Exchange rate and price adjustments in the aftermath of the Asian crisis

International Journal of Finance and Economics

Volumn 7, Issue 1, 2002, Pages 1-14

  Fujii, Eiji ^a  

^a OTARU UNIVERSITY OF COMMERCE   (Japan)

Author keywords

Asian crisis; Cointegration; Exchange rate; Impulse response; Purchasing power parity

Indexed keywords

COINTEGRATION ANALYSIS; FINANCIAL CRISIS; PURCHASING POWER PARITY; REAL EXCHANGE RATE;

INDONESIA; KOREA; PHILIPPINES; SINGAPORE; THAILAND;

EID: 0036205895     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.174     Document Type: Article

References (26)

1. Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation
2. An assessment of the evidence on purchasing power parity
3. Lag order and critical values of the augmented Dickey-Fuller test
4. Parity reversion in real exchange rates during the post-Bretton Woods period
5. On cross-country differences in the persistence of real exchange rates
6. Before the fall: Were East Asian currencies overvalued
7. Money and the US economy in the 1980s: A break from the past
8. A guide to target zones
9. Perspectives on PPP and long-run real exchange rates
10. Economic crises: Evidence and insights from East Asia
11. Monetary policy in the aftermath of currency crises: The case of Asia
12. Testing for cointegration when some of the cointegrating vectors are prespecified
13. The Asian currency crash: Were badly driven fundamentals to blame?
14. Exchange rate movements and their impact on trade and investment in the APEC region
15. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
16. Permanent or transitory deviations from purchasing power parity: An examination of eight Pacific-Basin countries
17. Impulse response analysis of cointegrated systems
18. Macroeconomic behavior during periods of speculative pressure or realignment: Evidence from Pacific Basin economies
19. Searching for stationarity: Purchasing power parity under the current float
20. Does the real exchange rate follow a random walk? The Pacific-Basin perspective
21. The purchasing power parity puzzle
22. Macroeconomics and reality
23. The behavior of real exchange rates during the post-Bretton Woods period