Transitory and Permanent Components of the Exchange Rate Volatility

Author:

Ndou Eliphas,Gumata Nombulelo,Ncube Mthuli

Publisher

Springer International Publishing

Reference15 articles.

1. Alexander, Sidney. (1952). Effects of devaluation on trade balance. IMF Staff Paper, 3, 263–277.

2. Bahmani-Oskooee, M., Kutan, A. M., & Xi, D. (2015). Does exchange rate volatility hurt domestic consumption? Evidence from emerging economies. International Economies, 144, 53–65.

3. Bernanke, B. S., & Boivin, J. (2003). Monetary Policy In A Data-Rich Environment. Journal of Monetary Economics, 50(3), 525–546.

4. Bernanke, B. S., Boivin, J., & Eliasz, P. (2004). Measuring the effects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach. NBER Working Paper Series. (Working Paper No. 10220).

5. Bloom, N., Floetotto, M., Jaimovich, N., Saporta-Eksten, I., & Terry, S. (2013). Really Uncertain Business Cycles. CEP Discussion Papers dp1195. Centre for Economic Performance, LSE.

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