Exchange Rates and Macroeconomic Dynamics

  • Pavlos Karadeloglou
  • Virginie Terraza

Part of the Applied Econometrics Association Series book series (AEAS)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Introduction

    1. Pavlos Karadeloglou, Virginie Terraza
      Pages 1-6
  3. The Purchasing Power Parity and its Implications for Equilibrium Exchanges Rates

    1. Front Matter
      Pages 7-7
    2. Ronald MacDonald
      Pages 9-60
    3. Virginie Coudert, Cécile Couharde
      Pages 94-112
  4. Exchange Rates Dynamics and Pass-Through Effects

    1. Front Matter
      Pages 113-113
    2. Victoria V. Dobrynskaya, Dmitry V. Levando
      Pages 115-138
  5. Exchange Rates Dynamics and Structural Shocks on Economies

  6. Back Matter
    Pages 243-245

About this book


This book looks at the PPP persistence puzzle, and econometric aspects of exchange rate dynamics and their implications. It also explores the importance of exchange rate dynamics in the pass-through effects (PTE) and the econometric aspects of the exchange rates dynamics linked to structural shocks on different economies.


econometrics exchange rates Inflation macroeconomics monetary policy

Editors and affiliations

  • Pavlos Karadeloglou
    • 1
  • Virginie Terraza
    • 2
  1. 1.European Central BankGermany
  2. 2.University of LuxembourgLuxembourg

Bibliographic information