Rondanini

Financial Library

Anonymous shelf assessment

Analysis of Real Exchange Rates

Shelf score 7.5 / 10

On Real Exchange Rates · Menzie Chinn · Jeffrey Frankel · Nber

Published 23 March 2026

This work explores purchasing power parity and long-run foreign exchange trends.

Overview

Real Exchange Rates by Menzie Chinn and Jeffrey Frankel offers a comprehensive analysis of purchasing power parity (PPP) and its implications for long-term foreign exchange dynamics. The authors present empirical evidence to support their examination of real exchange rates, making it a significant resource for understanding FX trends over extended periods.

Targeted at practitioners such as macro traders and economists, this book delves into the complexities of FX markets and provides insights that are essential for long-term investors and macro strategists. The academic nature of the content may present challenges for some readers, but it is invaluable for those seeking a deeper understanding of the subject matter.

By area & interest

  • Purchasing Power Parity

    The book extensively discusses the PPP framework, providing a foundation for analysing real exchange rates.

  • Long-Term FX Dynamics

    Chinn and Frankel examine the long-term trends in foreign exchange markets, offering insights that are crucial for strategic investment.

  • Empirical Evidence

    The authors support their analysis with empirical data, enhancing the credibility of their findings.

Basis of this assessment

This assessment is based on catalogue information detailing the book's themes and audience, as well as its strengths and limitations.

Strengths

The book's strengths lie in its rigorous analysis of purchasing power parity and the empirical evidence it presents regarding long-term FX trends.

Limitations

Its academic-heavy approach may limit accessibility for some practitioners who prefer more straightforward analyses.

Ideal reader

Ideal readers include long-term investors, macro traders, and economists seeking a detailed understanding of real exchange rates and their implications.

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