Journal articles: 'Exchange rates determination'

1

Chehab, Adham, and Cuddalore Sundar. "Efficiency and determination of black market exchange rates." Atlantic Economic Journal 24, no. 3 (September 1996): 264. http://dx.doi.org/10.1007/bf02298513.

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Genberg, Hans, and Alexander K. Swoboda. "Policy and Current Account Determination under Floating Exchange Rates." Staff Papers - International Monetary Fund 36, no. 1 (March 1989): 1. http://dx.doi.org/10.2307/3867168.

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3

Love, Ryan, and Richard Payne. "Macroeconomic News, Order Flows, and Exchange Rates." Journal of Financial and Quantitative Analysis 43, no. 2 (June 2008): 467–88. http://dx.doi.org/10.1017/s0022109000003598.

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AbstractIn textbook models of exchange rate determination, the news contained in public information announcements is directly impounded into prices with there being no role for trading in this process of information assimilation. This paper directly tests this theoretical result using transaction level exchange rate return and trading data and a sample of scheduled macroeconomic announcements. The main result of the paper is that even information that is publicly and simultaneously released to all market participants is partially impounded into prices via the key micro level price determinant—order flow. We quantify the role that order flow plays and find that approximately one third of price-relevant information is incorporated via the trading process.

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Stavárek, Daniel, and Cynthia Miglietti. "Effective Exchange Rates in Central and Eastern European Countries: Cyclicality and Relationship with Macroeconomic Fundamentals." Review of Economic Perspectives 15, no. 2 (June 1, 2015): 157–77. http://dx.doi.org/10.1515/revecp-2015-0015.

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Abstract This paper examines the evolution of effective exchange rates in nine Central and Eastern European countries in terms of development trends, volatility and cyclicality. Consequently, it provides direct empirical evidence on the nature of the relationship between effective exchange rates and selected macroeconomic fundamentals, addressing a key precondition of numerous exchange rate determination models and theories that attempt to explain the role of exchange rates in the economy. The results suggest that flexible exchange rate arrangements are reflected in both nominal and real effective exchange rates having higher volatility and variability. Furthermore, the results provide mixed evidence in terms of intensity, direction and cyclicality, but show a weak correlation between exchange rates and fundamentals. Sufficiently high coefficients are found only for money supply. Consequently, using fundamentals for the determination of exchange rates and using the exchange rate to explain economic development may be of limited use for the countries analyzed.

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Harvey, John T. "Psychological and Institutional Forces and the Determination of Exchange Rates." Journal of Economic Issues 40, no. 1 (March 2006): 153–70. http://dx.doi.org/10.1080/00213624.2006.11506887.

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McClung, R. E. D., T. T. Nakashima, H. Yamamoto, and G. Kotovych. "Determination of proton exchange rates in aqueous solution using TOCSY." Canadian Journal of Chemistry 77, no. 11 (1999): 1728–33. http://dx.doi.org/10.1139/cjc-77-11-1728.

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Knüttel, Alexander, and Robert S. Balaban. "A novel approach for the determination of fast exchange rates." Journal of Magnetic Resonance (1969) 95, no. 2 (November 1991): 309–19. http://dx.doi.org/10.1016/0022-2364(91)90221-e.

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Ibhagui, Oyakhilome Wallace. "Monetary model of exchange rate determination under floating and non-floating regimes." China Finance Review International 9, no. 2 (May 20, 2019): 254–83. http://dx.doi.org/10.1108/cfri-10-2017-0204.

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Purpose The purpose of this paper is to empirically analyse how different exchange rate regimes affect the links between monetary fundamentals and exchange rates in Sub-Saharan Africa. Design/methodology/approach Using the Pedroni method for panel cointegration, mean group and pooled mean group and the panel vector autoregressive technique, this study empirically investigates whether monetary fundamentals impact exchange rates similarly in both regimes. Thus, the author acquires needed and credible empirical data. Findings The result suggests that the impact is dissimilar. In the floating regime, an increase in relative money supply and relative real output depreciates and appreciates the nominal exchange rate in the long run whereas in the non-floating regime, the evidence is mixed. Thus, exchange rates bear a theoretically consistent relationship with monetary fundamentals across SSA countries with floating regimes but fails under non-floating regimes. This provides evidence that regime choice is important if the relationship between monetary fundamentals and exchange rates in SSA are to be theoretically consistent. Originality/value This study empirically incorporates the dissimilarities in exchange rate regimes in a panel framework and study the links between exchange rates and monetary fundamentals. The focus on how exchange rate regimes might alter the equilibrium relationships between exchange rates and monetary fundamentals in SSA is a pioneering experiment.

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Cuestas, Juan Carlos, and Estefanía Mourelle. "Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?" Applied Economics 43, no. 2 (January 2011): 243–58. http://dx.doi.org/10.1080/00036840802467065.

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Gabaix, Xavier, and Matteo Maggiori. "International Liquidity and Exchange Rate Dynamics *." Quarterly Journal of Economics 130, no. 3 (March 18, 2015): 1369–420. http://dx.doi.org/10.1093/qje/qjv016.

