Browse

You are looking at 1 - 6 of 6 items :

  • Asia and the Pacific x
  • Political Process - General x
  • Keywords: exchange rate x
Clear All
Estimation of the Near Unit Root Model of Real Exchange Rates

Estimation of the Near Unit Root Model of Real Exchange Rates »

Source: Estimation of the Near Unit Root Model of Real Exchange Rates

Volume/Issue: 1996/50

Series: IMF Working Papers

Author(s): C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1996

ISBN: 9781451846928

Keywords: exchange rates, real exchange rates, exchange rate, time series, real exchange rate

The time-series properties of real exchange rates, on a number of definitions, for 22 industrial countries during 1979-95 were used to re-examine whether PPP holds. It is shown that if real exchange rates reverted...

Evaluating Historical CGER Assessments

Evaluating Historical CGER Assessments »

Source: Evaluating Historical CGER Assessments : How Well Have They Predicted Subsequent Exchange Rate Movements?

Volume/Issue: 2009/32

Series: IMF Working Papers

Author(s): Jungjin Lee , Abdul Abiad , and Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871791

Keywords: misalignment, exchange rate, statistic, prediction, real exchange rate,

The IMF's Consultative Group on Exchange Rate issues (CGER) has been conducting exchange rate assessments as part of the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by...

Estimation of the Near Unit Root Model of Real Exchange Rates

Estimation of the Near Unit Root Model of Real Exchange Rates »

Volume/Issue: 1996/50

Series: IMF Working Papers

Author(s): C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1996

DOI: http://dx.doi.org/10.5089/9781451846928.001

ISBN: 9781451846928

Keywords: exchange rates, real exchange rates, exchange rate, time series, real exchange rate

The time-series properties of real exchange rates, on a number of definitions, for 22 industrial countries during 1979-95 were used to re-examine whether PPP holds. It is shown that if real exchange rates reverted...

Evaluating Historical CGER Assessments
			: How Well Have They Predicted Subsequent Exchange Rate Movements?

Evaluating Historical CGER Assessments : How Well Have They Predicted Subsequent Exchange Rate Movements? »

Volume/Issue: 2009/32

Series: IMF Working Papers

Author(s): Jungjin Lee , Abdul Abiad , and Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871791.001

ISBN: 9781451871791

Keywords: misalignment, exchange rate, statistic, prediction, real exchange rate,

The IMF's Consultative Group on Exchange Rate issues (CGER) has been conducting exchange rate assessments as part of the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by...

PPP and the Balassa Samuelson Effect
			: The Role of the Distribution Sector

PPP and the Balassa Samuelson Effect : The Role of the Distribution Sector »

Volume/Issue: 2001/38

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

DOI: http://dx.doi.org/10.5089/9781451845693.001

ISBN: 9781451845693

Keywords: Real exchange rates, Balassa-Samuelson, Distribution sector, exchange rate, real exchange rate

This paper investigates the impact of the distribution sector on the real exchange rate, controlling for the Balassa-Samuelson effect, as well as other macro variables. Long-run coefficients are estimated using a p...

PPP and the Balassa Samuelson Effect

PPP and the Balassa Samuelson Effect »

Source: PPP and the Balassa Samuelson Effect : The Role of the Distribution Sector

Volume/Issue: 2001/38

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451845693

Keywords: Real exchange rates, Balassa-Samuelson, Distribution sector, exchange rate, real exchange rate

This paper investigates the impact of the distribution sector on the real exchange rate, controlling for the Balassa-Samuelson effect, as well as other macro variables. Long-run coefficients are estimated using a p...