57 research outputs found
Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds
Long-term interest rates, Exchange rates, Uncovered interest rate parity, F31, F41,
Exchange rate dynamics under stochastic regime shifts A unified approach
3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--522) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo
Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?
The impact of lags in the production and marketing of agricultural products on the degree of exchange rate pass-through in export prices is investigated. The predictions of the theoretical model are tested by investigating Canadian pork export prices in the United States and Japan. The empirical methodology accounts for unit root and cointegration using the dynamic seemingly unrelated regression framework and a minimum distance estimator. Predetermined hog supplies have a statistically significant impact on export prices of two out of three Canadian provinces. The degree of misspecification involved with standard pass-through models that do not account for production lags is also illustrated. Copyright 2007, Oxford University Press.
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