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Abstract We provide a theory of the determination of exchange rates based on capital flows in imperfect financial markets. Capital flows drive exchange rates by altering the balance sheets of financiers that bear the risks resulting from international imbalances in the demand for financial assets. Such alterations to their balance sheets cause financiers to change their required compensation for holding currency risk, thus affecting both the level and volatility of exchange rates. Our theory of exchange rate determination in imperfect financial markets not only helps rationalize the empirical disconnect between exchange rates and traditional macroeconomic fundamentals, it also has real consequences for output and risk sharing. Exchange rates are sensitive to imbalances in financial markets and seldom perform the shock absorption role that is central to traditional theoretical macroeconomic analysis. Our framework is flexible; it accommodates a number of important modeling features within an imperfect financial market model, such as nontradables, production, money, sticky prices or wages, various forms of international pricing-to-market, and unemployment.

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Kadochnikov, D. "Money Demand in Structural Modelsof Exchange Rate Determination." Voprosy Ekonomiki, no. 7 (July 20, 2012): 96–113. http://dx.doi.org/10.32609/0042-8736-2012-7-96-113.

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The demand for money is the key element uniting major structural models of exchange rate determination. The author analyzes the history of money demand theorizing in connection with the development of structural models of exchange rate determination. The author demonstrates that the evolution of the theory of money demand shaped the evolution of the theory of exchange rate. The paper also contains suggestions regarding the approach to criticizing structural exchange rate determination models on methodological grounds and the manner of teaching the economics of exchange rates.

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Bhatti, Razzaque H. "Do Expectations Play Any Role in Determining Pak Rupee Exchange Rates?" Pakistan Development Review 36, no. 3 (September 1, 1997): 263–73. http://dx.doi.org/10.30541/v36i3pp.263-273.

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This paper presents some evidence on the role of expectations in the determination of Pak rupee exchange rates vis-à-vis the dollar, pound, and yen over the period 1982:1– 1993:7. Results of cointegration and coefficient restriction tests in two out of three cases are supportive of the view of exchange rate determination in postulating that in efficient markets in which uncertainty and expectations about the future are dominant, the equilibrium nominal exchange rate is determined not only by current relative prices but also by the expected real exchange rate. These results are supportive of ex ante purchasing power parity, implying that the real exchange rate follows a random walk. These results also suggest that the anticipated inflation rate is higher in Pakistan than in other countries, which tends to encourage the domestic residents to convert their current balances into foreign currency, so that the terms of trade deteriorate and offset much of gains of the continuous devaluation of Pak rupee by undermining external competitiveness.

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Betts, Caroline M., and Bruce D. Smith. "Money, Banking, and the Determination of Real and Nominal Exchange Rates." International Economic Review 38, no. 3 (August 1997): 703. http://dx.doi.org/10.2307/2527288.

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Thevenon-Emeric, Geraldine, John Kozlowski, Zhongqi Zhang, and David L. Smith. "Determination of amide hydrogen exchange rates in peptides by mass spectrometry." Analytical Chemistry 64, no. 20 (October 15, 1992): 2456–58. http://dx.doi.org/10.1021/ac00044a027.

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15

Brink, S., and R. Koekemoer. "The economics of exchange rates: A South African model." South African Journal of Economic and Management Sciences 3, no. 1 (March 31, 2000): 19–51. http://dx.doi.org/10.4102/sajems.v3i1.2597.

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This paper attempts to capture the determination of the South African exchange rate in a theoretically plausible model with reliable forecasting ability. A sticky-price, Dornbusch-type monetary model of the rand/dollar exchange rate is proposed. The three-step Engle and Yoo cointegration procedure is applied and the test results indicate that the nominal exchange rate is cointegrated with relative real output, the relative money supplies and the inflation differential. An error correction model is estimated and shocks are applied to each of the long-run variables. Some policy implications are derived from these sensitivity tests. Finally, a fundamental equilibrium exchange rate (FEER) for the rand/dollar rate is defined and the FEER values are estimated until the year 2000.

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Inrawan, Ady, Hery Pandapotan Silitonga, and Acai Sudirman. "Analisa Faktor Eksternal yang Mempengaruhi Tingkat Return on Equity." Jesya (Jurnal Ekonomi & Ekonomi Syariah) 3, no. 2 (May 31, 2020): 144–54. http://dx.doi.org/10.36778/jesya.v3i2.197.

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The purpose of this study was to determine the effect of company external factors (inflation, interest rates, and exchange rates) on the ROE level. Associative research is used in this study with a qualitative approach. The object of research in companies of the Basic Industrial and Chemical Sub Sectors listed on the Indonesia Stock Exchange Period 2009 - 2018. Data collection techniques using the documentation method, data analysis techniques assumption of classiation, multiple linear regression, coefficient of determination and hypothesis testing. The results obtained, 1) Inflation, interest rates, exchange rates negatively affect ROE, 2) inflation rates, interest rates, and exchange rates affect ROE of 91.8%, 3) F test results, Inflation Rates, Interest Rates, and Exchange Rates have a significant effect on ROE.

