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Palgrave Macmillan

Exchange Rates and Macroeconomic Dynamics

  • Book
  • © 2008

Overview

Editors:
  1. Pavlos Karadeloglou

    1. European Central Bank, Germany

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    You can also search for this editor in PubMed   Google Scholar

  2. Virginie Terraza

    1. University of Luxembourg, Luxembourg

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Applied Econometrics Association Series (AEAS)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xii
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  2. Introduction

    1. Introduction

      • Pavlos Karadeloglou, Virginie Terraza
      Pages 1-6

  3. The Purchasing Power Parity and its Implications for Equilibrium Exchanges Rates

    1. Front Matter

      Pages 7-7
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    2. Three Exchange Rate Puzzles: Fact or Fiction?

      • Ronald MacDonald
      Pages 9-60

    3. The Real Exchange Rate Misalignment in the Five Central European Countries — Single Equation Approach

      • Jan Frait, Luboš Komárek, Martin Melecký
      Pages 61-93

    4. Real Equilibrium Exchange Rate in China. Is the Renminbi Undervalued?

      • Virginie Coudert, Cécile Couharde
      Pages 94-112

  4. Exchange Rates Dynamics and Pass-Through Effects

    1. Front Matter

      Pages 113-113
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    2. Exchange Rate Pass-Through Effect and Monetary Policy in Russia

      • Victoria V. Dobrynskaya, Dmitry V. Levando
      Pages 115-138

    3. Disaggregated Econometric Models to Forecast Inflation in Hungary

      • Viktor Várpalotai
      Pages 139-166

  5. Exchange Rates Dynamics and Structural Shocks on Economies

    1. Front Matter

      Pages 167-167
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    2. An Open Economy Dynamic General Equilibrium Model Linking the Euro Area and the US Economy

      • Gregory de Walque, Raf Wouters
      Pages 169-226

    3. Liberalisation Shocks and Real Exchange Rates Appreciation in the Transition Economies

      • Christos Papazoglou
      Pages 227-242

  6. Back Matter

    Pages 243-245
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Keywords

About this book

This book looks at the PPP persistence puzzle, and econometric aspects of exchange rate dynamics and their implications. It also explores the importance of exchange rate dynamics in the pass-through effects (PTE) and the econometric aspects of the exchange rates dynamics linked to structural shocks on different economies.

Editors and Affiliations

  • European Central Bank, Germany

    Pavlos Karadeloglou

  • University of Luxembourg, Luxembourg

    Virginie Terraza

About the editors

VIRGINIE COUDERT Economic Advisor, Financial Stability Coordination Department, Banque de France, France CÉCILE COUHARDE Lecturer, University of Paris 13, France VICTORIA DOBRYNSKAYA Assistant Professor, State University - Higher School of Economics, International College of Economics and Finance, Moscow, Russia JAN FRAIT Professor of Economics, Faculty of Economics, Technical University, Ostrava, Czech Republic; Bank Board Member, Czech National Bank, Czech Republic LUBO KOMÁREK Advisor to the Bank Board Member, Czech National Bank, Czech Republic; Associate Professor, Prague School of Economics, Czech Republic; Vice-President, Czech Economic Society, Czech Republic RONALD MACDONALD Adam Smith Professor of Political Economy, University of Glasgow, UK MARTIN MELECKÝ Department of Economics, University of New South Wales, Australia CHRISTOS PAPAZOGLOU Senior Economist, Economic Research Department, Bank of Greece, Greece; Assistant Professor of Economics, Panteion University of Athens, Greece VIKTOR VÁRPALOTAI Assistant Professor, University of Budapest, Hungary; Researcher, Magyar Nemzeti Bank, Hungary GREGORY DE WALQUE Economist, National Bank of Belgium, Belgium RAF WOUTERS Senior Economist, National Bank of Belgium, Belgium

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