Exchange rate

  1. Currency depreciation is linked to higher non-performing assets in Indian banks
    Explore how currency depreciation, inflation, and monetary policy drive non-performing assets in Indian banking. Study of 30 banks reveals exchange rate management matters more than GDP growth for.
  2. REER movements show no significant effect on EU trade balances
    Study finds exchange rate movements don't significantly affect EU trade balances; domestic absorption and inflation prove more important drivers of external adjustment.
  3. Fiscal contraction linked to lower NPLs in the long run
    Study shows fiscal consolidation reduces non-performing loans long-term but increases them temporarily, using bank data from Guyana. Oil prices and efficiency matter most.
  4. Fiscal discipline shapes how central bank independence affects inflation volatility
    Explore how central bank independence and transparency affect inflation volatility in small open economies like Tunisia through game theory and empirical analysis.
  5. Exchange rate shifts affected only three of fifteen industries
    Industry-level analysis of S-curve exchange rate effects on Pakistan-Japan bilateral trade reveals limited efficacy of depreciation for improving trade balance outcomes.
  6. Exchange rate depreciation raises sectoral credit in Tanzania
    Examination of exchange rate effects on sectoral credit allocation in Tanzania using ARDL modeling, revealing heterogeneous short-run and long-run investment responses across five key sectors.
  7. Brexit sentiment was linked to weaker UK markets
    Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
  8. TV-SCVARMA outperforms classical VARMA in Nigeria
    Time-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.
  9. Partial Integration of Indian Money, Forex, and Equity Markets Post-1991 Reforms: Cointegration Analysis and Vector Error Correction Modelling Using Monthly Time Series from 2015 to 2026
    Cointegration analysis of India's money, forex, and equity markets from 2015–2026 reveals partial integration with policy-constrained transmission and asymmetric adjustment.
  10. Hybrid VAR models improved forecasting for several macroeconomic indicators
    Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.