Relevant bibliographies by topics / Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Conference papers

Academic literature on the topic 'Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis'

Author: Grafiati
Published: 4 June 2021
Last updated: 12 February 2022

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Journal articles on the topic "Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis"

1

Krušković, Borivoje D. "Exchange Rate and Interest Rate in the Monetary Policy Reaction Function." Journal of Central Banking Theory and Practice 6, no. 1 (2017): 55–86. http://dx.doi.org/10.1515/jcbtp-2017-0004.

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Abstract In recent years there has been a particular interest in the relation between exchange rates and interest rates both in developed countries and emerging countries. This is understandable given the important role that these variables have in determining the movement of nominal and real economic variables, including the movement of domestic inflation, real output, exports and imports, foreign exchange reserves, etc. To realized the importance of the given instruments selected macroeconomic indicators, data analysis (monthly data) relating to Serbia was made on the basis of the Transfer F
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2

Lin, Joung-Yol, Munkh-Ulzii John Batmunkh, Massoud Moslehpour, Chuang-Yuang Lin, and Ka-Man Lei. "Impact analysis of US quantitative easing policy on emerging markets." International Journal of Emerging Markets 13, no. 1 (2018): 185–202. http://dx.doi.org/10.1108/ijoem-03-2016-0082.

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Purpose Since the 2008 financial crisis, the USA has three times implemented quantitative easing (QE) policy. The results of the policy, however, were far below all expectations. Furthermore, it flooded emerging markets (EMs) with low-priced dollars. The purpose of this paper is to investigate the overall and individual impacts of the policy on EMs. Design/methodology/approach This study uses panel data regression model together with the fixed effects model. Also, a unit root test is conducted to check stationary properties of the data, as well as Durbin-Watson statistic to check serial correl
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Shen, Mei-Li, Cheng-Feng Lee, Hsiou-Hsiang Liu, Po-Yin Chang, and Cheng-Hong Yang. "An Effective Hybrid Approach for Forecasting Currency Exchange Rates." Sustainability 13, no. 5 (2021): 2761. http://dx.doi.org/10.3390/su13052761.

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Accurately forecasting the movement of exchange rates is of interest in a variety of fields, such as international business, financial management, and monetary policy, though this is not an easy task due to dramatic fluctuations caused by political and economic events. In this study, we develop a new forecasting approach referred to as FSPSOSVR, which is able to accurately predict exchange rates by combining particle swarm optimization (PSO), random forest feature selection, and support vector regression (SVR). PSO is used to obtain the optimal SVR parameters for predicting exchange rates. Our
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Santillán Salgado, Roberto Joaquín, Alejandro Fonseca Ramírez, and Luis Nelson Romero. "The “day-of-the-week” effects in the exchange rate of Latin American currencies." Revista Mexicana de Economía y Finanzas 14, PNEA (2019): 485–507. http://dx.doi.org/10.21919/remef.v14i0.419.

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This paper examines the “day-of-the-week” anomaly in the foreign exchange market of six major Latin American countries’ currencies: (Argentina, Brazil, Chile, Colombia, Mexico, and Peru), all with respect to the United States’ dollar. The returns of daily exchange rates are stationary, so we use linear regressions combined with GARCH, TARCH and EGARCH models to explore the presence of the “day-of-the-week” anomaly. The results confirm the presence of “abnormal” effects in some of the currencies and in some days of the week, particularly on Fridays and Mondays. Moreover, volatility in exchange
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Junaedi, Dedi, Muhammad Rizal Arsyad, Efrita Norman, Moh Romli, and Faisal Salistia. "Dampak Pandemi Covid-19 terhadap Stabilitas Moneter Indonesia." Al-Kharaj : Jurnal Ekonomi, Keuangan & Bisnis Syariah 3, no. 1 (2020): 17–36. http://dx.doi.org/10.47467/alkharaj.v3i1.149.

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This study aims: (1) to analyze the effects of the pandemic and the differences in policies in handling the Covid-19 pandemic on Indonesia's monetary stability; (2) to analyze the effect of money supply, BI-rate, market operations, stock index on Indonesia's monetary stability. This study uses quantitative analysis methods with multiple dummy variable regression. As a result, the number of pandemic cases and differences in policies had a significant effect on the stability of the rupiah. Simultaneously, the stability of the rupiah exchange rate is influenced by pandemic variables (cases, death
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Frutos-Bencze, Dina, Kujtim Avdiu, and Stephan Unger. "The effect of trade and monetary policy indicators on the development of renewable energy in Latin America." critical perspectives on international business 16, no. 4 (2019): 337–59. http://dx.doi.org/10.1108/cpoib-04-2018-0037.

