Covariability of real exchange rates and fundamentals

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 201
Issue: C

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study low-frequency correlations between real exchange rates (RERs) and fundamentals using historical data starting in 1870. Increases in real GDP per capita – a proxy for the Balassa–Samuelson effect – and terms of trade improvements in the United States relative to advanced economies are associated with stronger US dollar RERs, as predicted by economic theory. For several other fundamentals considered in the literature, we find no evidence of robust low-frequency correlations with RERs.

Technical Details

RePEc Handle
repec:eee:ecolet:v:201:y:2021:i:c:s0165176521000598
Journal Field
General
Author Count
2
Added to Database
2026-01-25