Luciana Juvenal

University of Warwick - Department of Economics

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

462

SSRN RANKINGS

Top 14,145

in Total Papers Citations

26

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (8)

1.
Downloads 244 (121,467)

Asset Prices, Exchange Rates and the Current Account

ECB Working Paper No. 790
Number of pages: 48 Posted: 10 Aug 2007
Marcel Fratzscher, Lucio Sarno and Luciana Juvenal
DIW Berlin, City University London - Sir John Cass Business School and University of Warwick - Department of Economics
Downloads 193 (154,070)

Abstract:

Loading...

current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions

Asset Prices, Exchange Rates and the Current Account

FRB of St. Louis Working Paper No. 2008-031B
Number of pages: 36 Posted: 27 Aug 2008 Last Revised: 20 May 2009
Marcel Fratzscher, Luciana Juvenal and Lucio Sarno
DIW Berlin, University of Warwick - Department of Economics and City University London - Sir John Cass Business School
Downloads 51 (384,257)

Abstract:

Loading...

current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions

Quality and the Great Trade Collapse

CESifo Working Paper Series No. 5595
Number of pages: 44 Posted: 11 Dec 2015
Natalie Chen and Luciana Juvenal
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 18 (542,166)

Abstract:

Loading...

exports, heterogeneity, multi-product firms, quality, trade collapse, unit values, wine

3.
Downloads 52 (371,626)

Quality, Trade, and Exchange Rate Pass-Through

IMF Working Paper No. 14/42
Number of pages: 59 Posted: 10 Apr 2014
Natalie Chen and Luciana Juvenal
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 52 (380,902)

Abstract:

Loading...

Exchange rates, Agricultural exports, Producer prices, Real effective exchange rates, External shocks, Economic models, Exchage rate pass-through, pricing-to-market, quality, unit values, firms, real exchange rate, exchange rate pass, exchange rate changes, exchange rate fluctuations, real exchange rate changes, nominal exchange rate, real exchange rate fluctuations, real exchange rates, exchange rate shocks, nominal exchange rates, fixed exchange rate, home currency, exchange rate policy, exchange rate dynamics, fixed exchange rate regime, fixed exchange rate system, currency values, endogenous exchange rate, foreign exchange, average real exchange rate, dollar exchange rate, exchange rate

4.

Sources of Exchange Rate Fluctuations: Are They Real or Nominal?

Number of pages: 38 Posted: 22 Aug 2009 Last Revised: 04 May 2010
Luciana Juvenal
University of Warwick - Department of Economics
Downloads 38 (424,623)

Abstract:

Loading...

Exchange Rates, Real Shocks, Monetary Shocks, Vector Autoregression, Sign Restrictions

5.

Mexico's Integration into Nafta Markets: A View from Sectoral Real Exchange Rates and Transaction Costs

IMF Working Paper No. 08/123
Number of pages: 27 Posted: 01 Jul 2008
Rodolphe Blavy and Luciana Juvenal
International Monetary Fund (IMF) - African Department and University of Warwick - Department of Economics
Downloads 36 (432,718)

Abstract:

Loading...

Working Paper

6.

Mexico’s Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates

Federal Reserve Bank of St. Louis Working Paper No. 2008-046B
Number of pages: 36 Posted: 21 May 2009
Rodolphe Blavy and Luciana Juvenal
International Monetary Fund (IMF) - African Department and University of Warwick - Department of Economics
Downloads 31 (454,115)

Abstract:

Loading...

NAFTA, Law of One Price, Exchange Rates, Nonlinearities, SETAR

7.

Threshold Adjustment in Deviations from the Law of One Price

FRB of St. Louis Working Paper No. 2008-027A
Number of pages: 42 Posted: 21 Aug 2008
Luciana Juvenal and Mark P. Taylor
University of Warwick - Department of Economics and Barclays - Barclays Global Investors (London)
Downloads 31 (454,115)

Abstract:

Loading...

Law of One Price, mean reversion, nonlinearities, thresholds

8.

Mexico's Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates

FRB of St. Louis Working Paper No. 2008-046A
Number of pages: 36 Posted: 19 Dec 2008
Luciana Juvenal and Rodolphe Blavy
University of Warwick - Department of Economics and International Monetary Fund (IMF) - African Department
Downloads 12 (558,467)

Abstract:

Loading...

NAFTA, Law of One Price, Exchange Rates, Nonlinearities, SETAR