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In Which Exchange Rate Models Do Forecasters Trust?

In Which Exchange Rate Models Do Forecasters Trust? »

Source: In Which Exchange Rate Models Do Forecasters Trust?

Volume/Issue: 2011/116

Series: IMF Working Papers

Author(s): Jaewoo Lee , H. Takizawa , and David Hauner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262397

Keywords: Exchange rate models, exchange rate, exchange rates, current account, interest rate, exchange rate regime, International Finance Forecasting and Simulation,

Using survey data of market expectations, we ask which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated wi...

Economic Integration and the Exchange Rate Regime

Economic Integration and the Exchange Rate Regime »

Source: Economic Integration and the Exchange Rate Regime : Some Lessons from Canada

Volume/Issue: 2001/1

Series: IMF Policy Discussion Papers

Author(s): Vivek Arora , and Olivier Jeanne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451974942

Keywords: Canada, Canada, Economic integration, Floating exchange rates, Trade, United States, exchange rate regime, exchange rate, fixed exchange rate, interest rates

The Canadian experience with a floating exchange rate regime can shed some light on the question of whether A question of current interest in many parts of the world is whether with growing economic integration amo...

Monetary Independence in Emerging Markets

Monetary Independence in Emerging Markets »

Source: Monetary Independence in Emerging Markets : Does the Exchange Rate Regime Make a Difference?

Volume/Issue: 2001/1

Series: IMF Working Papers

Author(s): Thomas Philippon , Jeronimo Zettelmeyer , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

ISBN: 9781451841633

Keywords: exchange rate regime, exchange rate, domestic interest rates, exchange rates, bond, Monetary Policy, Central Banking, and the Supply of Money and Credit: General,

This paper compares the impact of shocks to U.S. interest rates and emerging market bond spreads on domestic interest rates and exchange rates across several emerging market economies with different exchange rate r...

Inflation Targeting in Dollarized Economies

Inflation Targeting in Dollarized Economies »

Source: Inflation Targeting in Dollarized Economies

Volume/Issue: 2006/157

Series: IMF Working Papers

Author(s): Leonardo Leiderman , Rodolfo Maino , and Eric Parrado

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864175

Keywords: exchange rate, foreign exchange, real exchange rate, Money And Interest Rates, Monetary Policy, Central Banking, And The Supply Of Money And Credit,

The shift to inflation targeting has contributed to the relatively low inflation observed in some emerging market economies although, as noted by many economists, the preconditions required for a successful impleme...

A Review of Capital Account Restrictions in Chile in the 1990s

A Review of Capital Account Restrictions in Chile in the 1990s »

Source: A Review of Capital Account Restrictions in Chile in the 1990s

Volume/Issue: 1999/52

Series: IMF Working Papers

Author(s): Francisco Nadal De Simone , and Piritta Sorsa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451847239

Keywords: Capital controls, interest rates and exchange rates, capital inflows, capital flows, exchange rate, capital outflows, short-term capital

This paper examines the Chilean experience with capital controls and reviews studies on controls on capital inflows. Controls on Chile’s inflows had only a temporary impact in reducing specific inflows becau...

The Impact of Foreign Interest Rateson the Economy

The Impact of Foreign Interest Rateson the Economy »

Source: The Impact of Foreign Interest Rateson the Economy : The Role of the Exchange Rate Regime

Volume/Issue: 2006/37

Series: IMF Working Papers

Author(s): Julian Di Giovanni , and Jay Shambaugh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451862973

Keywords: Exchange rate regime, international transmission, exchange rate, inflation, nominal interest rate, Macroeconomic Aspects Of International Trade And Finance,

This paper explores the connection between interest rates in major industrial countries and annual real output growth in other countries. The results show that high large-country interest rates have a contractionar...

Explicit and Implicit Targets in Open Economies

Explicit and Implicit Targets in Open Economies »

Source: Explicit and Implicit Targets in Open Economies

Volume/Issue: 2005/176

Series: IMF Working Papers

Author(s): Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451861952

Keywords: Inflation targeting, interest rate rules, exchange rates, inflation, central bank, inflation targeting regime, Money and Interest Rates: General,

Under a flexible inflation targeting regime, should policymakers avoid any reaction to movements in the foreign exchange market? Using data for six advanced open economies explicitly targeting inflation, the paper...

The Asia Crisis

The Asia Crisis »

Source: The Asia Crisis : Causes, Policy Responses, and Outcomes

Volume/Issue: 1999/138

Series: IMF Working Papers

Author(s): Andrew Berg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1999

ISBN: 9781451855968

Keywords: Asia crisis, interest rates and exchange rates, currency crises, balance of payments crises, exchange rate, banking, banking system, exchange rates, foreign exchange

This paper tells the story of the Asian financial crisis by addressing four questions: What were the causes of the crisis, how did the crisis unfold, what were the policy responses, and what have been the outcomes?...

Capital Flows to Transition Economies

Capital Flows to Transition Economies »

Source: Capital Flows to Transition Economies : Master or Servant?

Volume/Issue: 2002/11

Series: IMF Working Papers

Author(s): Leslie Lipschitz , Alex Mourmouras , and Timothy Lane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451842791

Keywords: convergence, macroeconomic policy, capital inflows, exchange rate, real appreciation, capital market, Money And Interest Rates,

This paper discusses the forces driving capital flows in the transition countries of Central and Eastern Europe (CEE). It argues that various influences—specifically, the real exchange rate history and trend...

An Oil and Gas Model

An Oil and Gas Model »

Source: An Oil and Gas Model

Volume/Issue: 2007/135

Series: IMF Working Papers

Author(s): Noureddine Krichene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451866995

Keywords: elasticity, exchange rate, impulse response, interest rate, multiplier, gas, oil and gas, oil demand,

This paper formulated a short-run model, with an explicit role for monetary policy, for analyzing world oil and gas markets. The model described carefully the parameters of these markets and their vulnerability to...