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Purpose This paper aims to investigate the effect of monetary policy indicators on Latin America’s renewable energy development. The authors conduct several regressions as well as a Principal Component Analysis (PCA) to unveil relationships among possible driving factors among others the current account balance, interest rates, money flow and energy trade balance for Latin America’s energy mix. Design/methodology/approach The analysis was a two-part process. First, the authors used multiple regression to identify if monetary policy affects the development of renewable energy usage at all. To i
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Alhakimi, Saif Sallam. "The Use of Auto-Regressive Distributed Lag Method in Investigating The Impact of Interest Rate on Foreign Direct Investment in Yemen for the Period 1990-2018." Journal of Economics and Administrative Sciences 26, no. 123 (2020): 145–57. http://dx.doi.org/10.33095/jeas.v26i123.1992.

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Foreign direct investment has seen increasing interest worldwide, especially in developing economies. However, statistics have shown that Yemen received fluctuating FDI inflows during the period under study. Against this background, this research seeks to determine the relationship and impact of interest rates on FDI flows. The study also found other determinants that greatly affected FDI inflows in Yemen for the period 1990-2018. Study data collected from the World Bank and International Monetary Fund databases. It also ensured that the time series were made balanced and interconnected, and t
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8

Rao, Nandeeswara, and TassewDufera Tolcha. "DETERMINANTS OF REAL EXCHANGE RATE IN ETHIOPIA." International Journal of Research -GRANTHAALAYAH 4, no. 6 (2016): 183–210. http://dx.doi.org/10.29121/granthaalayah.v4.i6.2016.2652.

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Real exchange rate has direct effects on trade particularly on international trade and has indirect effects on productions and employments, so it is crucial to understand the factors which determine its variations. This study analyses the main determinants of the real exchange rate and the dynamic adjustment of the real exchange rate following shocks to those determinants using yearly Ethiopian time series data covering the period 1971 to 2010. It begins with a review of literatures on Exchange rate, real exchange rate, determinants of the real exchange rate and provides an updated background
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Gupta, G. S. "Economic Fluctuations and Stabilization Policies." Vikalpa: The Journal for Decision Makers 28, no. 1 (2003): 1–10. http://dx.doi.org/10.1177/0256090920030101.

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Economic fluctuations refer to ups and downs in the levels and/or rates of changes in the economic goal variables like real national income (GOP), inflation rate, and the rate of unemployment. Stabilization policies are the tools in the hands of the policy-makers to counter economic fluctuations and these include fiscal policy, monetary policy, and foreign exchange rate policy. This paper analyses the extent and depth of all major fluctuations (business cycles) across the G-7 countries, India, China, Malaysia, and the world as a whole during the Great Oepression and the last 40 years, identifi
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Lai, Ching‐Chong, Wen‐tzong Hsiao, and Wen‐ya Chang. "Managed Floating Exchange Rates, Intervention Policy and Macroeconomic Policies." Journal of Economic Studies 12, no. 4 (1985): 52–57. http://dx.doi.org/10.1108/eb002606.

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Traditionally, international monetary economists focus their attention on the framework of either a pure fixed or a pure flexible exchange rate system. With the demise of the Bretton Woods system, many countries have begun to use an intervention policy in the foreign exchange market and adopted the regime of managed floating exchange rates. Such a change has encouraged many economists into the field of this system. Although the contributions in this area are very rich, there is no systematic analysis concerning whether intervention policy will enhance or weaken the effectiveness of macroeconom
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Dissertations / Theses on the topic "Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis"

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Pisa, Michael A. "Explaining competitive currencies domestic politics, international trade, and exchange rate valuation /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2008. http://wwwlib.umi.com/cr/ucsd/fullcit?p3297900.

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Thesis (Ph. D.)--University of California, San Diego, 2008.<br>Title from first page of PDF file (viewed June 12, 2008). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 150-160).
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Lai, Shu-Ching. "Essays on financial economics." Diss., Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/28934.

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Arai, Yoichi. "Nonlinear nonstationary time series analysis and its application /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3144311.

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Chung, Joonho. "Empirical study on the effects of monetary policy on the exchange rates : the role of uncertainty in monetary policy /." free to MU campus, to others for purchase, 1998. http://wwwlib.umi.com/cr/mo/fullcit?p9901229.

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Karoro, Tapiwa Daniel. "An analysis of exchange rate pass-through to prices in South Africa." Thesis, Rhodes University, 2008. http://hdl.handle.net/10962/d1002687.

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The fact that South Africa has a floating exchange rate policy as well as an open trade policy leaves the country’s import, producer and consumer prices susceptible to the effects of exchange rate movements. Given the central role that inflation targeting occupies in South Africa’s monetary policy, it becomes necessary to determine the nature of influence of exchange rate changes on domestic prices. To this end, this thesis examines the magnitude and speed of exchange rate pass-through (ERPT) to import, producer and consumer prices in South Africa. Furthermore, it explores whether the directio
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Barnor, Joel A. "An analysis of the money market linkages between South Africa and selected major world economies." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002690.