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FLASSBECK, HEINER. "Exchange rate determination and the flaws of mainstream monetary theory." Brazilian Journal of Political Economy 38, no. 1 (March 18, 2018): 99–114. http://dx.doi.org/10.1590/0101-31572018v38n01a06.

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ABSTRACT Developing countries in general need flexibility and a sufficient number of instruments to prevent excessive volatility. Evidence does not support the orthodox belief that, with free floating, international financial markets will perform that role by smoothly adjusting exchange rates to their “equilibrium” level. In reality, exchange rates under a floating regime have proved to be highly unstable, leading to long spells of misalignment. The experience with hard pegs has not been satisfactory either: the exchange rate could not be corrected in cases of external shocks or misalignment. Given this experience, “intermediate” regimes are preferable when there is instability in international financial markets.

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Primavistanti, Daniar, and Aftoni Sutanto. "ANALISIS PENGARUH TINGKAT INFLASI, TINGKAT SUKU BUNGA, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2015." Jurnal Fokus Manajemen Bisnis 6, no. 2 (February 2, 2020): 121. http://dx.doi.org/10.12928/fokus.v6i2.1658.

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This research aimed to analyze and test the effect of inflation rates, interest rate and exchange rate on the stok price index at the stock exchange in 2013–2015. Independent variable used are inflation, interest rates, and exchange rates. While the dependent variable is the stock price index. The object of this research is in the market listed on the stock price index. The inflation rates, interest rates, and the exchange rate that are taken from Indonesian Bank. The analytical method used is the classic assumption test and regression test. Based on the survey result revealed that in partial inflation and the exchange rate does not significantaly influence the Stock Exchange Composite Index. While the variable interest rate significantly influence the Stock Exchange Composite Index. The test results simultaneosly show variable inflation, interest rates and exchange rates have an influence on the Stock Exchange Composite Index. The coefficient of determination was 28,3%.

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Bracken, Clay, and Jean Baum. "Determination of amide exchange rates by measurement of 2D NMR line-broadening." Journal of the American Chemical Society 115, no. 14 (July 1993): 6346–48. http://dx.doi.org/10.1021/ja00067a058.

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20

CAPRIATA, WILLIAM, and LEONARDO FLAUZINO DE SOUZA. "The exchange rate in Orthodox, Keynesian and New Developmentalism theoretical models: a literature review." Brazilian Journal of Political Economy 41, no. 2 (April 2021): 220–35. http://dx.doi.org/10.1590/0101-31572021-3126.

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ABSTRACT The main purpose of this paper is to present the differences in the exchange rates in macroeconomic models from the three current theoretical views: Orthodox, Post-Keynesian and New Developmentalism. To achieve this objective, it is proposed to make a bibliographic survey of the literature on open macroeconomics and exchange rate. The main differences among these views concerns to exchange rate determination, causes of exchange rate variations and balance of payments equilibrium determination.

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Burney, Nadeem A., and Naeem Akjitar. "Government Budget Deficits and Exchange Rate Determination: Evidence from Pakistan." Pakistan Development Review 31, no. 4II (December 1, 1992): 871–82. http://dx.doi.org/10.30541/v31i4iipp.871-882.

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It is now generally accepted that the real exchange rate is a key relative price in an econom/ Changes in the real exchange rate influence foreign trade flows, balance of payments, the structure and level of production, allocation of resources, etc. While the real exchange rate is an endogenous variable that responds to both exogenous as well as policy-induced shocks, the nominal exchange rate is usually taken as a policy instrument. The two rates, however, are found to be related to each other. 2 For effective policy-making, it is imperative to have some idea about different factors that influence the real exchange rate. Equally important is the knowledge of the manner in which the real exchange rate responds to changes in the exogenous variables. While there is a general consensus that the impact of various exogenous shocks on the exchange rate is transmitted through four broad channels, namely, (i) absolute prices, (ii) relative prices, (iii) income, and (iv) interest rates, the relative importance of each of these channels is found to vary across countries. In general, it depends on the degree of openness of the economy and the relative effectiveness of the fiscal and the monetary sectors within a country.

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22

Gros, Daniel. "On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination." Weltwirtschaftliches Archiv 125, no. 2 (June 1989): 273–95. http://dx.doi.org/10.1007/bf02707560.

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23

Nakorji, Musa, Ngozi T. I. Agboegbulem, Blessing A. Gaiya, and Ngozi V. Atoi. "Purchasing Power Parity Approach to Exchange Rate Misalignment in Nigeria." Central Bank of Nigeria Journal of Applied Statistics 12, No. 1 (August 16, 2021): 45–75. http://dx.doi.org/10.33429/cjas.12121.3/6.

