References
References
- Babetskii , I , Boone , L and Maurel , M . 2004 . Exchange rate regimes and shocks asymmetry: the case of the accession countries . Journal of Comparative Economics , 32 : 212 – 29 .
- Egert , B . 2002 . Estimating the impact of the Balassa-Samuelson effect on inflation and the real exchange rate during the transition . Economic Systems , 26 : 1 – 16 .
- Engle , RF . 1982 . Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation . Econometrica , 50 : 987 – 1008 .
- Engle , RF . 2001 . GARCH 101: the use of ARCH/GARCH models in applied econometrics . Journal of Economic Perspectives , 15 : 157 – 68 .
- Halpern L Wyplosz C 1995 Equilibrium real exchange rates in transition CEPR Discussion Papers: 1145
- Kuttner , KN and Mosser , P . 2002 . The monetary transmission mechanism: some answers and further questions . Federal Reserve Bank of New York Economic Policy Review , 8 : 15 – 26 .
- Laopodis , NT . 2003 . Stochastic behavior of Deutsche exchange rates within EMS . Applied Financial Economics , 13 : 665 – 76 .
- Mundell , RA . 2001 . On the history of the Mundell-Fleming model: keynote speech . IMF Staff Papers , 47 : 215 – 27 .
- Neely CJ Sarno L 2002 How well do monetary fundamentals forecast exchange rates? Federal Reserve Bank of St. Louis, Working Papers: 2002–007
- Obstfeld M Rogoff K 1996 Foundations of International Macroeconomics, MIT Press Cambridge MA
- Ramirez , CD . 2004 . Monetary policy and the credit channel in an open economy . International Review of Economics and Finance , 13 : 363 – 9 .
- Romer D 2001 Advanced Macroeconomics 2nd edn McGraw Hill New York
- Sarno L Taylor MP 2002 The Economics of Exchange Rates, Cambridge University Press Cambridge
- Schroder , M and Dornau , R . 2002 . Do forecasters use monetary models? An empirical analysis of exchange rate expectations . Applied Financial Economics , 12 : 535 – 43 .
- Taylor , MP . 1995 . The economics of exchange rates . Journal of Economic Literature , 33 : 13 – 47 .