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Applied Economics
Volumn 32, Issue 1, 2000, Pages 73-79
Excess volatility of real exchange rates in the EMS: Some evidence from structural VARs
Author keywords

[No Author keywords available]
Indexed keywords

EUROPEAN MONETARY UNION; FINANCIAL MARKET; REAL EXCHANGE RATE; VECTOR AUTOREGRESSION;
EID: 0034650445     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368400322994     Document Type: Article
Times cited : (3)
References (11)
  • 1
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, O. and Quah, D. (1989) The dynamic effects of aggregate demand and supply disturbances, American Economic Review, 79, 655-73.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.1    Quah, D.2
  • 2
    • 43949155590 scopus 로고
    • Sources of real exchange rate fluctuations: How important are nominal shocks?
    • Clarida, R. and Gali, J. (1994) Sources of real exchange rate fluctuations: how important are nominal shocks?, Carnegie-Rochester Conference Series on Public Policy, 41, 1-56.
    • (1994) Carnegie-Rochester Conference Series on Public Policy , vol.41 , pp. 1-56
    • Clarida, R.1    Gali, J.2
  • 3
    • 0000852872 scopus 로고
    • Expectations and exchange rate dynamics
    • Dornbusch, R. (1976) Expectations and exchange rate dynamics, Journal of Political Economy, 84, 1161-76.
    • (1976) Journal of Political Economy , vol.84 , pp. 1161-1176
    • Dornbusch, R.1
  • 4
    • 49049132190 scopus 로고
    • The determination of the real exchange rate: The productivity approach
    • Hsieh, D. A. (1982) The determination of the real exchange rate: the productivity approach, Journal of International Economics, 12, 355-62.
    • (1982) Journal of International Economics , vol.12 , pp. 355-362
    • Hsieh, D.A.1
  • 5
    • 12944280725 scopus 로고
    • The European Monetary System and European integration: An evaluation
    • P. J. J. Welfens (ed.), Springer Verlag, Berlin
    • Klein, M. W. (1994) The European Monetary System and European integration: an evaluation, in P. J. J. Welfens (ed.), European Monetary Integration, Springer Verlag, Berlin, pp. 53-73.
    • (1994) European Monetary Integration , pp. 53-73
    • Klein, M.W.1
  • 6
    • 0039764784 scopus 로고
    • Sources of fluctuations in real and nominal exchange rates
    • Lastrapes, W. D. (1992) Sources of fluctuations in real and nominal exchange rates, The Review of Economics and Statistics, 74, 530-39.
    • (1992) The Review of Economics and Statistics , vol.74 , pp. 530-539
    • Lastrapes, W.D.1
  • 7
    • 0013148655 scopus 로고
    • Interest rates and currency prices in a two-country world
    • Lucas, R. E. (1982) Interest rates and currency prices in a two-country world, Journal of Monetary Economics, 10, 335-60.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 335-360
    • Lucas, R.E.1
  • 9
    • 0002236192 scopus 로고
    • A model of exchange rate dynamics
    • Mussa, M. (1982) A model of exchange rate dynamics, Journal of Political Economy, 90, 74-104.
    • (1982) Journal of Political Economy , vol.90 , pp. 74-104
    • Mussa, M.1
  • 10
    • 0042273578 scopus 로고
    • Nominal exchange rate regimes and the behaviour of real exchange rates: Evidence and implications
    • Mussa, M. (1986) Nominal exchange rate regimes and the behaviour of real exchange rates: evidence and implications, Carnegie-Rochester Conference Series on Public Policy, 25, 117-214.
    • (1986) Carnegie-Rochester Conference Series on Public Policy , vol.25 , pp. 117-214
    • Mussa, M.1
  • 11
    • 43949148608 scopus 로고
    • Fixed exchange rates as a means to price stability: What have we learned?
    • Svensson, L. E. O. (1994) Fixed exchange rates as a means to price stability: what have we learned?, European Economic Review, 38, 447-68.
    • (1994) European Economic Review , vol.38 , pp. 447-468
    • Svensson, L.E.O.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.