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This study examines the purchasing power parity (PPP) approach to the determination of exchange rate misalignment in Nigeria by using two variants of the PPP: the absolute PPP (aPPP) and the relative PPP (rPPP). Data on the Nigerian Naira to US Dollar ( N/$), British Pound ( N/£) and Chinese Yuan (N /¥) interbank exchange rates, Nigeria consumer price index and Inflation as well as the US, UK and China consumer price indices and inflation rates spanning 2008:M1 to 2018:M12 were utilized. A recently modified fractional cointegration framework was employed, taking care of smooth structural breaks and nonlinearity, while the unit root tests employed the fractional alternatives. The results confirmed that the aPPP approach to exchange rate determination is unrealistic but revealed empirical support for the rPPP approach. Furthermore, the exchange rates computed with the rPPP approach show that the interbank Naira to US Dollar, UK Pounds and Chinese Yuan exchange rates were overvalued in most of the period of this study. The period of undervaluation observed in June 2016 and April 2017 coincided with the periods when CBN introduced the investors and exporters window. The study recommends the use of rPPP for gauging the level of exchange rate misalignment in Nigeria and suggests the need to diversify the export base to appreciate the exchange rate.

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Shaban, Osama Samih, Mohammad Al-Attar, Zaid Al-hawatmah, and Nafez Nimer Ali. "Consumer Price Index (CPI) as a competitiveness inflation measure: Evidence from Jordan." Journal of Governance and Regulation 8, no. 2 (2019): 17–22. http://dx.doi.org/10.22495/jgr_v8_i2_p2.

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The purpose of this paper is to investigate the Consumer Price Index (CPI) as a competitiveness inflation measure and to determine whether an empirical relationship exists between the rates of inflation represented in CPI and the level of the real exchange rate. In order to achieve the objectives of this paper, the study calculated the consumer price index (CPI) as an inflation rate for the period 2010-2018, and also adopted the real exchange rates for the same period. In order to achieve the objectives of the study, a Pearson correlation analysis between the average CPI rates, and the average exchange rate were conducted. The outcomes of the correlation analysis conducted reflect a negative correlation of 62% between the exchange rates and the CPI’s inflation rates, which means that when CPI rates cause direct opposite effect of the determination level of exchange rates on the Jordanian economy.

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Mu'affa, Lamik Nabil, Tarno Tarno, and Suparti Suparti. "PENYUSUNAN DAN PENERAPAN METODE REGRESSION ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (RANFIS) UNTUK ANALISIS DATA KURS IDR/USD." Jurnal Gaussian 9, no. 2 (May 28, 2020): 182–92. http://dx.doi.org/10.14710/j.gauss.v9i2.27820.

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The exchange rate of rupiah is one of the important prices in an open economy because the exchange rate can be used as a tool to measure the economic condition of a country. The movement of the rupiah exchange rate affected the Indonesian economy, maintaining the stability of the rupiah exchange rate became an important thing to do. In an effort to maintain the stability of the rupiah exchange rate, the factors that influence it must first be identified. Several factors affect the IDR / USD exchange rate, namely the large trade price index, foreign exchange reserves, money supply and interest rates. In this study, the Regression Adaptive Neuro Fuzzy Inference System (RANFIS) method was used to analyze the effect of predictor variables on IDR / USD exchange rates. The optimal RANFIS model is strongly influenced by three things, namely the determination of input predictor variable, membership functions, and number of clusters. Determination of the optimal RANFIS model is measured based on the smallest MAPE in-sample. Based on empirical studies applied to predictor variables on IDR / USD exchange rates, it was found that the RANFIS model was optimal, namely with 3 predictor variable inputs consisting of large trade price index variables, money supply and interest rates; with the gauss membership function; 2 clusters and rules produce an MAPE in-sample of 1.93% and an MAPE out-sample of 2.68%, so the performance of the RANFIS model has a very good level of accuracy.

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Kim, S. C., and F. M. Raushel. "The determination of enzyme-substrate dissociation rates by dynamic isotope exchange enhancement experiments." Journal of Biological Chemistry 261, no. 18 (June 1986): 8163–66. http://dx.doi.org/10.1016/s0021-9258(19)83891-7.

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Kudryavtsev, A. B., W. Linert, and A. V. Pyatkova. "Determination of mean nuclear magnetic relaxation rates in multiphase systems in slow exchange." Chemical Physics 186, no. 1 (August 1994): 53–62. http://dx.doi.org/10.1016/0301-0104(94)00157-x.

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Kabari, Ledisi Giok, Marcus B. Chigoziri, and Joseph Eneotu. "Machine Learning Algorithmic Study of the Naira Exchange Rate." European Journal of Engineering Research and Science 5, no. 2 (February 17, 2020): 183–86. http://dx.doi.org/10.24018/ejers.2020.5.2.1739.

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In this study, we discuss various machine learning algorithms and architectures suitable for the Nigerian Naira exchange rate forecast. Our analyses were focused on the exchange rates of the British Pounds, US Dollars and the Euro against the Naira. The exchange rate data was sourced from the Central Bank of Nigeria. The performances of the algorithms were evaluated using Mean Squared Error, Root Mean Squared Error, Mean Absolute Error and the coefficient of determination (R-Squared score). Finally, we compared the performances of these algorithms in forecasting the exchange rates.

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Wang, Jun, Xiaohang Liu, Zhitao He, Yadan Zhang, and Song Gao. "An Improved Triggering Updating Method of Interest Message with Adaptive Threshold Determination for Directed Diffusion Routing Protocol." Journal of Sensors 2021 (January 25, 2021): 1–15. http://dx.doi.org/10.1155/2021/8814839.

