Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications

[1]  Y. S. Schüler On the Cyclical Properties of Hamilton’s Regression Filter , 2021, SSRN Electronic Journal.

[2]  Wei Sun,et al.  Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S. , 2020 .

[3]  S. Hegerty Macroeconomic volatility, monetary union, and external exposure: evidence from five Eurozone members , 2020 .

[4]  D. Wong A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation: evidence from G7 and Asian countries , 2020 .

[5]  Milan Deskar-Škrbić,et al.  The third round of euro area enlargement: Are the candidates ready? , 2020 .

[6]  Mehdi Seraj,et al.  The validity of Rodrik’s conclusion on real exchange rate and economic growth: factor priority evidence from feature selection approach , 2020, Palgrave Communications.

[7]  K. Fijorek,et al.  Trade Openness and Financial Development in the New EU Member States: Evidence from a Granger Panel Bootstrap Causality Test , 2020 .

[8]  Economic Community of West African States (ECOWAS) , 2020, International Trade Statistics Yearbook 2019, Volume I.

[9]  Sławomir Śmiech,et al.  Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach , 2020, The Journal of International Trade & Economic Development.

[10]  Marek Dabrowski,et al.  Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries , 2020 .

[11]  Marco E. Terrones Do fixers perform worse than non-fixers during global recessions and recoveries? , 2020, Journal of International Money and Finance.

[12]  K. Schmidt-Hebbel Macroeconomic Institutions: Lessons from World Experience for MENA Countries , 2019 .

[13]  Kenneth S. Rogoff,et al.  Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* , 2019, The Quarterly Journal of Economics.

[14]  Jan Acedański,et al.  Level and dynamics of financial depth: consequences for volatility of GDP , 2019, Applied Economics.

[15]  Nicholas Bloom,et al.  The World Uncertainty Index , 2018, SSRN Electronic Journal.

[16]  Chen Chen Yong,et al.  The impact of exchange rate regimes on economic growth: Empirical study of a set of developing countries during the period 1974–2006 , 2018 .

[17]  Gernot Müller,et al.  Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession , 2017 .

[18]  M. Obstfeld,et al.  A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies , 2017, Review of Economics and Statistics.

[19]  James D. Hamilton Why You Should Never Use the Hodrick-Prescott Filter , 2017, Review of Economics and Statistics.

[20]  Nabil Aflouk,et al.  Terms-of-trade shocks and macroeconomic volatility in developing countries: panel smooth transition regression models , 2017 .

[21]  Marek Dabrowski,et al.  Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation , 2016 .

[22]  I. O. Baycan The effects of exchange rate regimes on economic growth: evidence from propensity score matching estimates , 2016 .

[23]  E. Özmen,et al.  Exchange Rate Regimes and Business Cycles: An Empirical Investigation , 2015 .

[24]  Olga Arratibel,et al.  The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR , 2013, SSRN Electronic Journal.

[25]  Dani Rodrik,et al.  Unconditional Convergence in Manufacturing , 2013 .

[26]  S. Edwards Exchange-Rate Policies in Emerging Countries: Eleven Empirical Regularities From Latin America and East Asia , 2011 .

[27]  A. Rose Exchange Rate Regimes in the Modern Era: Fixed, Floating, and Flaky , 2010 .

[28]  Cosimo Pancaro,et al.  Trade Openness Reduces Growth Volatility When Countries are Well Diversified , 2010, SSRN Electronic Journal.

[29]  Michael W. Klein,et al.  Exchange Rate Regimes in the Modern Era , 2009 .

[30]  O. Blanchard,et al.  Why are the 2000s so Different from the 1970s? A Structural Interpretation of Changes in the Macroeconomic Effects of Oil Prices , 2009 .

[31]  Stilianos Fountas,et al.  Exchange Rate Volatility and Output Volatility: A Theoretical Approach , 2009 .

[32]  G. Tavlas,et al.  The Classification and Performance of Alternative Exchange-Rate Systems , 2008, SSRN Electronic Journal.

[33]  Christopher F. Baum,et al.  How to do Xtabond2: An Introduction to Difference and System GMM in Stata , 2006 .

[34]  L. Kilian Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .

[35]  G. Karras Trade Openness, Economic Size, and Macroeconomic Volatility: Theory and Empirical Evidence , 2006 .

[36]  Charles Engel,et al.  Taylor Rules and the Deutschmark-Dollar Real Exchange Rate , 2004 .

[37]  Kenneth S. Rogoff,et al.  Evolution and Performance of Exchange Rate Regimes , 2003, SSRN Electronic Journal.

[38]  F. Sturzenegger,et al.  To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth , 2003 .

[39]  M. Pesaran,et al.  Testing for unit roots in heterogeneous panels , 2003 .

[40]  Anne-Marie Gulde,et al.  Exchange Rate Regimes : Choices and Consequences , 2009 .

[41]  D. Fielding,et al.  Exchange rate regimes, inflation and output volatility in developing countries , 2002 .

[42]  Andrew T. Levin,et al.  Unit root tests in panel data: asymptotic and finite-sample properties , 2002 .

[43]  R. Ley,et al.  Keynes' theory of money and his attack on the classical model , 2001 .

[44]  Kenneth Rogoff,et al.  The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? , 2000, NBER Macroeconomics Annual.

[45]  Olivier Jeanne,et al.  Noise Trading and Exchange Rate Regimes , 1999 .

[46]  Robert P. Flood,et al.  Fixing Exchange Rates: A Virtual Quest for Fundamentals , 1993 .

[47]  M. Arellano,et al.  Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations , 1991 .

[48]  Marianne Baxter,et al.  Business Cycles and the Exchange Rate System: Some International Evidence , 1988 .

[49]  Michael L. Mussa Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications , 1986 .

[50]  G. Calvo Staggered prices in a utility-maximizing framework , 1983 .

[51]  Robert A. Mundell Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates , 1963 .

[52]  J. Marcus Fleming,et al.  Domestic Financial Policies Under Fixed and Under Floating Exchange Rates , 1962 .

[53]  J. Sargan THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .

[54]  Bahar Erdal,et al.  Major Determinants of Economic Growth under Intermediate and Flexible Exchange Rate Regimes: Empirical Evidence from Turkey , 2019 .

[55]  Enrique Moral-Benito,et al.  The Impact of Financial (De-)Regulation on Current Account Balances , 2016 .

[56]  B. Jakob Impact of Exchange Rate Regimes on Economic Growth , 2015 .

[57]  Kenneth S. Rogoff,et al.  Exchange rate regime durability and performance in developing versus advanced economies , 2005 .

[58]  Crei,et al.  Monetary Policy and Exchange Rate Volatility in a Small Open Economy , 2002 .