The linear and nonlinear effects of macroeconomic factors on the nominal exchange rate in Türkiye

B Demirhan, S Göksu - … Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2023 - dergipark.org.tr
This study examines the symmetrical and asymmetrical relationships between nominal
exchange rates and some key macroeconomic indicators in Türkiye using ARDL and …

Can we beat the random-walk model for the South African rand–US dollar and South African rand–UK pound exchange rates? Evidence from dynamic model …

R De Bruyn, R Gupta, R Van Eyden - Emerging Markets Finance …, 2015 - Taylor & Francis
Traditionally, the literature on forecasting exchange rates with many potential predictors has
primarily only accounted for parameter uncertainty using Bayesian model averaging (BMA) …

Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)

MT Pasara, V Mugwira - International Journal of Economics …, 2023 - econjournals.com.tr
This study employed the behavioral equilibrium exchange rate (BEER) approach to
establish whether or not there is an exchange rate (mis-) alignment in Zimbabwe. The …

Assessment of Fiji's exchange rate

KP Prabheesh, B Prakash, V Vuniivi - Economic Analysis and Policy, 2023 - Elsevier
This paper empirically estimates Fiji's bilateral equilibrium real exchange rate with two of its
key trading partners, the US and Australia. Applying the Behavioural Equilibrium Exchange …

Exchange rate undervaluation and sectoral performance of the South African economy

BN Iyke - Journal of Economic Studies, 2017 - emerald.com
Exchange rate undervaluation and sectoral performance of the South African economy | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

Macro determinants of the real exchange rate in a small open small island economy: Evidence from mauritius via bma

B Njindan Iyke - Bulletin of Monetary Economics and Banking, 2018 - bulletin.bmeb-bi.org
We assess the robust macro determinants of the real exchange rate in Mauritius under
model uncertainty by utilizing Bayesian Model Averaging (BMA). We introduce a broader …

The determinants of long-run real exchange rate in South Africa: A fundamental equilibrium approach

B Njindan Iyke, NM Odhiambo - Global Economy Journal, 2015 - degruyter.com
In this paper, we identify the fundamental determinants of the long-run exchange rate in
South Africa. We then estimate the equilibrium real exchange rate for this country using a …

Modelling long-run equilibrium exchange rate in Botswana

B Njindan Iyke, NM Odhiambo - Macroeconomics and Finance in …, 2017 - Taylor & Francis
The paper estimates the equilibrium real exchange rate for Botswana. It also reviews the
country's exchange rate regimes. Botswana operated a fixed exchange–without adjustable …

Determinants of Equilibrium Real Exchange Rate and its Misalignment in Kenya: A Behavioral Equilibrium Exchange Rate Approach

MC Kiptui, L Ndirangu - 2015 - mpra.ub.uni-muenchen.de
This paper examines the real exchange rate misalignment in Kenya using quarterly data
over the period 2000–2014. The Behavioral Equilibrium Exchange Rate (BEER) approach …

Testing the relationship between interest rates volatility and market capitalization: The case of Mauritius

EG Okoro - Journal of Economics and Business Research, 2014 - ceeol.com
This paper tests the relationship between interest rates volatility and market capitalization in
Mauritius. Using annual time series data sourced from the Financial Services Commission …