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Although some progress has been made in studying the triggering updating methods of interest message for reducing node energy consumption in directed diffusion routing protocols, they do not consider the anisotropy of sensing areas of nodes and the requirement of diversity of interest message exchange rates within real-time performance, which makes these studies unable to accurately adapt to the characteristics of interest message update. In this work, we proposed an improved triggering updating method (ITUM) consisted of adaptive threshold determination based on the analytic hierarchy process and update judgement by similarity comparison of interest messages. Meanwhile, the network model and the sensing model are presented to describe actual network scenarios. We analyze the impact of critical parameters and evaluate the performance of ITUM with several interest message updating methods from the aspect of lowering the number of information exchanges. The simulation results prove that ITUM can improve the adaptability to scene changes while decreasing the number of information exchanges compared with the existing methods. Furthermore, it is shown that ITUM is a highly effective solution for determining the triggering updating conditions of various information exchange rates in directed diffusion routing protocol.

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Bystritsky, V. M., A. V. Kravtsov, and J. Rak. "Experimental determination of the rates of the excited muonic hydrogen charge exchange on helium." Hyperfine Interactions 82, no. 1-4 (1993): 119–24. http://dx.doi.org/10.1007/bf01027951.

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31

Guidotti, Pablo E. "Exchange rate determination, interest rates, and an integrative approach to the demand for money." Journal of International Money and Finance 8, no. 1 (March 1989): 29–45. http://dx.doi.org/10.1016/0261-5606(89)90012-0.

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LI, X., C. LIU, and D. LEUNG. "Development of a model for the determination of air exchange rates for street canyons." Atmospheric Environment 39, no. 38 (December 2005): 7285–96. http://dx.doi.org/10.1016/j.atmosenv.2005.09.007.

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Ramadan, Saadallah. "Diffusion-Exchange Weighted Imaging." Magnetic Resonance Insights 3 (January 2009): MRI.S3504. http://dx.doi.org/10.4137/mri.s3504.

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A method has been developed whereby diffusion and exchange in micro cellular structures in the human brain are correlated to produce a new type of image contrast leading to determination of water exchange rates in vivo. The diffusion method relies on differential apparent diffusion coefficients as detectable nuclei exchange between adjacent compartments marked with different apparent diffusion coefficient values (e.g. intra- and extra-cellular compartments). A new pulse sequence was developed, and used to calculate water intra/extra mean residence times in brain, and the signal dependence on various experimental parameters was analysed. The method was tested in vivo at 3T field strength and produced 160 ms and 550 ms for extra-cellular and intra-cellular mean residence times, respectively.

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Brahmasrene, Tantatape, and Komain Jiranyakul. "Exploring real exchange rate effects on trade balances in Thailand." Managerial Finance 28, no. 11 (November 1, 2002): 16–27. http://dx.doi.org/10.1108/03074350210768130.

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This study investigates the impact of real exchange rates on the trade balances between Thailand and its major trading partners. Previous empirical evidence gave mixed results of the impact of real exchange rates on trade balances. In this study, Augmented Dicky‐Fuller and Phillips‐Perron tests for stationarity followed by the cointegration tests are implemented. All variables in the model are nonstationary but cointegrated. In cointegrating regressions, biases are introduced by simultaneity and serial correlation in the error. The specification that deals with these problems is the non‐linear specification of Stock and Watson (1989). By using this non‐linear model as modified by Reinhart (1995), the results show that the impact of real exchange rates (Thai baht/foreign currency) on trade balances is significant in most cases. Therefore, the generalized Marshall‐Lerner condition seems to hold. Furthermore, the results show that the real exchange rates play a more important role in the determination of the bilateral trade balances than other factors. Since the real exchange rate variable plays a major role in this study, the policy recommendation is to prevent exchange rate misalignment. A policy that can neutralize the changes in nominal exchange rates and relative prices should be introduced to prevent further deterioration of the trade balance.

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Octavia, Evania Rahma, and Dwi Wulandari. "Analysis of Effect Macro Variable on International Trade of Indonesia." Business and Economic Research 6, no. 2 (September 21, 2016): 228. http://dx.doi.org/10.5296/ber.v6i2.10053.

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This study aims to determine the effect of macro variables which include Indonesia's real gross domestic income, money supply, consumer price index and interest rates on international trade mediated by the exchange rate of rupiah against the dollar. This type of research is descriptive research with quantitative approach. Determination of the sample based on quarterly time series data 2010-2014. This study uses path analysis. The results showed domestic gross product, the money supply, and interest rates together have a significant effect on the exchange rate but the consumer price index do not have significant effect on the exchange rate. The results also show that the exchange rate has no significant effect on imports and exports.

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Du, Wei Wei, Cui Cui Qin, and Li Hua Zhao. "Effective Energy Saving Research on the Air Exchange Rate of Residential Buildings in Guangzhou Based on the Software DeST-h." Advanced Materials Research 374-377 (October 2011): 430–35. http://dx.doi.org/10.4028/www.scientific.net/amr.374-377.430.

