create a website

A risk-driven approach to exchange rate modelling. (2012). Welfe, Aleksander ; Kabowski, Piotr .
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:4:p:1473-1482.

Full description at Econpapers || Download paper

Cited: 15

Citations received by this document

Cites: 22

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. How Well Do Contemporary Theories Explain Floating Exchange Rate Changes in an Emerging Economy: The Case of EUR/PLN. (2022). Burda, Adrian Marek.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:11:p:282-:d:969956.

    Full description at Econpapers || Download paper

  2. Exchange rates, foreign currency exposure and sovereign risk. (2021). Herwartz, Helmut ; Bernoth, Kerstin.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:276230.

    Full description at Econpapers || Download paper

  3. Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054.

    Full description at Econpapers || Download paper

  4. How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

    Full description at Econpapers || Download paper

  5. Does uncertainty predict cryptocurrency returns? A copula-based approach. (2020). Mba, Jules ; Mudzingiri, Calvin ; Koumba, UR.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:13:y:2020:i:1:p:67-88.

    Full description at Econpapers || Download paper

  6. Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction. (2020). Ibhagui, Oyakhilome.
    In: MPRA Paper.
    RePEc:pra:mprapa:100946.

    Full description at Econpapers || Download paper

  7. Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1792.

    Full description at Econpapers || Download paper

  8. Risk, Uncertainty and Exchange Rate Behavior in South Africa. (2018). simo -Kengne, Beatrice D ; Molepo, Makgale ; Koumba, UR ; Ababio, Kofi Agyarko ; Simo-Kengne, Beatrice D.
    In: Journal of African Business.
    RePEc:taf:wjabxx:v:19:y:2018:i:2:p:262-278.

    Full description at Econpapers || Download paper

  9. Makroekonometryczny miesięczny model gospodarki Polski WM-1. (2017). Welfe, Aleksander ; Karp, Piotr .
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2017:i:4:p:5-38.

    Full description at Econpapers || Download paper

  10. The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:9:y:2017:i:1:p:1-27.

    Full description at Econpapers || Download paper

  11. Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach. (2016). Sarmiento-Becerra, Gloria ; Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:970.

    Full description at Econpapers || Download paper

  12. Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski. (2015). Karp, Piotr .
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2015:i:6:p:29-49.

    Full description at Econpapers || Download paper

  13. Bayesian forecasting of real exchange rates with a Dornbusch prior. (2015). Rubaszek, Michał ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Kocicki, Andrzej ; Ca'Zorzi, Michele, ; Ca' Zorzi, Michele, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:53-60.

    Full description at Econpapers || Download paper

  14. Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework. (2013). Rashid, Abdul ; Saedan, Mashael .
    In: MPRA Paper.
    RePEc:pra:mprapa:49832.

    Full description at Econpapers || Download paper

  15. The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums. (2011). Kbowski, Piotr .
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:3:y:2011:i:4:p:221-236.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Łyziak, T. Consumer inflation expectations in Poland. 2003 En : . ECB: Frankfurt o/M

  2. Bęza-Bojanowska, J. Behavioral and permanent zloty/euro equilibrium rate. 2009 Central European Journal of Economic Modeling and Econometrics. 1 35-55
    Paper not yet in RePEc: Add citation now
  3. Chen, S.-S. ; Chou, Y.-H. Exchange rates and fundamentals: evidence from long-horizon regression tests. 2010 Oxford Bulletin of Economics and Statistics. 72 63-88

  4. Doornik, J.A. ; Hansen, H. An omnibus test for univariate and multivariate normality. 2008 Oxford Bulletin of Economics and Statistics. 70 927-939

  5. ECB report, Credit default swaps and counterparty risk. 2009 ECB: Frankfurt o/M
    Paper not yet in RePEc: Add citation now
  6. Ericsson, N.R. ; Hendry, D.F. ; Mizon, G.E. Exogeneity, cointegration, and economic policy analysis. 1998 Journal of Business and Economic Statistics. 16 370-387

