
Franco Spinelli ◽  
Carmine Trecroci
Keyword(s):  
Structural Change ◽  
Exchange Rates ◽  
Historical Data ◽  
Real Exchange Rates ◽  
Macroeconomic Shocks

South Africa’s Trade Performance under Alternative Exchange Rate Regimes

2018 ◽  
Vol 10 (6) ◽  
pp. 261
Author(s):  
Romaine Patrick ◽  
Phocenah Nyatanga
Keyword(s):  
South Africa ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Exchange Rate Regime ◽  
Real Exchange Rates ◽  
Series Data ◽  
Growth Strategies ◽  
The Real ◽  
Real Price ◽  
Floating Exchange Rate

This study examined the effect exchange rates have on import and export volumes under alternative exchange rate policies adopted in South Africa over the period 1960 to 2017. Using quarterly time series data for the stated period, a log-linear error correction model is employed to estimate the country’s export and import elasticities, taking into account Gross Domestic Product (GDP), the real price of exports, the real price of imports and real exchange rates. Using the freely floating exchange rate regime as the base period, the study concluded that both export and import volumes are lower under a system of fixed exchange rates. Export and import volumes were also found to be lower under the dual exchange rate regime, relative to the freely floating exchange rate regime. In accordance with export-led growth strategies, exports were found to be higher and imports lower under a managed floating exchange rate regime. It is therefore recommended that South Africa revert to a more managed exchange rate regime, until the South African economy is developed to accommodate a freely floating exchange rate regime.

Asymmetric mean reversion and volatility in African real exchange rates

2017 ◽  
Vol 42 (3) ◽  
pp. 575-590 ◽  
Author(s):  
Saint Kuttu
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion
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