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Reasonable determination of indoor ventilation rates are the main content of residential ventilation designs, and can save consumption by air conditioners. Firstly, the energy saving potential of ventilation cooling technology in Guangzhou is analyzed in this paper. The cooling load of a residential building in Guangzhou with different air exchange rates is simulated by the DeST-h after indoor heating quantity of different rooms is set. The energy saving rate is analyzed, the functional relation between energy saving rate of ventilation and air exchange rate is obtained using the linear-regression analysis method. After a comprehensive consideration of various factors, including variation of energy efficiency, room volume, air outlet size, and that the maximum air exchange rates of different rooms are fixed.

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Purnasari, Nina, Ahyuli Nelsy Manurung, Sri Weninta Br. Sitepu, Theresya Mey Riska Malau, and Febri Dwi Putri. "Pengaruh Tingkat Inflasi, Tingkat Suku Bunga dan Kurs terhadap Indeks Harga Saham Gabungan pada Sektor Industri Dasar dan Kimia yang Terdaftar di Bursa Efek Indonesia Periode 2015-2017." Ekonomis: Journal of Economics and Business 4, no. 2 (September 5, 2020): 361. http://dx.doi.org/10.33087/ekonomis.v4i2.176.

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Research aims to obtain information on whether inflation rates, interest rates and exchange rates on the composite stock price index both simultaneosudly and partially impact on basic industrial and chemical sectors in idx 2015-2017 period. The explanatory examination of the quantitative approach is the type used in this research, because the testing data relies on the quantity and analysis of the data obtained with statistical analysis. As for the use of methods to analyze the results of research, it is linear regression. There were 66 populations of the company in 2015-2017, with a sample number of 41. Independent variables simultaneously affect dependent variables, but interest rates and exchange rates are partial and significant to CSPI, while inflation rates are not significant and affect to CSPI. According to the research, it can be concluded that theresult of the Determination Coefficient on the Adjusted R Square has a value of 9.9%, the inflation rates, interest rates and exchange rates affect CSPI and 90.1% are not included in the variables.

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Klacsánová, Kitty, and Mária Bohdalová. "MACROECONOMIC FACTORS AND THEIR INFLUENCE ON THE VISEGRAD GROUP EXCHANGE RATES." Proceedings of CBU in Economics and Business 1 (November 16, 2020): 105–11. http://dx.doi.org/10.12955/peb.v1.26.

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The paper analyzes the effects of macroeconomic development on exchange rates and aims to point out indicators with a significant impact on the Visegrad Group's domestic currencies. Steep changes causing the Visegrad Group’s currencies to either appreciate or depreciate against the US dollar may result in higher risks for investors and even deteriorate the competitiveness of the particular country. The paper presents several macroeconomic indicators and their influence on four currencies, namely the Czech crown, Hungarian forint, Polish zloty and the Euro. As the Slovak Republic introduced the Euro as its official currency, the paper also analyzes it's impact on the common currency of the Eurozone. To emphasize international competitiveness, the research apart from traditional economic indicators, serving as a focal point in theories for exchange rate determination, incorporated economic complexity and corruption score as well. The findings indicate that during the period between 2000 to 2017, the two common indicators i.e. total reserves and corruption played the key role in determining the year-end spot exchange rates of the Czech crown, Hungarian forint and the Polish zloty. Besides corruption score, economic complexity serves as another significant indicator merely influencing the direction of the Euro's and the Zloty’s Dollar exchange rate movement. The last section compares the results of the OLS analyses for each country and verifies their accuracy through robust regressions. Overall, the model for the Czech crown represents the highest accuracy, regarding its predictive ability.

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Böckmann, Anja, and Eric Guittet. "Determination of fast proton exchange rates of biomolecules by NMR using water selective diffusion experiments." FEBS Letters 418, no. 1-2 (November 24, 1997): 127–30. http://dx.doi.org/10.1016/s0014-5793(97)01360-4.

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PARKIN, MICHAEL, IAN RICHARDS, and GEORGE ZIS. "THE DETERMINATION AND CONTROL OF THE WORLD MONEY SUPPLY UNDER FIXED EXCHANGE RATES 1961 - 1971*." Manchester School 43, no. 3 (April 21, 2008): 293–316. http://dx.doi.org/10.1111/j.1467-9957.1975.tb01227_1.x.

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Chen, Yi, and Guangfeng Zhang. "Exchange rates determination based on genetic algorithms using Mendel’s principles: Investigation and estimation under uncertainty." Information Fusion 14, no. 3 (July 2013): 327–33. http://dx.doi.org/10.1016/j.inffus.2011.12.003.

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Bendel, Peter. "Determination of slow imino proton exchange rates in nucleic acids by nonselective NMR inversion-recovery." Journal of Magnetic Resonance (1969) 64, no. 2 (September 1985): 232–42. http://dx.doi.org/10.1016/0022-2364(85)90347-6.

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Bhanja, Niyati, Arif Dar, and Aviral Tiwari. "Exchange rate and monetary fundamentals: Long run relationship revisited." Panoeconomicus 62, no. 1 (2015): 33–54. http://dx.doi.org/10.2298/pan1501033b.

