Macroeconomic and Exchange Rate Data, 1975 – 1990
Exchange Rate and Macroeconomic Aggregates in Nigeria
... of exchange rate on macroeconomic aggregates in ...series data for the period 1970 to 2009, the research examines the possible direct and indirect relationship between the real exchange ...
10
The macroeconomic effects of large exchange rate appreciations
... Using data for 128 countries between 1960 and 2008, we have found 25 episodes of large sustained exchange rate revaluations, which we define as both nominal and real effective exchange ...
57
The impact of macroeconomic news on exchange rate volatility
... with data that includes different parts of a business ...or exchange rate policy, since according to results of this study a forex market action by the central bank can contribute to exchange ...
46
The macroeconomic effects of large exchange rate appreciations
... Using data for 128 countries between 1960 and 2008, we have found 25 episodes of large sustained exchange rate revaluations, which we define as both nominal and real effective exchange ...
56
Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria
... of macroeconomic performance and real exchange rate (RER) misalignment and instability in Sub-Saharan Africa ...cross-section data for 33 countries, five indicators of macroeconomic ...
11
Exchange rate regimes and macroeconomic performance in South Asia
... of exchange rate depreciation 3 , inflation, and short and long interest rates for 3 countries for pre- and post reform periods, and the post-Asian crisis period over our data ...
21
A Macroeconomic Model for Romania's Flexible Exchange Rate System
... FLEXIBLE EXCHANGE RATE SYSTEM The introduction of a flexible exchange rate system in the Romanian economy has altered the channels through which economic policies operate, and in so doing, it ...
86
Macroeconomic and policy uncertainty and Exchange rate risk Premium
... available data on conditional second order moments. Using risk premium data corrected from extreme values sharply decreases the evidence of residual ...that macroeconomic uncertainty may not be the ...
32
Exchange Rate Volatility and Macroeconomic Performance in Hong Kong.
... to data that have had the high frequency components and the trends filtered from the ...of exchange rates on the real economy it would seem that these might be important frequencies on which to focus ...on ...
36
Cointegration between macroeconomic factors and the exchange rate USD/CNY
... series data is applied for the analysis of data from 1980 to ...the macroeconomic factors which affect the ex- change rate in ...key macroeconomic factors of the exchange ...
15
A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
... 3 Data and Econometric Methodology We estimate the model with quarterly macro, yield and exchange rate data from Canada and the ...The macroeconomic variables include inflation, output ...
37
The nexus between exchange rate fluctuations and macroeconomic variables in Nigeria
... between exchange rate fluctuations and macroeconomic variables in Nigeria using annual time series data spanning from 1986 to ...on exchange rate fluctuations, while TOT has a ...
14
The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
... the exchange rates and macro variables, the augmented Dickey-Fuller and Phillips-Perron testing procedures are ...the data endogenously determine the unconditional probability of being state 1 at the ...
59
Macroeconomic Volatility under Alternative Exchange Rate Regimes in Turkey
... weekly data for five developed countries, Westerfield (1977) found that the variability of floating spot and forward exchange rates are higher than fixed rates during the period of January 4, 1962-July 24, ...
22
THE IMPACT OF MACROECONOMIC NEWS ON EXCHANGE RATE VOLATILITY* HELINÄ LAAKKONEN
... original data consists of one-minute fre- quency transaction price data of the USD/EUR exchange rate from ...the data from Friday midnight (GMT) to Sun- day ...
18
Macroeconomic Factors That Influence Exchange Rate Fluctuation in ASEAN Countries
... Exchange rate has a vital role in the country's level of trade, which in turn is very critical in a free market ...which macroeconomic factors that have relationship with exchange rate ...
6
The macroeconomic implication of exchange rate regimes
... this exchange rate regime, the countries with fluctuating exchange rate have more negative GDP growth than countries with fixed exchange ...fixed exchange rate is 4.76 ...
26
Exchange Rate Rules and Macroeconomic Stability
... Taylor's contribution is of importance in the context of exchange rate rules because a policy of accommodating price level disturbances, as is implied by a PPP rule, will in a setting of[r] ...
24
The macroeconomic implication of exchange rate regimes
... this exchange rate regime, the countries with fluctuating exchange rate have more negative GDP growth than countries with fixed exchange ...fixed exchange rate is 4.76 ...
26
Macroeconomic Implications of Alternative Exchange Rate Models
... The model is completed by equations for the market value of the foreign demand for Canadian assets, an equation explaining revaluation and retained earnings on the existing stock, and fi[r] ...
51