  7. Gonzalo, J. Five alternative methods of estimating long-run equilibrium relationships. 1994 Journal of Econometrics. 60 203-233

  8. Harbo, I. ; Johansen, S. ; Nielsen, B. ; Rahbek, A. Asymptotic inference on cointegrating rank in partial systems. 1998 Journal of Business and Economic Statistics. 16 388-399

  9. Inci, A.C. ; Lu, B. Exchange rates and interest rates: can term structure models explain currency movements?. 2004 Journal of Economic Dynamics and Control. 28 1595-1624

  10. Johansen, S. A small sample correction for the test of cointegrating rank in the vector autoregressive model. 2002 Econometrica. 70 1929-1961

  11. Johansen, S. Likelihood-based inference in cointegrated vector autoregressive models. 1996 En : Granger, C.W.J. ; Mizon, G.E. Advanced Texts in Econometrics. Oxford University Press: Oxford
    Paper not yet in RePEc: Add citation now
  12. Johansen, S. ; Juselius, K. Testing structural hypotheses in a multivariate cointegration analysis of the PPP And the UIP for UK. 1992 Journal of Econometrics. 53 211-244

  13. Juselius, K. Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model. 1995 Journal of Econometrics. 69 211-240

  14. Juselius, K. ; MacDonald, R. International parity relationships between Germany and the United States: a joint modeling approach. 2003 En : working paper. :

  15. Juselius, K. ; MacDonald, R. International parity relationships between the USA and Japan. 2004 Japan and the World Economy. 16 17-34

  16. Kębłowski, P. Small sample power of Bartlett corrected likelihood ratio test of cointegration rank. 2005 En : working paper. :
    Paper not yet in RePEc: Add citation now
  17. Kębłowski, P. ; Welfe, A. Estimation of the equilibrium exchange rate: the CHEER approach. 2010 Journal of International Money and Finance. 29 1385-1397

  18. Kelm, R. Model behawioralnego kursu równowagi złotego do euro w okresie styczeń 1996 – czerwiec 2009 r. 2010 Bank i Kredyt. 41 21-42
    Paper not yet in RePEc: Add citation now
  19. MacDonald, R. Concepts to calculate equilibrium exchange rates: an overview. 2000 En : . Deutsche Bundesbank: Frankfurt o/M

  20. Rahn, J. Bilateral equilibrium exchange rates of EU accession countries against the euro. 2003 En : . :

  21. Rubaszek, M. A model of balance of payments equilibrium exchange rate. 2004 Eastern European Economics. 42 5-22

  22. Rubaszek, M. Modelowanie optymalnego poziomu realnego efektywnego kursu złotego. 2004 En : Zastosowanie koncepcji fundamentalnego kursu równowagi. :
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Analyzing the Correlation between Central Bank Interest Rates and Inflation on the Example of Poland within the European Union. (2024). Rokicki, Tomasz ; Marks-Bielska, Renata ; Holden, Lisa ; Parzonko, Andrzej ; Zuchowski, Ireneusz ; Beldycka-Borawska, Aneta ; Borawski, Piotr.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxvii:y:2024:i:1:p:82-95.

    Full description at Econpapers || Download paper

  2. Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution. (2019). Tura-Gawron, Karolina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305827.

    Full description at Econpapers || Download paper

  3. Inflation Forecast or Forecast(s) Targeting?. (2018). Tura-Gawron, Karolina.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:3:p:42-56.

    Full description at Econpapers || Download paper

  4. Inflation expectations in Poland, 2001–2013. Measurement and macroeconomic testing. (2014). Łyziak, Tomasz ; Lyziak, Tomasz .
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:178.

    Full description at Econpapers || Download paper

  5. A risk-driven approach to exchange rate modelling. (2012). Welfe, Aleksander ; Kabowski, Piotr .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1473-1482.

    Full description at Econpapers || Download paper

  6. Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries. (2012). Vašíček, Bořek ; Plašil, Miroslav ; Vasicek, Borek ; Plasil, Miroslav ; Baxa, Jaromir .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/04.

