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Rozprawy doktorskie na temat „Ruble exchange rate”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

Wang, Rudan. "Taylor rule based exchange rate models with wealth effects." Thesis, University of Bath, 2015. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669035.

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This thesis focuses on the relationship between the exchange rate and its determinants using an endogenous monetary policy rule as represented by the Taylor rule. Compared to the recent literature on out-of-sample exchange rate predictability, I extend the model of Molodtsova and Papell (2009) by including two variables representing wealth effects, as has been suggested in the standard Taylor rule models. Using quarterly data from 1975-2008, I first investigate the econometric properties of the Taylor rule applied to U.K., Australian and Swedish data against the US dollar. Various unit root te

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2

Wan, Yiding. "Can Taylor rule fundamentals predict exchange rates?" Thesis, University of East Anglia, 2012. https://ueaeprints.uea.ac.uk/42380/.

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Recent research suggests that there are many favourable features of the asset- pricing model of exchange rates incorporating Taylor rules. Against this back- ground, this thesis focuses on the relationship between the exchange rate and Taylor rule fundamentals. The introductory chapter provides a short summary of the most relevant literature, and explains the connections between the main chapters. In chapter 2, we mainly follow Engel and West's (2006) framework of the asset-pricing model of exchange rate incorporating Taylor rules to forecast the yen/dollar exchange rate. The central research

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3

Huber, Florian, and Daniel Kaufmann. "Trend Fundamentals and Exchange Rate Dynamics." WU Vienna University of Economics and Business, 2016. http://epub.wu.ac.at/4808/1/wp214.pdf.

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We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six exchange rates against the US Dollar. The empirical model is based on the assumption that both countries' monetary policy strategies may be well described by Taylor rules with a time-varying inflation target, a time-varying natural rate of unemployment, and interest rate smoothing. The estimates closely track major movements along with important time series properties of real and nominal exchange rates across all currencies considered. The model generally outperforms a benchma

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4

Kim, Hyeongwoo. "Essays on exchange rate models under a Taylor rule type monetary policy." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1148588616.

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Costa, Alexis Petri Magalhães. "An assessment of exchange rate impact over Taylor rule determination in Brazil." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/17971.

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Submitted by Alexis Petri Magalhaes Costa (alexis.petri.costa@gmail.com) on 2017-02-22T19:36:54Z No. of bitstreams: 1 Dissertacao.pdf: 1279843 bytes, checksum: b21e4e76b5b7742d95c444d256cd3ec9 (MD5)<br>Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Alexis, boa tarde Para que possamos aceitar seu trabalho, por gentileza, retire as páginas em branco que constam no trabalho entre a capa, contracapa e folha de assinaturas. Inclua também o resumo em português (mesmo o trabalho estando em inglês). Após correções, submeter o arquivo novamente. Att on 2017-02-22T

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6

Dror, Marika. "Forecasting of exchange rates." Doctoral thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-202335.

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The thesis investigates different exchange rate models and their forecasting performance. The work takes previous literature overview and summarize their findings. Despite the significant amount of papers which were done on the topic of exchange rate forecast, basically none of them cannot find an appropriate model which would outperform a forecast of a simple random walk in every horizon or for any currency pair. However, there are some positive findings in specific cases (e.g. for specific pair or for specific time horizon). The study provides up-to-date analysis of four exchange rates (USD/

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7

Huber, Florian. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5461/1/wp244.pdf.

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In this note we develop a Taylor rule based empirical exchange rate model for eleven major currencies that endogenously determines the number of structural breaks in the coefficients. Using a constant parameter specification and a standard time-varying parametermodel as competitors reveals that our flexible modeling framework yields more precise density forecasts for all major currencies under scrutiny over the last 24 years.<br>Series: Department of Economics Working Paper Series

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8

Ahmed, Najeer. "Addressing the Post-Keynesian Critique: Exchange Rate Determination with an Extended Mundell-Fleming Model." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1335.

