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Do Long-Run Productivity Differentials Explain Long-Run Real Exchange Rates?

Do Long-Run Productivity Differentials Explain Long-Run Real Exchange Rates? »

Source: Do Long-Run Productivity Differentials Explain Long-Run Real Exchange Rates?

Volume/Issue: 1994/60

Series: IMF Working Papers

Author(s): Patrick Asea , and Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1994

ISBN: 9781451847987

Keywords: relative price, real exchange rates, exchange rates, real exchange rate, relative prices

We develop a two-country, balanced-growth intertemporal general equilibrium model to examine two predictions of the Balassa-Samuelson model, namely that (i) productivity differentials determine the domestic relativ...

Exchange Rate Policy and Liability Dollarization

Exchange Rate Policy and Liability Dollarization »

Source: Exchange Rate Policy and Liability Dollarization : An Empirical Study

Volume/Issue: 2007/33

Series: IMF Working Papers

Author(s): Pelin Berkmen , and Eduardo Cavallo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

ISBN: 9781451865974

Keywords: exchange rate policy, exchange rate, foreign currency, inflation, nominal exchange rate

The paper identifies the contemporaneous relationship between exchange rate policy and liability dollarization using three different definitions of dollarization. The presence of endogeneity makes the empirical ide...

Do Long-Run Productivity Differentials Explain Long-Run Real Exchange Rates?

Do Long-Run Productivity Differentials Explain Long-Run Real Exchange Rates? »

Volume/Issue: 1994/60

Series: IMF Working Papers

Author(s): Patrick Asea , and Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1994

DOI: http://dx.doi.org/10.5089/9781451847987.001

ISBN: 9781451847987

Keywords: relative price, real exchange rates, exchange rates, real exchange rate, relative prices

We develop a two-country, balanced-growth intertemporal general equilibrium model to examine two predictions of the Balassa-Samuelson model, namely that (i) productivity differentials determine the domestic relativ...

Exchange Rate Policy and Liability Dollarization
			: An Empirical Study

Exchange Rate Policy and Liability Dollarization : An Empirical Study »

Volume/Issue: 2007/33

Series: IMF Working Papers

Author(s): Pelin Berkmen , and Eduardo Cavallo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

DOI: http://dx.doi.org/10.5089/9781451865974.001

ISBN: 9781451865974

Keywords: exchange rate policy, exchange rate, foreign currency, inflation, nominal exchange rate

The paper identifies the contemporaneous relationship between exchange rate policy and liability dollarization using three different definitions of dollarization. The presence of endogeneity makes the empirical ide...

Long-Run Exchange Rate Dynamics
			: A Panel Data Study

Long-Run Exchange Rate Dynamics : A Panel Data Study »

Volume/Issue: 1999/50

Series: IMF Working Papers

Author(s): Karl Habermeier , and Mario Mesquita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

DOI: http://dx.doi.org/10.5089/9781451846959.001

ISBN: 9781451846959

Keywords: Exchange Rates, Panel Data Econometrics, Purchasing Power Parity (PPP), Balassa-Samuelson Effect, Terms of Trade, exchange rate, real exchange rates, real exchange rate, inflation

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing power parity hypothesis (PPP) is examined first using unit root tests. It is found that PPP does...

Real Exchange Rates and the Prices of Nontradable Goods

Real Exchange Rates and the Prices of Nontradable Goods »

Volume/Issue: 1994/19

Series: IMF Working Papers

Author(s): S. Micossi , and Gian Milesi-Ferretti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1994

DOI: http://dx.doi.org/10.5089/9781451922516.001

ISBN: 9781451922516

Keywords: exchange rate, relative price, real exchange rate, real exchange rates, inflation

This paper attempts to provide a perspective on real exchange rate developments following the inception of the EMS. The focus is on structural determinants of real exchange rates, notably the behavior of tradables...

Long-Run Exchange Rate Dynamics

Long-Run Exchange Rate Dynamics »

Source: Long-Run Exchange Rate Dynamics : A Panel Data Study

Volume/Issue: 1999/50

Series: IMF Working Papers

Author(s): Karl Habermeier , and Mario Mesquita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451846959

Keywords: Exchange Rates, Panel Data Econometrics, Purchasing Power Parity (PPP), Balassa-Samuelson Effect, Terms of Trade, exchange rate, real exchange rates, real exchange rate, inflation

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing power parity hypothesis (PPP) is examined first using unit root tests. It is found that PPP does...

Real Exchange Rates and the Prices of Nontradable Goods

Real Exchange Rates and the Prices of Nontradable Goods »

Source: Real Exchange Rates and the Prices of Nontradable Goods

Volume/Issue: 1994/19

Series: IMF Working Papers

Author(s): S. Micossi , and Gian Milesi-Ferretti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1994

ISBN: 9781451922516

Keywords: exchange rate, relative price, real exchange rate, real exchange rates, inflation

This paper attempts to provide a perspective on real exchange rate developments following the inception of the EMS. The focus is on structural determinants of real exchange rates, notably the behavior of tradables...