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Purchasing Power Parity and the Real Exchange Rate

by Lucio Sarno, Mark P. Taylor , 2002
"... We assess the progress made by the profession in understanding real exchange rate behavior through a selective and critical, but nonetheless expository, review of the literature. Our reading of the literature leads us to the main conclusions that purchasing power parity might be viewed as a valid lo ..."
Abstract - Cited by 65 (4 self) - Add to MetaCart
long-run international parity condition when applied to bilateral exchange rates obtaining among major industrialized countries, and that mean reversion in real exchange rates displays significant nonlinearities. However, further work investigating the effects of real shocks on the long-run equilibrium

Nonlinear effects of exchange rate volatility on the volume of bilateral exports

by Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan - Journal of Applied Econometrics , 2004
"... In this paper, we empirically investigate the impact of exchange rate volatility on real international trade �ows utilizing a 13�country dataset of monthly bilateral real exports for 1980�1998. We compute one� month�ahead exchange rate volatility from the intra�monthly variations in the exchange rat ..."
Abstract - Cited by 22 (9 self) - Add to MetaCart
In this paper, we empirically investigate the impact of exchange rate volatility on real international trade �ows utilizing a 13�country dataset of monthly bilateral real exports for 1980�1998. We compute one� month�ahead exchange rate volatility from the intra�monthly variations in the exchange

Exchange Rate Pass-Through and Exposure in the Turkish Economy∗

by Nazlı Toraganlı
"... This paper examines the impact of exchange rate variations on the export prices and the profitability of the firms, at sectoral and at firm level respectively, in the Turkish manufacturing industry for the period 1995–2007. The data set consists of export unit values, bilateral exchange rates, total ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
This paper examines the impact of exchange rate variations on the export prices and the profitability of the firms, at sectoral and at firm level respectively, in the Turkish manufacturing industry for the period 1995–2007. The data set consists of export unit values, bilateral exchange rates

Market structure and exchange rate pass-through

by Raphael A Auer , Raphael Schoenle , 2012
"... Abstract In this paper, we examine the extent to which market structure and the way in which it affects pricing decisions of profit-maximizing firms can explain incomplete exchange rate passthrough. To this purpose, we evaluate how pass-through rates vary across trade partners and sectors depending ..."
Abstract - Cited by 7 (0 self) - Add to MetaCart
depending on the mass of firms affected by a particular exchange rate shock and the distribution of firms' market shares in the sector. In the first step of our analysis, we decompose bilateral exchange rate movements into broad US Dollar (USD) movements and trade-partner currency (TPC) movements

THE STERLING EFFECTIVE EXCHANGE RATE AND OTHER MEASURES OF UK COMPETITIVENESS

by Ray Barrell, A Choy, Dawn Holl, Rebecca Riley
"... Movements in exchange rates attract much attention, both for the signals they may contain about future inflation prospects and for their implications for the competitiveness of firms. However, movements in bilateral exchange rates, for instance in sterling against the dollar or the euro, do not conv ..."
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not convey enough information for either policymakers or for firms except in relation to specific bilateral transactions. It is useful to construct summary measures of exchange rate movements, and there are a number of ways of doing this. The choice of measure depends upon the use to which it is to be put

AN INVESTIGATION ON THE EFFECT OF REAL EXCHANGE RATE MOVEMENTS ON OECD BILATERAL EXPORTS 1

by An Investigation, Antoine Berthou , 2008
"... on the effect of real exchange rate movements on OECD bilateral exports ..."
Abstract - Cited by 4 (0 self) - Add to MetaCart
on the effect of real exchange rate movements on OECD bilateral exports

A Structural Investigation of Third-Currency Shocks to Bilateral Exchange Rates

by Martin Melecky, Martin Meleckyy - International Finance , 2008
"... A structural investigation of third-currency shocks to bilateral exchange rates ..."
Abstract - Cited by 2 (1 self) - Add to MetaCart
A structural investigation of third-currency shocks to bilateral exchange rates

2006), “Fixed Exchange Rates and Trade

by Michael W. Klein, Jay C. Shambaugh - Journal of International Economics
"... A classic argument for a fixed exchange rate is its promotion of trade. Empirical support for this, however, is mixed. While one branch of research consistently shows a small negative effect of exchange rate volatility on trade, another, more recent, branch presents evidence of a large positive impa ..."
Abstract - Cited by 34 (1 self) - Add to MetaCart
impact of currency unions on trade. This paper helps resolve this disconnect. Our results, which use a new data-based classification of fixed exchange rate regimes, show a large, significant effect of a fixed exchange rate on bilateral trade between a base country and a country that pegs to it

What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates

by Donald Coletti, René Lalonde , 2009
"... We employ a novel approach to identify the economic forces that have been driving a panel of real U.S. dollar exchange rates. Using a dynamic factor model we identify two common factors in a panel of six of U.S. bilateral real exchange ..."
Abstract - Cited by 6 (0 self) - Add to MetaCart
We employ a novel approach to identify the economic forces that have been driving a panel of real U.S. dollar exchange rates. Using a dynamic factor model we identify two common factors in a panel of six of U.S. bilateral real exchange

Exchange-Rate Exposure and the Financial Sector

by M. Nihat Solakoglu, Nazmi Demir
"... Abstract. In this study, we analyze the sensitivity of firms in Turkey’s financial sector to fluctuations in exchange rates by using a market model. The existence of structural breaks is taken into account through the shifts in volatility by using the Iterated Cumulative Sum of Squares (ICSS) algori ..."
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) algorithm. We also aim to identify some firm-specific factors that indicate statistically significant exchange-rate exposure. The method we use is the binary logistic model. Our findings show that block/family ownership is important for exchange-rate exposure and that it increases the probability
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