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Globalisation and financial liberalisation has increased the linkages across countries in recent times. The existence of money market links has important implications for both domestic monetary policy and for investment decisions. This study examines the linkages between South Africa’s money market and selected major international money markets. The objectives of the study are firstly to examine the links between the repo rate of South Africa and the central bank rates of the EU, Japan, UK and US. Secondly, is to compare the influence of domestic and foreign monetary policy decisions on South
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Su, Ting T. "An empirical analysis of China's equilibrium exchange rate : a co-integration approach : a thesis submitted in partial fulfilment of the requirements for the degree of Masters [i.e. Master] of Commerce and Management at Lincoln University /." Diss., 2009. http://hdl.handle.net/10182/1106.

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May, Cyril. "Empirical analysis of the dynamics of the South African rand (Post-1994)." Thesis, 2016. http://hdl.handle.net/10539/20503.

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Thesis (Ph.D. (Economics))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic & Business Sciences, 2016.<br>The objective of this thesis is to investigate the recent historical dynamics of the four major nominal bilateral spot foreign exchange rates and the fifteen currency-basket nominal effective exchange rate of the South African rand (hereafter referred to as the rand). The thesis has been organised as three separate studies that add to the advancement of the knowledge of the characteristics and behaviour (causal effects) of the rand. The common t
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Goolab, Mohammad Ziad. "A critical analysis of the contributions of James Tobin to economics and its relevance to the South African economy." Thesis, 2009. http://hdl.handle.net/10413/980.

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This study reviews three of Tobin’s major contributions to economics, namely; Tobin’s q , liquidity preference as a behavior towards risk, and Tobin’s global transaction tax on foreign exchange transactions to identify any potential unifying features. The original suggestion of this thesis, given Tobin’s last contribution, is the role of savings that links all three contributions. The extension of this study aims to review these contributions so as to come up with po ssible links between them and apply the theory of q to a sample of forty five South African firms to a ssess firm diversificatio
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Books on the topic "Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis"

1

Dubauskas, Gediminas. Monetary and exchange rate policy in Lithuania: Comparative analysis. Institut für Höhere Studien, 1996.

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2

Hong guan tiao kong xiao ying de hui lü zhi du fen xi: Analysis of macro-control efficiency from the perspective of the exchange rate regime. Jing ji ke xue chu ban she, 2008.

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Fung, Ben S. C. A VAR analysis of the effects of monetary policy in East Asia. Bank for International Settlements, Monetary and Economic Dept., 2002.

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4

Juhn, Grace. Long-run determinants of exchange rate regimes: A simple sensitivity analysis. International Monetary Fund, Research Department, 2002.

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Duttagupta, Rupa. Exits from pegged regimes: An empirical analysis. International Monetary Fund, Monetary and Financial Systems Department, 2003.

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Wanshun, Qin, ed. Ren min bi nei wai jun heng lun: Renminbi : an internal and external equilibrium analysis. Beijing da xue chu ban she, 2006.

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Yun, Tŏng-nyong. Kumyung kaebang ŭi hwaktae wa hwanyul ŭi yŏnghyang pyŏnhwa punsŏk: Analysis on the expansion of financial opening and change in the effects of exchange rates. Taeoe Kyŏngje Chŏngch'aek Yŏn'guwŏn, 2013.

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Ji yu fu li fen xi de ren min bi hui lü zhi du xuan ze yan jiu: Study on the choice of renminbi exchange rate regime based on the welfare analysis. Zhongguo jin rong chu ban she, 2011.

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Caballero, Ricardo J. A "vertical" analysis of crises and intervention: Fear of floating and ex-ante problems. National Bureau of Economic Research, 2001.

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Foundation, African Capacity Building, ed. Macroeconometric modelling and policy analysis. NCEMA / National Centre for Economic Management and Administration, 2004.

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Conference papers on the topic "Foreign exchange rates Foreign exchange rates Monetary policy Regression analysis"

1

Ganiev, Junus, Damira Baigonushova, and Nevin Aydın. "The Relationship between Exchange Rate, Official Reserves and Money Supply in Kyrgyzstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01836.

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In recent years, there has been considerable instability in the exchange rates of many countries. This can directly affect macroeconomic stability on one side and monetary policy or rather money supply on the other. Because central banks are making interventions to the foreign exchange market by buying and selling foreign exchange in order to provide stability of exchange rate. As a result, both the official reserves and the money supply are constantly changing. Since Kyrgyzstan is a country dependent on imports in most commodities, the Central Bank of the Kyrgyz Republic sees the exchange rat
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Bal, Harun, Mustafa Ildırar, and Esma Erdoğan. "An Analysis of Turkey to Taylor Rule in the Context of Rule-Based and Discretionary Monetary Policy Debate." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02260.

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The readiness of central bank to adhere to a rule of monetary policy has always been one of the topics discussed in the economic literature. Policy decisions undertaken by monetary authorities in uncertain and unpredictable environments are the main reason for this debate. According to the Taylor Rule, that holds the rules and discretionary policies, the policy rate of the central bank is necessary to be determined in such a way that it provides a balance between the financial and the real sector that will increase foreign exchange inflows and not reduce investment expenditures. Therefore, the
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