    Full description at Econpapers || Download paper

  7. Testing the Predictive Power of Mexican Consumers Inflation Expectations. (2012). Jose Antonio Murillo Garza, ; Romeu, Paula Sanchez .
    In: Working Papers.
    RePEc:bdm:wpaper:2012-13.

    Full description at Econpapers || Download paper

  8. The interdependences of central bank’s forecasts and economic agents inflation expectations.Empirical study. (2011). Szyszko, Magdalena.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:105.

    Full description at Econpapers || Download paper

  9. Inflation expectations in Turkey: learning to be rational. (2010). Kucuk, Hande ; Kara, Hakan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:21:p:2725-2742.

    Full description at Econpapers || Download paper

  10. Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter .
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2010/12.

    Full description at Econpapers || Download paper

  11. Measurement of perceived and expected inflation on the basis of consumer survey data. (2010). Łyziak, Tomasz.
    In: IFC Working Papers.
    RePEc:bis:bisiwp:5.

    Full description at Econpapers || Download paper

  12. Inflation Expectation Formation of German Consumers: Rational or Adaptive?. (2008). Sabrowski, Henry.
    In: Working Paper Series in Economics.
    RePEc:lue:wpaper:100.

    Full description at Econpapers || Download paper

  13. The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results. (2008). Benkovskis, Konstantins ; Beņkovskis, Konstantīns.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:58:y:2008:i:7-8:p:298-317.

    Full description at Econpapers || Download paper

  14. Monetary Policy Transmission in Poland: a Study of the Importance of Interest Rate and Credit Channels. (2008). Balling, Morten ; Wrobel, Ewa ; Lyziak, Tomasz ; Przystupa, Jan .
    In: SUERF Studies.
    RePEc:erf:erfstu:48.

    Full description at Econpapers || Download paper

  15. The monetary transmission mechanism in Poland. (2008). Pruski, Jerzy ; Szpunar, Piotr.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:35-20.

    Full description at Econpapers || Download paper

  16. Inflation Expectations in Latvia: Consumer Survey Based Results. (2007). Benkovskis, Konstantins ; Beņkovskis, Konstantīns ; Paula, Daina .
    In: Working Papers.
    RePEc:ltv:wpaper:200701.

    Full description at Econpapers || Download paper

  17. Setting the Operational Framework for Producing Inflation Forecasts. (2006). Parrado, Eric ; Canales, Jorge I ; Maino, Rodolfo ; Kisinbay, Turgut.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/122.

    Full description at Econpapers || Download paper

  18. The anchoring of European inflation expectations. (2006). Hebbink, Gerbert ; Berk, Jan Marc.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:116.

    Full description at Econpapers || Download paper

  19. Setting the Operational Framework for Producing Inflation Forecasts. (2006). Parrado, Eric ; Kisinbay, Turgut ; Canales-Kriljenko, Jorge ; Maino, Rodolfo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:362.

    Full description at Econpapers || Download paper

  20. Some Evidence on the Irrationality of Inflation Expectations in Turkey. (2005). Kucuk, Hande ; Kara, Hakan ; Tuger, Hande Kucuk.
    In: Working Papers.
    RePEc:tcb:wpaper:0512.

    Full description at Econpapers || Download paper

  21. Inflation Expectations in Turkey : Statistical Evidence from the Business Tendency Survey. (2005). Mutluer Kurul, Defne ; Erduman, Yasemin ; OZER, Yasemin BARLAS.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:5:y:2005:i:2:p:73-97.

    Full description at Econpapers || Download paper

  22. Time-Varying Coefficient Methods to Measure Inflation Persistence. (2002). Darvas, Zsolt ; Gnan, Ernest ; Valderrama, Maria Teresa ; LANGTHALLER, Johannes .
    In: EcoMod2010.
    RePEc:ekd:002596:259600167.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-27 14:50:01 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy