Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

Panos Michael; A. Robert Nobay; David A. Peel

doi:10.1086/262096

Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

Journal of Political Economy ◽

10.1086/262096 ◽

1997 ◽

Vol 105 (4) ◽

pp. 862-879 ◽

Cited By ~ 429

Author(s):

Panos Michael ◽

A. Robert Nobay ◽

David A. Peel

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates ◽

Transactions Costs ◽

Nonlinear Adjustment

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Nonlinear adjustment of Asian real exchange rates

Economic Change and Restructuring ◽

10.1007/s10644-011-9116-x ◽

2011 ◽

Vol 45 (3) ◽

pp. 221-246 ◽

Cited By ~ 19

Author(s):

Salah A. Nusair

Keyword(s):

Exchange Rates ◽

Real Exchange Rates ◽

Nonlinear Adjustment

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GOVERNMENT SPENDING AND MOVEMENTS OF REAL EXCHANGE RATES: AN EMPIRICAL INVESTIGATION

International Economic Journal ◽

10.1080/10168739400080012 ◽

1994 ◽

Vol 8 (2) ◽

pp. 43-56

Author(s):

JYH-LIN WU

Keyword(s):

Exchange Rates ◽

Government Spending ◽

Empirical Investigation ◽

Real Exchange Rates

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Real exchange rates and real interest differentials: implications of nonlinear adjustment in real exchange rates

Journal of Monetary Economics ◽

10.1016/s0304-3932(02)00102-2 ◽

2002 ◽

Vol 49 (3) ◽

pp. 629-649 ◽

Cited By ~ 28

Author(s):

Hironobu Nakagawa

Keyword(s):

Exchange Rates ◽

Real Exchange Rates ◽

Nonlinear Adjustment ◽

Interest Differentials

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An empirical investigation of the long-run behavior of real exchange rates comment on the huizinga paper

Carnegie-Rochester Conference Series on Public Policy ◽

10.1016/0167-2231(87)90008-x ◽

1987 ◽

Vol 27 ◽

pp. 215-223 ◽

Cited By ~ 1

Author(s):

Willem H. Buiter

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates ◽

Long Run

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Determinants of Real Exchange Rates: An Empirical Investigation

SSRN Electronic Journal ◽

10.2139/ssrn.2384500 ◽

2014 ◽

Cited By ~ 2

Author(s):

Vikas Kakkar ◽

Isabel Kitming Yan

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates

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Empirical investigation of real exchange rates: Tradability and relative prices

Exchange Rate Parity for Trade and Development ◽

10.1017/cbo9780511549212.007 ◽

1995 ◽

pp. 103-119

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates ◽

Relative Prices

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Nonlinear Adjustment in Real Exchange Rates: Threshold Autoregressive Approach

Productivity Review ◽

10.15843/kpapr.27.2.201306.215 ◽

2013 ◽

Vol 27 (2) ◽

pp. 215-240 ◽

Cited By ~ 1

Author(s):

김혜연

Keyword(s):

Exchange Rates ◽

Real Exchange Rates ◽

Nonlinear Adjustment ◽

Threshold Autoregressive

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Mean Reversion in Real Exchange Rates in Seventy LDCs: An Empirical Investigation

International Journal of Economics and Finance ◽

10.5539/ijef.v3n5p24 ◽

2011 ◽

Vol 3 (5) ◽

Cited By ~ 2

Author(s):

Augustine C. Arize

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates ◽

Mean Reversion

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A nonlinear adjustment in real exchange rates under transaction costs hypothesis in developed and emerging countries

Quantitative Finance and Economics ◽

10.3934/qfe.2020010 ◽

2020 ◽

Vol 4 (2) ◽

pp. 220-235

Author(s):

Ramzi Drissi ◽

◽

Jamel Boukhatem ◽

◽

Keyword(s):

Exchange Rates ◽

Transaction Costs ◽

Real Exchange Rates ◽

Emerging Countries ◽

Nonlinear Adjustment

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Real Exchange Rates and Relative Prices: An Empirical Investigation

10.3386/w4231 ◽

1992 ◽

Author(s):

Charles Engel

Keyword(s):

Exchange Rates ◽

Empirical Investigation ◽

Real Exchange Rates ◽

Relative Prices

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