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Interpreting Currency Movements During the Crisis

Interpreting Currency Movements During the Crisis »

Source: Interpreting Currency Movements During the Crisis : What's the Role of Interest Rate Differentials?

Volume/Issue: 2011/14

Series: IMF Working Papers

Author(s): Thomas Dowling , and Nicoletta Batini

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455212521

Keywords: uncovered interest parity, UIP, term structure, exchange rate, monetary policy, exchange rate movements, inflation, Open Economy Macroeconomics,

Using an adaptation of the Uncovered Interest Parity (UIP) condition, this paper analyzes the drivers behind the large, symmetric exchange rate swings observed during the financial crisis of 2008-2010. Employing a...

Why Has the Euro Been so Weak?

Why Has the Euro Been so Weak? »

Source: Why Has the Euro Been so Weak?

Volume/Issue: 2001/155

Series: IMF Working Papers

Author(s): Guy Meredith

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451857313

Keywords: euro weakness, exchange rate, real interest rates, inflation, exchange rate movements, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

The weakness of the euro has been surprising given the widely-held expectation that it would be a strong currency. This paper critically examines explanations for the slide in the euro, finding that many are questi...

Exchange Rate Pass-Through in Turkey

Exchange Rate Pass-Through in Turkey »

Source: Exchange Rate Pass-Through in Turkey

Volume/Issue: 2002/204

Series: IMF Working Papers

Author(s): Marco Rossi , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451874518

Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania »

Source: An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania

Volume/Issue: 2006/150

Series: IMF Working Papers

Author(s): Nkunde Mwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864106

Keywords: Pass-through, Exchange rate, Structural VAR, exchange rate pass, exchange rate movements, money supply, Multiple or Simultaneous Equation Models: Time-Series Models, Economywide Country Studies: Africa, Tanzania, United Republic of,

The paper examines the effect of exchange rate changes on consumer prices in Tanzania using structural vector autoregression (VAR) models. Using a data set covering the period 1990-2005, we find that the exchange r...

Interpreting Currency Movements During the Crisis
			: What's the Role of Interest Rate Differentials?

Interpreting Currency Movements During the Crisis : What's the Role of Interest Rate Differentials? »

Volume/Issue: 2011/14

Series: IMF Working Papers

Author(s): Thomas Dowling , and Nicoletta Batini

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

DOI: http://dx.doi.org/10.5089/9781455212521.001

ISBN: 9781455212521

Keywords: uncovered interest parity, UIP, term structure, exchange rate, monetary policy, exchange rate movements, inflation, Open Economy Macroeconomics,

Using an adaptation of the Uncovered Interest Parity (UIP) condition, this paper analyzes the drivers behind the large, symmetric exchange rate swings observed during the financial crisis of 2008-2010. Employing a...

Why Has the Euro Been so Weak?

Why Has the Euro Been so Weak? »

Volume/Issue: 2001/155

Series: IMF Working Papers

Author(s): Guy Meredith

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

DOI: http://dx.doi.org/10.5089/9781451857313.001

ISBN: 9781451857313

Keywords: euro weakness, exchange rate, real interest rates, inflation, exchange rate movements, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

The weakness of the euro has been surprising given the widely-held expectation that it would be a strong currency. This paper critically examines explanations for the slide in the euro, finding that many are questi...

Exchange Rate Pass-Through in Turkey

Exchange Rate Pass-Through in Turkey »

Volume/Issue: 2002/204

Series: IMF Working Papers

Author(s): Marco Rossi , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451874518.001

ISBN: 9781451874518

Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania »

Volume/Issue: 2006/150

Series: IMF Working Papers

Author(s): Nkunde Mwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864106.001

ISBN: 9781451864106

Keywords: Pass-through, Exchange rate, Structural VAR, exchange rate pass, exchange rate movements, money supply, Multiple or Simultaneous Equation Models: Time-Series Models, Economywide Country Studies: Africa, Tanzania, United Republic of,

The paper examines the effect of exchange rate changes on consumer prices in Tanzania using structural vector autoregression (VAR) models. Using a data set covering the period 1990-2005, we find that the exchange r...