Search results for " exchange rate"

showing 10 items of 27 documents

Time-Varying Fundamentals of the Euro–Dollar Exchange Rate

2006

Abstract This study examines changes in the impact of the economic fundamentals on the euro–dollar exchange rate. First, the monetary model is augmented with the equity markets and the model is estimated in its structural form. Second, the time-varying impacts of the long-run fundamentals representing equilibrium in different markets on the euro–dollar exchange rate are examined using Kalman filtering. The time-varying structural model indicated that the relative importance of the different fundamentals was not equal and the impact of the fundamentals was time-dependent.

Exchange rateKeynesian economicsEquity (finance)EconomicsGeneral Economics Econometrics and FinanceDollar exchange rateInternational Economic Journal
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Bayesian inference for the extremal dependence

2016

A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the Pickands dependence function. We propose a nonparametric Bayesian model that allows, in the bivariate case, the simultaneous estimation of both functional representations through the use of polynomials in the Bernstein form. The constraints required to provide a valid extremal dependence are addressed in a straightforward manner, by placing a prior on the coefficients of the Bernstein polynomials which gives probability one to the set of valid functions. The…

FOS: Computer and information sciencesStatistics and ProbabilityInferenceBernstein polynomialsBivariate analysisBayesian inference01 natural sciencesMethodology (stat.ME)Bayesian nonparametrics010104 statistics & probabilitysymbols.namesakeGeneralised extreme value distribution0502 economics and business62G07Applied mathematics62G05Degree of a polynomial0101 mathematicsStatistics - Methodology050205 econometrics MathematicsAngular measureMax-stable distributionGENERALISED EXTREME VALUE DISTRIBUTION EXTREMAL DEPENDENCE ANGULAR MEASURE MAX-STABLE DISTRIBUTION BERNSTEIN POLYNOMIALS BAYESIAN NONPARAMETRICS TRANS-DIMENSIONAL MCMC EXCHANGE RATEExchange rates05 social sciencesNonparametric statisticsMarkov chain Monte CarloBernstein polynomialGENERALISED EXTREME VALUE DISTRIBUTION; EXTREMAL DEPENDENCE; ANGULAR MEASURE; MAX-STABLE DISTRIBUTION; BERNSTEIN POLYNOMIALS; BAYESIAN NONPARAMETRICS; TRANS-DIMENSIONAL MCMC; EXCHANGE RATETrans-dimensional MCMCEXCHANGE RATEsymbolsStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaMaximaExtremal dependence62G32Electronic Journal of Statistics
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The Role of the Exchange Rate Regime in the Process of Real and Nominal Convergence

2013

During the last decade, economists have intensively searched for evidence on the importance of the Balassa-Samuelson (B-S) hypothesis in explaining nominal convergence. One general result is that B-S can at best explain only part of the excess inflation observed in the European catching-up countries, which suggests that other factors may be at play. In these and related studies, however, the potential role of the exchange rate regime in affecting price convergence in Europe has been overlooked. In this respect, we claim that the choice of the exchange rate regime has decisively affected the path of nominal convergence. To show this, we first model the (endogenous) choice of the exchange rat…

InflationMacroeconomicsEconomics and EconometricsProcess (engineering)media_common.quotation_subjectBalassa–Samuelson effectjel:C34jel:F31Convergence (economics)Differential (mechanical device)jel:E52inflation Balassa-Samuelson effect exchange rate regimes euro adoptionExchange-rate regimeExchange rate regimes Balassa–Samuelson effect Inflation Euro adoptionDual (category theory)EconomicsProductivitymedia_commonSSRN Electronic Journal
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Disaggregate Real Exchange Rate Behaviour

2007

In this paper, we re-examine the “PPP Puzzle” using sectoral disaggregated data. Specifically, we first analyse the mean reversion speeds of real exchange rates for a number of different sectors in eleven industrial economies and then focus on relating these rates to variables identified in the literature as key determinants of CPI-based real exchange rates, namely: the trade balance, productivity and the mark up. In particular, we seek to understand to what extent the relationships existing at the aggregate level are borne out at the disaggregate level. We believe that this analysis can help shed light on the PPP puzzle.

MacroeconomicsEconomics and EconometricsExchange rateMean reversionEconomicsBalance of tradejel:F31Aggregate leveljel:F41jel:C33Real Exchange Rates Sectoral Prices Panel Data MethodsProductivity
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A panel cointegration approach to the estimation of the peseta real exchange rate

2001

Abstract In this paper we estimate different specifications of a model for the determination of the bilateral real exchange rate of the peseta relative to nine European Union members. The model is based on Meese and Rogoff (The Journal of Finance 43 (1988) 933) monetary approach as extended by MacDonald (Journal of International Financial Markets, Institutions and Money 8 (1998) 117). The applied econometric techniques are the recent panel cointegration tests developed by Kao (Journal of Econometrics 90 (1999) 1), McCoskey and Kao (A Monte Carlo comparison of tests for cointegration in panel data. Journal of Propagations in Probability and Statistics 1 (2001) 165) and Pedroni (Oxford Bullet…