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The assertion that financial flows are the primary drivers of exchange rates may be considered as financial markets become increasingly large and sophisticated. However, the Post-Keynesian critique leaves little room for the real economy to impact exchange rates. This paper aims to extend the Mundell-Fleming model to address the Post-Keynesian critique of mainstream models, by incorporating wealth effects, expectations, and Taylor-rule interest targeting. Discussion of significant financial events affecting the USDJPY exchange rate finds that wealth effects are significant considerations, and

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9

Mello, Eduardo Morato. "In search of exchange rate predictability: a study about accuracy, consistency, and granger causality of forecasts generated by a Taylor Rule Model." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13308.

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Submitted by EDUARDO MORATO MELLO (eduardo.mello@br.natixis.com) on 2015-02-04T19:07:16Z No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511350 bytes, checksum: 0c43eb471871651f1d5b9ab8996e0e63 (MD5)<br>Rejected by JOANA MARTORINI (joana.martorini@fgv.br), reason: Eduardo, Alterar o ano para 2015. on 2015-02-05T15:09:42Z (GMT)<br>Submitted by EDUARDO MORATO MELLO (eduardo.mello@br.natixis.com) on 2015-02-05T15:14:07Z No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511130 bytes, checksum: ee2bf1cdb611b05a4c962200c29ff28f (MD5)<br>Approved for entry into archive by JOANA MARTORINI (joana.martor

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10

Dancourt, Oscar. "Monetary policy rules and external shocks an a semi-dollarized economy." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/117669.

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The 2008-2009 crisis showed that the main macroeconomic challenge facing an economy such as Peru's is the management of external shocks that deteriorate the balance of payments and reduce aggregate demand. The aim of this paper is to discuss what the monetary policy response to theseexternal shocks should be. Since inflation targeting was implemented in 2002, the most important instrument of Peruvian monetary policy has been a short-term interest rate. Another key instrument of monetary policy has been sterilized intervention in the foreign exchange market. In order to compare the different mo

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11

Miguens, Gabriel Perlott. "Investigação do comportamento do câmbio nominal brasileiro em relação aos fundamentos econômicos baseados na Regra de Taylor." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18109.

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Submitted by Gabriel Perlott Miguens (gpmiguens@gmail.com) on 2017-03-29T02:52:07Z No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785af425c26 (MD5)<br>Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2017-03-29T17:06:37Z (GMT) No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785af425c26 (MD5)<br>Made available in DSpace on 2017-03-29T17:13:21Z (GMT). No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785a

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12

Chen, Hao-Sheng, and 陳豪勝. "A Study on the Relationship among Russia Stock Index,Oil Price and Ruble Exchange Rate." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/4hhfm2.

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碩士<br>國立屏東科技大學<br>財務金融研究所<br>105<br>Abstract Student ID：M10466006 Total page：33 Title of thesis：A Study on the Relationship among Russia Stock Index, Oil Price and Ruble Exchange Rate Name of Institute：Graduate Institute of Finance,National Pingtung University of Science and Technology Graduate date：Jun，2017 Degree Conferred：Master Name of student：Hao Sheng, Chen Adviser：Rern-Jay Hung The contents of abstract in this thesis： The global economy has continued to strengthen in recent years, however, the oil price has plunged. Would Russia, one of the major oil-depen

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13

Chen, Sheng-yu, and 陳勝昱. "Output gap, Nominal Exchange Rate and the Taylor Rule: Theory and Empirical Exchange Rate Models in G8 countries." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/41755201013906517561.

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碩士<br>佛光大學<br>經濟學系<br>98<br>Exchange rate and the existence of fundamental relevance, has been the subject of ongoing research, exchange rates displayed random walk characteristics, it is impossible to change the facts, which was expressed on the empirical relationship between exchange rate and weak fundamentals. However, Engel and West (2005, 2006) found that if the exchange rate model of asset pricing theory, if established, will follow the random walk implied exchange rate movements. In other words, the exchange rate if the fundamentals of asset pricing forms of presentation, the exchange r

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14

"The temporal pattern of RSI rule returns and exchange rate intervention." 2005. http://library.cuhk.edu.hk/record=b5892600.

