Search: floating exchange rate

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18 of 8 collapsed search results for floating exchange rate

RBA Glossary definition for floating exchange rate

floating exchange rate – Exchange rates determined by market forces based on the demand for and supply of a currency.

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A Digression on Competitiveness and Commodity Prices Under Floating Exchange Rates in Australia

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
A Digression on Competitiveness and Commodity Prices Under Floating Exchange Rates in Australia. ... The model of the real exchange rate underlying our test of PPP adds some weight to this view.
https://www.rba.gov.au/publications/rdp/1987/8711/a-digression-on-competitiveness-and-commodity-prices-under-floating-exchange-rates-in-australia.html

Deviations from Purchasing Power Parity: The Australian Case

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
Research Discussion Paper – RDP 8711 Deviations from Purchasing Power Parity: The Australian Case. Adrian Blundell-Wignall and Marilyn Thomas. September 1987. 633. KB. Endnote. The authors are indebted to Warwick McKibbin, Bob Rankin, Gene Savin
https://www.rba.gov.au/publications/rdp/1987/8711/

Deviations From Purchasing Power Parity: The Australian Case

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8711.html

Concluding Remarks

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
The particular cases for which this is true are also of interest in providing evidence on whether appropriate real exchange rate adjustment is best facilitated under managed or floating exchange rate ... First, when the exchange rate is not floating, PPP
https://www.rba.gov.au/publications/rdp/1987/8711/concluding-remarks.html

Introduction

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
Since prices tend to be more “sticky” than nominal exchange rates, the nature of the adjustment process may differ between exchange rate regimes. ... In the fifth section some dynamics of commodity price influences on competitiveness under floating
https://www.rba.gov.au/publications/rdp/1987/8711/introduction.html

Deviations from PPP in Australia

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
Second, as one would expect, the variance of the nominal exchange rates is higher in the floating rate period compared to the managed exchange rate era. ... Given the relative stability of price levels, this also implies that the real exchange rate has
https://www.rba.gov.au/publications/rdp/1987/8711/deviations-from-ppp-in-australia.html

Testing the Models on Australian Data

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
In the more general model, we are also aware of the problem of increasing variance of commodity prices in the lattor half of the floating exchange rate period. ... the random walk model is rejected by the monthly data over the period of floating exchange
https://www.rba.gov.au/publications/rdp/1987/8711/testing-the-models-on-australian-data.html

Recent Research Discussion Papres

1 Sep 1987 RDP 8711
Adrian Blundell-Wignall and Marilyn Thomas
SYDNEY NSW 2001. 8608. Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case. ... R.G. Trevor. S.G. Donald. 8609. The Performance of Exchange Rate Forecasts.
https://www.rba.gov.au/publications/rdp/1987/8711/recent-research-discussion-papres.html