Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/20876
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dc.contributor.authorBuscher, Herbert S.en_US
dc.contributor.authorMueller, Claudiaen_US
dc.date.accessioned2009-01-28T16:17:30Z-
dc.date.available2009-01-28T16:17:30Z-
dc.date.issued1999en_US
dc.identifier.urihttp://hdl.handle.net/10419/20876-
dc.description.abstractIn this paper, a survey on theoretically expected and empirically proved impacts of exchangerate volatility is given. With regard to the West German unemployment, the effects ofvolatility are empirically analysed using three different volatility measures and four countrygroups. In autoregressive models, a significant disturbing impact of volatility can be foundwith annual data as well as with monthly data for the whole period. While this impact doesnot differ for the three volatility measures, it is, however, less strong when using the monthlydata. Differentiating for different subperiods by use of the monthly data, the reported impactis stronger for relatively stable periods and country groups. When isolating the cyclicalcomponent of the unemployment rate, it can be demonstrated that the whole reportedimpact solely affects this component. In a dynamic Okun-type relation, an additionalsignificant impact of volatility, however, cannot be proved for all subperiods.en_US
dc.language.isoengen_US
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen_US
dc.relation.ispartofseries|aIZA Discussion paper series |x37en_US
dc.subject.jelF31en_US
dc.subject.jelE32en_US
dc.subject.jelF16en_US
dc.subject.ddc330en_US
dc.subject.keywordEuropean Monetary Unionen_US
dc.subject.keywordexchange rate volatilityen_US
dc.subject.keywordOkun?s lawen_US
dc.subject.keywordWest German labour marketen_US
dc.subject.stwWechselkursen_US
dc.subject.stwVolatilitäten_US
dc.subject.stwBeschäftigungseffekten_US
dc.subject.stwArbeitslosigkeiten_US
dc.subject.stwOkuns? Lawen_US
dc.subject.stwKonjunkturen_US
dc.subject.stwEuropäische Wirtschafts- und Währungsunionen_US
dc.subject.stwSchätzungen_US
dc.subject.stwDeutschlanden_US
dc.titleExchange Rate Volatility Effects on the German Labour Market: A Survey of Recent Results and Extensionsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn830175555en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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