MacroeconomicsEconomics and Econometricsreal exchange rate European Monetary Union panel cointegrationCointegrationFinancial marketMonte Carlo methodjel:F31Probability and statisticsjel:C33Exchange rateEconometricsEconomicsmedia_common.cataloged_instanceEuropean unionReal interest ratemedia_commonPanel dataJournal of Macroeconomics
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PRICE CONVERGENCE IN THE EUROPEAN CAR MARKET

2008

International audience; This paper examines price convergence in the European Union car market over the period 1995-2005. We find that there is a clear evidence of price convergence among the EU15 countries, but not before 1999. Moreover, countries of the Economic and Monetary Union (EMU) started convergence previously to the EU15 as a whole. Finally, exchange rate changes have significantly contributed to price dispersion over time across countries. The results provide significant evidence that trade liberalization and the EMU have enhanced the process of regional integration in the European automobile industry, even though there is room for further measures to promote integration.

Market integrationEconomics and EconometricsEconomicsMonetary economicsExchange rate0502 economics and businessRegional integrationEconomicsddc:330media_common.cataloged_instanceSocial Sciences & Humanities050207 economicsEuropean unionFree trademedia_common050208 financeEuro05 social sciencesMarket integration; Automobiles; European Union; Exchange ratesWirtschaftEconomic SectorsConvergence (economics)International economicsPolitical EconomyWirtschaftssektorenVolkswirtschaftslehre8. Economic growthEconomic and monetary unionPrice dispersion
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El tipo de cambio real dólar-euro y el diferencial de intereses reales

2006

This paper investigates whether threshold effects exist in the relationship between dollar-euro real exchange rate and real interest differential, over the period January 1984 to December 2004. We specify a three-regime threshold model and the results provide evidence that there is no threshold effect in the short term, but the nonlinear behaviour of real exchange rate implies threshold effect in the long term. On the other hand, the nonlinearity into the behaviour of real exchange rates can be modelled by a Band-TAR which implies a symmetric response to the real interest differential outside the bank. Finally, into the threshold band the behaviour of real exchange rate is near to follow a …

Paridad de poder adquisitivojel:C53Banda umbral; Tipo de cambio real; Diferencial de intereses reales; Paridad de poder adquisitivo; No linealidadNo linealidadUNESCO::CIENCIAS ECONÓMICAS::Economía internacional::Acuerdos monetarios internacionalesDiferencial de intereses realesbanda umbral tipo de cambio real diferencial de intereses reales paridad de poder adquisitivo no linealidad Threshold real exchange rates real interest differentials purchasing power parity nonlinearity.Tipo de cambio realjel:F30:CIENCIAS ECONÓMICAS::Economía internacional::Acuerdos monetarios internacionales [UNESCO]jel:F47Banda umbral
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Pricing of Asian exchange rate options under stochastic interest rates as a sum of options

2002

The aim of the paper is to develop pricing formulas for long term European type Asian options written on the exchange rate in a two currency economy. The exchange rate as well as the foreign and domestic zero coupon bond prices are assumed to follow geometric Brownian motions. The emphasis is devoted to the discretely sampled Asian option. It is shown how the value of this option can be approximated as the sum of Black-Scholes options. The formula is obtained under the extension of results developed by Rogers and Shi (1995) and Jamshidian (1991). In addition bounds for the pricing error are determined. Comparing with Monte Carlo simulation the pricing is found to be very precise.

Statistics and Probabilitymedia_common.quotation_subjectMathematical financeMonte Carlo methodjel:G13Interest rateZero-coupon bondExchange rateCurrencyValue (economics)EconometricsAsian optionAsian exchange rate option forward risk adjusted measure stochastic interest rates.Statistics Probability and UncertaintyFinanceMathematicsmedia_common
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Exchange Rates and Stock Prices in the MENA countries: What Role for Oil?

2011

This paper considers the linkage between stock prices and exchange rates in four MENA (Middle East and North Africa) emerging markets. In contrast to the existing evidence that uses a global market index to uncover such a relationship it is found that for the sample countries oil prices emerge as the dominant factor in the above relationship. The paper considers the presence of regime shifts and evidence is found of cointegration only for the period following the 1999 oil price shock. Readjustment towards equilibrium in each stock market occurs via oil price changes. Finally, a number of robustness checks are performed and persistence profiles produced. Wiley Online Library

Stock Prices Exchange Rates Oil Prices Capital Market Integration_Exchange RatesOilStock price
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Long-Run Determinants and Short-Run Dynamics of the Trade Balance in the Eu-15 Countries

2016

Several studies have analyzed the long-run determinants of current account balances using panel cointegration techniques. In this paper we will study both the long-run determinants and the short-run dynamics of the trade balances in the EU-15 countries. We will analyze each country separately and decompose the aggregate trade balance into the intra balance (trade balance vis-a-vis euro area) and the extra balance (trade balance vis-a-vis the rest of the world). Overall, our results suggest that there are significant differences in the long-run relations across the EU-15 countries which might be overlooked in the panel cointegration studies. In most of the countries there is a long-run coint…

Variable (computer science)Balance (accounting)Effective exchange rateShort runCointegrationEconomicsBalance of tradeMonetary economicsInternational economicsCurrent accountTrade barrierSSRN Electronic Journal
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