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Purchasing power parity exchange rates from household survey data: India and Indonesia
Purchasing power parity exchange rates household survey data India Indonesia
2014/3/17
Purchasing power parity (PPP) exchange rates are extensively used in international and development economics. Originally developed by the International Price Comparison Project for the Penn World Tabl...
Segmentation analysis on a multivariate time series of the foreign exchange rates
finite multivariate Gaussian mixture Jensen-Shannon divergence variance-covariance matrix cross-sectional analysis
2012/6/2
This study considers the multivariate segmentation procedure under the assumption of the multivariate Gaussian mixture. Jensen-Shannon divergence between two multivariate Gaussian distributions is emp...
EXCHANGE RATES AND CAPITAL FREEDOM IN DEVELOPING MARKETS
exchange rate system capital freedom adjustable exchange rate policy
2011/9/12
Focuses on the foreign exchange rate systems and capital freedom in developing markets. Arguments against the free movement of capital; Divergence between marginal and average returns to capital and o...
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?
expectations monetary policy Federal funds futures exchange rates
2011/8/21
This paper addresses whether exchange rates respond to changes in expectations of future U.S. monetary policy when no actual monetary policy changes occur. We employ data on Federal funds futures cont...
上海财经大学宏观经济学课件Chapter18 Exchange Rates。
Do declining exchange rates help the U.S. economy?
Macroeconomics International Trade Imports Exports Exchange Rate
2010/10/18
Falling exchange rates cause a decline in the value of the U. S. dollar, increasing import
prices and reducing export prices. These relative price changes create income and substitution
effects. Thi...
EFFECTIVE EXCHANGE RATES OF THE BULGARIAN LEV 1879-1939
EFFECTIVE EXCHANGE RATES THE BULGARIAN LEV 1879-1939
2014/6/24
The paper constructs the first series of nominal and real effective exchange rates of the Bulgarian Lev from its establishment in 1879 until 1939. The dynamics of both indicators during the Classical ...
Purchasing power parity exchange rates for the global poor
he global poor rates Purchasing power
2014/3/25
We acknowledge invaluable assistance and advice from Bettina Aten, Shaida Badiee,
Misha Belkindas, Yonas Biru, Shaohua Chen, Tefera Bekele Degefu, Yuri Dikhanov,
Erwin Diewert, Alan Heston, D. S. ...
We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991–2008. We consider an FX market network in which each node represents an exchange r...
2005年第18讲(总第454讲)
Volatile and Persistent Exchange Rates: How Important Are Distribution Costs?
2007/8/13
主讲人
曾志雄 博士
香港中文大学经济系
题目
Volatile and Persistent Exchange Rates: How Important Are istribution Costs?
时间
2005年6月8日(星期三)下午14:00-15:30
地点
北京大学中国经济研究中心万众楼小教室
工作语言
英文
联系电话
62751475
演讲简介
This paper studies ...
ON THE MACROECONOMIC CAUSES OF EXCHANGE RATES VOLATILITY
exchange rates volatility macroeconomic volatility, long memory structural change fractional cointegration cobreaking, fractionally integrated factor vector autoregressive model G-7 area
2014/6/24
What are the causes of exchange rate volatility? When second moments implications of theories of exchange rates determination are considered, long-term fundamental linkages between macroeconomic and e...