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This study re-examines the long run validity of the monetary approach to exchange rate determination for India. In particular, the long run association of bilateral nominal exchange rate of Indian rupee vis-?-vis USD, Pound-sterling, Yen and Euro against the corresponding monetary fundamentals that the model underlines has been tested using Johansen-Juselius maximum likelihood framework and Gregory-Hansen co-integration approach. Irrespective of the exchange rates the study finds a co-integrating relationship among the variables using Johansen-Juselius maximum likelihood approach. The Gregory-Hansen co-integration method allows for one break determined endogenously in three specifications also confirms the long run relationship. Our results, hence, suggest that the monetary model is a valid theory of long run equilibrium condition for the rupee-dollar, rupee-pound, rupee-yen and rupee-euro exchange rates.

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Szabó, Andrea. "Testing monetary exchange rate models with the Westerlund panel cointegration test." Economica 7, no. 2 (August 6, 2020): 172–79. http://dx.doi.org/10.47282/economica/2014/7/2/4345.

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Time series testing of long-run monetary models of exchange rate determination in most cases fails to support the conjectures of the theory. The empirical literature increasingly uses the panel technique when testing monetary exchange rate models because the power of the panel unit root and panel cointegration tests seems higher than the pure time series tests. In this paper we examine the validity of the monetary exchange rate models over the period 1996Q1-2011Q4 for US dollar exchange rates of 15 OECD countries using Westerlund’s 2007 panel cointegration tests. We found moderate empirical support for monetary exchange rate models.

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Szabó, Andrea. "Testing monetary exchange rate models with the Westerlund panel cointegration test." Economica 7, no. 2 (August 6, 2020): 172–79. http://dx.doi.org/10.47282/economica/2014/7/2/4345.

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Time series testing of long-run monetary models of exchange rate determination in most cases fails to support the conjectures of the theory. The empirical literature increasingly uses the panel technique when testing monetary exchange rate models because the power of the panel unit root and panel cointegration tests seems higher than the pure time series tests. In this paper we examine the validity of the monetary exchange rate models over the period 1996Q1-2011Q4 for US dollar exchange rates of 15 OECD countries using Westerlund’s 2007 panel cointegration tests. We found moderate empirical support for monetary exchange rate models.

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Czerny, J., K. G. Schulz, A. Ludwig, and U. Riebesell. "Technical Note: A simple method for air–sea gas exchange measurements in mesocosms and its application in carbon budgeting." Biogeosciences 10, no. 3 (March 1, 2013): 1379–90. http://dx.doi.org/10.5194/bg-10-1379-2013.

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Abstract. Mesocosms as large experimental units provide the opportunity to perform elemental mass balance calculations, e.g. to derive net biological turnover rates. However, the system is in most cases not closed at the water surface and gases exchange with the atmosphere. Previous attempts to budget carbon pools in mesocosms relied on educated guesses concerning the exchange of CO2 with the atmosphere. Here, we present a simple method for precise determination of air–sea gas exchange in mesocosms using N2O as a deliberate tracer. Beside the application for carbon budgeting, transfer velocities can be used to calculate exchange rates of any gas of known concentration, e.g. to calculate aquatic production rates of climate relevant trace gases. Using an arctic KOSMOS (Kiel Off Shore Mesocosms for future Ocean Simulation) experiment as an exemplary dataset, it is shown that the presented method improves accuracy of carbon budget estimates substantially. Methodology of manipulation, measurement, data processing and conversion to CO2 fluxes are explained. A theoretical discussion of prerequisites for precise gas exchange measurements provides a guideline for the applicability of the method under various experimental conditions.

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Neumann, T. A., M. R. Albert, R. Lomonaco, C. Engel, Z. Courville, and F. Perron. "Experimental determination of snow sublimation rate and stable-isotopic exchange." Annals of Glaciology 49 (2008): 1–6. http://dx.doi.org/10.3189/172756408787814825.

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AbstractSnow sublimation is a fundamental process that affects the snow crystal structure and is important for ice-core interpretation, remote sensing, snow hydrology and chemical processes in snow. Prior studies have shown that sublimation can change the isotopic content of the remaining snow; these studies have inferred sublimation rates using field data, and were unable to control many of the environmental parameters that determine sublimation rate (e.g. temperature, relative humidity, snow microstructure). We present sublimation rate measurements on snow samples in the laboratory, where we have controlled many of these parameters simultaneously. We use the same experimental apparatus to determine sublimation rate, investigate the isotopic effects of sublimation, and study the isotopic exchange between vapor and solid. Our results suggest that pore spaces in snow are almost always at saturation vapor pressure; undersaturation may be possible in large pore spaces or in regions of rapid interstitial airflow. We present a revised formulation for determining the mass-transfer coefficient for snow as a linear function of Reynolds number (hm = 0.566Re + 0.075), estimate the fractionation coefficient for sublimating snow, and provide evidence for isotopic exchange between vapor and solid.

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Czerny, J., K. G. Schulz, A. Ludwig, and U. Riebesell. "A simple method for air/sea gas exchange measurement in mesocosms and its application in carbon budgeting." Biogeosciences Discussions 9, no. 9 (September 3, 2012): 11989–2017. http://dx.doi.org/10.5194/bgd-9-11989-2012.

