#  Models of Exchange Rate Determination 

 



 "[On the Rand: Determinants of the South African Exchange Rate](/file_url/800)," [in the](http://ideas.repec.org/a/bla/sajeco/v75y2007i3p425-441.html) *[South African Journal of Economics](https://onlinelibrary.wiley.com/journal/18136982)*, 75, no.3, September 2007, 425-441. [NBER WP](http://www.nber.org/papers/w13050) [13050](http://papers.ssrn.com/sol3/papers.cfm?abstract_id=986900), [April 2007](/file_url/801); [CID WP 07-139.](https://dash.harvard.edu/handle/1/42482348).

 ["A Survey of Empirical Research on Nominal Exchange Rates](/file_url/1440)," with Andrew Rose, *[Handbook of International Economics](https://scholar.harvard.edu/rogoff/publications/handbook-international-economics-volume-iii)*, edited by Gene Grossman and Kenneth Rogoff (North-Holland, Amsterdam), 1996. [NBER WP no. 4865](https://www.nber.org/papers/w4865), [1994](/file_url/971).   
  
"[Why Interest Rates React to Money Announcements: An Explanation from the Foreign Exchange Mark](/file_url/1441)et," with Charles Engel, 1984, *Journal of Monetary Economics 10, no. 1, January, pp.31-39*. [NBER Working Paper 1049](https://www.nber.org/papers/w1049). [FRBSF, 1982](https://ideas.repec.org/a/fip/fedfpr/y1982inovp1-36.html).

 "The Effect of Excessively-Elastic Expectations on Exchange Rate Volatility in the Dornbusch Overshooting Model," 1983, *Journal of International Money and Finance 2, no. 1, 39-46.*

 "[Monetary and Portfolio-Balance Models of Exchange Rate Determination](/file_url/1442)," 1983, [*Economic Interdependence and Flexible Exchange Rates*,](https://mitpress.mit.edu/9780262520836/economic-interdependence-flexible-exchange-rates/) edited by J. Bhandari and B. Putnam ([MIT Press](http://mitpress.mit.edu/catalog/browse/default.asp?cid=119&pcid=6), Cambridge). Reprinted with "Update" in *International Economic Policies and Their Theoretical Foundations*, edited by J. Letiche (Academic Press, London), 2nd ed., 1992. Reprinted with 1987 "[Addendum](/file_url/1443)" in Frankel, [On Exchange Rates (MIT Press, Cambridge](https://mitpress.mit.edu/9780262061544/on-exchange-rates/)),1993.

 "[Tests of Monetary and Portfolio-Balance Models of Exchange Rate Determination](https://www.nber.org/books-and-chapters/exchange-rate-theory-and-practice/tests-monetary-and-portfolio-balance-models-exchange-rate-determination)," 1984, in *[Exchange Rate Theory](https://www.nber.org/books-and-chapters/exchange-rate-theory-and-practice)* *and* *[Practice](https://www.degruyter.com/document/doi/10.7208/9780226050997/html)*, edited by J. Bilson and R. Marston ([University of Chicago Pres](https://press.uchicago.edu/ucp/books/book/chicago/E/bo5953877.html)s, Chicago).

 "[On the Franc](https://www.taylorfrancis.com/chapters/edit/10.4324/9780429311055-7/franc-jeffrey-frankel)," 1982, [published](https://www.jstor.org/stable/20076452) in *International As\[ects of the Economy in France*, [Annales de l'INSEE, 47-48,](https://www.jstor.org/stable/i20076444) Dec., [pp.185-221](https://www.jstor.org/stable/20076452). Reprinted in *[The French Economy](https://www.taylorfrancis.com/books/edit/10.4324/9780429311055/french-economy-charles-wyplosz-jacques-melitz?refId=cb2dbfd3-ec67-4306-befe-0a6af553669b&context=ubx)**: Theory and Policy*, J. Melitz and C. Wyplosz,, eds. (Westview Press: Boulder, Colorado; Taylor & Francis Group), 1985).

 "[The Mystery of the Multiplying Marks: A Modification of the Monetary Model](https://www.jstor.org/stable/1925953):" *Review of Economics and Statistics, LXIV, 3*, August 1982.

 "[On The Mark: Reply](https://www.jstor.org/stable/1803493)," [*American Economic Review*](http://www.jstor.org/journals/00028282.html) 71, no. 5 (December 1981).

 "[On the Mark](https://www.jstor.org/stable/1808707): [A Theory of Floating Exchange Rates Based on Real Interest Differentials](/file_url/817)," 1979, [*American Economic Review*](http://www.jstor.org/journals/00028282.html) 69, no. 4 September, 610-622. Translated to Italian in *Flexible Exchange Rates: Theory and Experience*, F. Giavazzi and R. Cohen, editors; Etas Libri: Sonzongo (1982). Reprinted also in *Exchange Rate Economics*, Vol.I, edited by R.MacDonald and M.Taylor, International Library of Critical Writings in Economics, Edward Elgar Publishing, Cheltenham, U.K., 1992.

 ///



 



 

 See also:- [ Models of Exchange Rate Determination ](/what-makes-exchange-rates-move-terms/models-exchange-rate-determination)