Real effective exchange rate
Price and Income Elasticities of Russian Exports
... the real effective exchange rate, defined as the weighted average of the rouble’s exchange rates versus a basket of the three currencies with the largest share in the trade turnover ...
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THE ANALYSIS OF THE MONETARY POLICY DYNAMICS IN ROMANIA USING A STRUCTURAL VECTOR AUTOREGRESSIVE MODEL
... (a real effective exchange rate appreciation) through the usual method that is the massive intervention of the monetary authorities on the exchange market through the accumulation ...
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Growth and exchange rate volatility: a panel data analysis
... of real effective exchange rate volatility on long-run economic growth for a set of 82 advanced and emerging economies using a panel data set ranging from 1970 to ...for exchange ...
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Impact of real exchange rate volatility on foreign direct investment inflows in Brazil
... Exchange Rate Volatility – In this study REER is defined as the relative consumer price index (through following the Law of One Price (LOP) 5 and Purchasing Power Parity (PPP) 6 ...The real ...
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António Afonso Ana Sofia Nunes
... GDP real growth rate, the public debt-to-GDP ratio, the budget balance ratio, the inflation rate, given by the harmonised index of consumer prices (HICP), the real effective ...
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Budgetary and External Imbalances Relationship : a Panel Data Diagnostic
... Within the context of our study, and given the growing financial integration and mobility of capital between countries, a panel assessment is also relevant, particularly for a sample of EU and OECD countries. For ...
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Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach
... or real effective exchange rate increase the ...and real GDP growth (bid ask spread, debt-to-GDP ratio, real effect exchange rate and VIX), the larger (higher) in ...
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IMPACT OF CURRENCY DEVALUATION ON THE EXPORTS: A COMPARATIVE STUDY ON PAKISTAN, BANGLADESH AND INDIA
... the real exchange rate and trade balance in long ...is effective for the improvement of trade balance and export in long ...(i.e. Real effective exchange rate, ...
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Macroeconomic Determinants of the Stock Market Index and Policy Implications: The Case of a Central European Country
... interest rate are considered and ...with real GDP, the ratio of the government debt to GDP, the nominal effective exchange rate and the German stock market index, is negatively ...
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Brazil. J. Polit. Econ. vol.37 número3
... stable real exchange rate one of the most effective macroeconomic variables boosting the expansion of manufacturing versus non-tradable goods industries (Gala, 2008; Rodrik, 2008, 2009; ...
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Exchange rate dynamics in Brazil
... risk, exchange rate, market interest rate, government interest rate, and foreign interest ...the exchange rate changes less than the country risk but it is closer to the domestic ...
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Exchange Rate Pressure in Angola
... of exchange rate regimes in Angola that started de facto an successful exchange rate management in early ...annual effective depreciation of the Angolan currency and the annual ...
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Econ. Apl. vol.16 número4
... Extracting market expectations is one of the most important tasks in eco- nomics and finance. Market expectations on financial variables may influ- ence macroeconomic policy decisions. It can be also useful for corporate ...
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Elections and exchange rate policy cycles
... generates real exchange rate ...of real exchange rate changes as the main ingredient leading to exchange rate policy ...these exchange rate cycles can ...
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EXCHANGE RATE AND EXCHANGE POLICY IN PORTUGAL 1891-1931 REVISITED()
... The global adherence of the model is quite good again, and all the statistically significant coefficents (those of Portuguese prices, British prices, Portuguese mo[r] ...
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Estud. av. vol.26 número75
... profit rate and ac- cumulation rate ...accumulation rate that grew fast again (average of ...profit rate had been growing since 1999, with an average annual growth of ...
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Monetary transmission mechanisms: Portuguese comparison before and after joining the Euro, with Poland as a counter-factual
... variable changed just because of the intervention of monetary authority, having into account that the monetary authority might have just been responding to that shock. The following example can illustrate this problem, ...
114
Stochastic Simulation of the Exchange Rate
... the exchange rate and this increase occurs, they make a profit (per unit) equal to the observed increase in the exchange ...the exchange rate decreases, they register a loss (per unit), ...
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Real exchange rate and structural change in a Kaldorian balance of payments constrained growth model
... the balance of payments constrained growth model, pioneered developed by anthony thirwall (1979), holds two fundamental problems. Firstly, they fully dis- regard the cumulative causation mechanism, so relevant to ...
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Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options
... Brazilian Real/US Dollar (USD/BRL) exchange rate option data and compares with actual exchange rates in order to estimate the relative risk-aversion of investors and also obtain a ...
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