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Abstract. Mesocosms as large experimental vessels principally provide the opportunity of performing elemental budget calculations e.g. to derive net biological turnover rates. However, the system is in most cases not closed at the water surface and gases can exchange with the atmosphere. Previous attempts to budget carbon pools in mesocosms relied on educated guesses concerning the exchange of CO2 with the atmosphere. Nevertheless, net primary production rates derived from these budget calculations were, despite large uncertainties in air/sea gas exchange, often more reasonable than cumulative extrapolations of bioassays. While bioassays have limitations representing the full spectrum of trophic levels and abiotic conditions inside the mesocosms, calculating dissolved inorganic carbon uptake inside the mesocosms has the potential to deliver net community production rates representative of the enclosed system. Here, we present a simple method for precise determination of air/sea gas exchange velocities in mesocosms using N2O as a deliberate tracer. Beside the application for carbon budgeting, exchange velocities can be used to calculate exchange rates of any gas of known concentration, e.g. to calculate aquatic production rates of climate relevant trace gases. Using an arctic (Kiel Off Shore Mesocosms for future Ocean Simulation) mesocosm experiment as an exemplary dataset, it is shown that application of the presented method largely improves accuracy of carbon budget estimates. Methodology of manipulation, measurement, data processing and conversion to CO2 fluxes are explained. A theoretical discussion of prerequisites for precise gas exchange measurements provides a guideline for the applicability of the method under various experimental conditions.

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Browning, Jeffrey D., and Shawn C. Burgess. "Use of 2H2O for estimating rates of gluconeogenesis: determination and correction of error due to transaldolase exchange." American Journal of Physiology-Endocrinology and Metabolism 303, no. 11 (December 1, 2012): E1304—E1312. http://dx.doi.org/10.1152/ajpendo.00306.2012.

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The use of deuterated water as a method to measure gluconeogenesis has previously been well validated and is reflective of normal human physiology. However, there has been concern since the method was first introduced that transaldolase exchange may lead to the overestimation of gluconeogenesis. We examined the impact of transaldolase exchange on the estimation of gluconenogenesis using the deuterated water method under a variety of physiological conditions in humans by using the gluconeogenic tracer [U-13C]propionate, 2H2O, and 2H/13C nuclear magnetic resonance (NMR) spectroscopy. When [U-13C]propionate was used, 13C labeling inequality occurred between the top and bottom halves of glucose in individuals fasted for 12–24 h who were weight stable ( n = 18) or had lost weight via calorie restriction ( n = 7), consistent with transaldolase exchange. Similar analysis of glucose standards revealed no significant difference in the total 13C enrichment between the top and bottom halves of glucose, indicating that the differences detected were biological, not analytical, in origin. This labeling inequality was attenuated by extending the fasting period to 48 h ( n = 12) as well as by dietary carbohydrate restriction ( n = 7), both conditions associated with decreased glycogenolysis. These findings were consistent with a transaldolase effect; however, the resultant overestimation of gluconeogenesis in the overnight-fasted state was modest (7–12%), leading to an error of 14–24% that was easily correctable by using either a simultaneous 13C gluconeogenic tracer or a correction nomogram generated from data in the present study.

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Allahyarifard, Mahmoud, Mostafa Karimzadeh, Mohammad Ali Falahi, and Ali Akbar Naji Meidani. "The Dynamics of the Exchange Rate and Extension of Monetary Trilemma." American Finance & Banking Review 5, no. 1 (April 26, 2020): 27–49. http://dx.doi.org/10.46281/amfbr.v5i1.551.

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Simultaneous making policy of interest rates, exchange rates and capital accounts can be extended to trilemma theory, contrary to its earlier theories, provided that the imbalances of the private sector, the government and the capital account adjusted through the policy variables such as the government expenditures, the interest rates on domestic deposits, the interest rates on domestic loans, effective exchange rates, foreign prices and foreign interest rates. On the other hand, the components of the extension of trilemma theory in the form of internal and external imbalances affect the exchange rate. In other words, if the real sector markets of the economy are not cleared through the aforementioned trilemma components, and policy variables, internal and external imbalances will be affected by opposite direction of net domestic assets (ΔNDA) and net foreign assets (ΔNFA) of the banking system. This is in accordance with the fundamental principles of the monetary approach balance of payments and exchange rate. Policy variables do not put pressure on the unofficial exchange rate as long as they have the same effect on the net changes in the domestic and foreign assets of the banking system. The purpose of this study is to consider the effect of internal and external imbalances on exchange rate through the simultaneous equations system, generating impulses in policy variables, and examining reactions in Iranian economy. In this paper, the monetary exchange rate determination model is analyzed and examined by using the extension of trilemma theory for macroeconomic data of Iran in the form of internal and external imbalances. The results of this study suggest that policy variables can stabilize the unofficial exchange rate (with other conditions being constant) through trading off internal and external imbalances. Thus, the economic policymaker can, while independently policing interest rates, capital accounts and government expenditures and other policy variables in this research, maintain exchange rate stability as a strategic variable and anchor the general level of prices.

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Journal articles on the topic 'Exchange rates determination'

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