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Shik Chun Sing.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.<br>Includes bibliographical references.<br>Abstracts in English and Chinese.<br>Abstract --- p.2<br>Acknowledgements --- p.4<br>Chapter Chapter 1 --- Introduction --- p.6<br>Chapter Chapter 2 --- Literature review --- p.11<br>Chapter Chapter 3 --- Data and methodology --- p.15<br>Chapter Chapter 4 --- Results of national currencies with the U.S. dollar --- p.25<br>Chapter Chapter 5 --- Results of cross-rates --- p.39<br>Chapter Chapter 6 --- Discussion and conclusion --- p.52<br>Appendix --- p.54<br>References

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15

Hsieh, Yi-hsuan, and 謝依璇. "Learning, Taylor Rule and Real Exchange Rate Dynamics－The Evidence from Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/g2wqgx.

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碩士<br>國立中山大學<br>經濟學研究所<br>103<br>In this paper, we follow Mark(2009) to set nominal interest rates according to the Taylor rule and to assume that uncovered interest parity holds: The real exchange rate is determined by nominal interest rate differentials, expected inflation differentials and output gap differentials. In the Taylor rule, some literature emphasizes the importance of the current inflation, while others focus on the importance of the future expected inflation. Therefore, we consider both cases in the Taylor rule. Also, I investigate whether the implied learning exchange rates do

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16

Cho, Ching-Fang, and 卓靖芳. "Learning, Augmented Taylor Rule and Real Exchange Rate Dynamics－The Evidence From Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/4fc27b.

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碩士<br>國立中山大學<br>經濟學研究所<br>103<br>This paper extends the analysis of Mark (2009), and we combine augmented Taylor rule with uncovered interest parity to build the model of real exchange rate. Our model is presented in a learning environment, and we compare the result of rational expectation path and learning path. Moreover, we also examine the policy rule of the Central Bank. In our empirical results, whether the Central Bank follows a forward-looking Taylor rule or not, the correlation between learning path and real exchange rate is higher than rational path. Besides, we find that the correlat

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17

Lin, Hui-Wen, and 林惠雯. "The Study of Association Rule on Taiwan and International Stock Market and Exchange Rate." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/19323291925253855996.

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碩士<br>淡江大學<br>管理科學研究所碩士班<br>94<br>What all of the investors expect is to search a worthy investment in the stock market. Investors always want to get all kinds of messages to make decisions of investing and look forward to getting profit. Their final target is to pursue how to transfer the public data into useful information. Many researchers used various kinds of financial means such as basic analysis, technology analysis, and so on, to analyze the stock price. Many of the previous researches used financial tools as research ways over the years. This study used the association rule on Tai

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18

江衍霖. "Taylor Rule, the Empirical Study of The Relationship Between Stock Price and Exchange Rate." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/21728147023318011805.

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19

Jobo, Mathe Naleli. "Predicting exchange rates using taylor rule fundamentals: evidence from a portfolio optimisation framework." Thesis, 2017. https://hdl.handle.net/10539/26200.

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Thesis submitted in fulfillment of the requirements of the degree of Master of Management in Finance and Investment at Wits Business School (WBS) Faculty of Commerce, Law and Management University of the Witwatersrand Johannesburg 2017<br>The paper studies exchange rate predictability using Taylor rule fundamentals in an optimal portfolio framework.The study seeks to link exchange rate dynamics with capital flows. Profit-seeking economic agents are assumed to repatriate funds across borders in response to differentials in rates of return from risky assets of portfolios held. We deve

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20

Liu, Tsung-Ying, and 劉宗穎. "The Taylor Rule and In Sample Forecast of New Taiwan-Dollar Nominal Exchange Rates." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/wr86u5.

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