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The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa
16 references·0 citing·45 second hop
The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa (2009)The Impact of Monetary and Commodity Fund…ON THE RAND: DETERMINANTS OF THE SOUTH AFRICAN EXCHANGE RATE (2007)ON THE RAND: DETERMINANTS OF …Exchange rates and fundamentals: new evidence from real-time data (2005)Exchange rates and fundamenta…Testing the monetary model of exchange rate determination: a closer look at panels (2004)Testing the monetary model of…Commodity currencies and the real exchange rate (2004)Commodity currencies and the …The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Testing the monetary model of exchange rate determination: new evidence from a century of data (2002)Testing the monetary model of…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…The monetary exchange rate model as a long-run phenomenon (2000)The monetary exchange rate mo…Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Threshold effects in non-dyna…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994)The monetary model of the exc…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Money and the Stock Market (1988)Money and the Stock MarketEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982)Fluctuations in the dollar: A…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Commodity prices, interest rates and the dollar (2009)Can Exchange Rates Forecast Commodity Prices? * (2010)How to Understand High Food Prices (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange Rates and Oil Prices (1998)Does Exchange-Rate Stability Increase Trade and Welfare? (2000)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)The Rate of Interest (1907)The purchasing power of money (1911)Macroeconomic variables and the Malaysian equity market (2003)Macro variables and international stock return predictability (2004)Liquidity Shocks and Asset Price Boom/Bust Cycles (2007)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Do green technology innovations contribute to carbon dioxide emission reduction? Empirical evidence from patent data (2019)Towards a green world: How do green technology innovations affect total-factor carbon productivity (2019)How do environmental regulation and environmental decentralization affect green total factor energy efficiency: Evidence from China (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)An Economic Evaluation of Empirical Exchange Rate Models (2008)Oil price fluctuations and U.S. dollar exchange rates (2009)Exchange Rates and Interest Parity (2014)Exchange rate forecasting: the errors we’ve really made (2003)Global Current Account Imbalances and Exchange Rate Adjustments (2005)The Share of Systematic Variation in Bilateral Exchange Rates (2017)
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References

  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 2004Commodity currencies and the real exchange rate482 cited
  • 1994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk295 cited
  • 1988Money and the Stock Market294 cited
  • 2002Testing the monetary model of exchange rate determination: new evidence from a century of data287 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
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  • 2000The monetary exchange rate model as a long-run phenomenon177 cited
  • 2005Exchange rates and fundamentals: new evidence from real-time data153 cited
  • 2004Testing the monetary model of exchange rate determination: a closer look at panels148 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

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101 cited
  • 2007ON THE RAND: DETERMINANTS OF THE SOUTH AFRICAN EXCHANGE RATE96 cited
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