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Broad Money Demand and Asset Substitution in China

Broad Money Demand and Asset Substitution in China »

Source: Broad Money Demand and Asset Substitution in China

Volume/Issue: 2009/131

Series: IMF Working Papers

Author(s): Ge Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451872781

Keywords: asset substitution, exchange rate, interest rate, equation, statistics, cointegration, inflation,

Recent changes to China's financial system, in particular ongoing interest rate liberalization, gradual movement toward a more flexible exchange rate regime, and rapid development of capital markets, have changed s...

China's Changing Trade Elasticities

China's Changing Trade Elasticities »

Source: China's Changing Trade Elasticities

Volume/Issue: 2007/266

Series: IMF Working Papers

Author(s): Jahangir Aziz , and Xiangming Li

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868296

Keywords: elasticity, exchange rate, trade balance, standard error, equation, equations, statistic, probability,

China's sectoral trade composition, product quality mix, and import content of processing exports have all changed substantially during the past decade. This has rendered trade elasticities estimated using aggregat...

Currency Crises and Uncertainty About Fundamentals

Currency Crises and Uncertainty About Fundamentals »

Source: Currency Crises and Uncertainty About Fundamentals

Volume/Issue: 2002/3

Series: IMF Working Papers

Author(s): M. Sbracia , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451841916

Keywords: Speculative attack, exchange rate crisis, public and private information, exchange rate, exchange rate pressures, probability, equation, predictions, Asymmetric and Private Information,

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six...

De Jure Versus De Facto Exchange Rate Regimes in Sub-Saharan Africa

De Jure Versus De Facto Exchange Rate Regimes in Sub-Saharan Africa »

Source: De Jure Versus De Facto Exchange Rate Regimes in Sub-Saharan Africa

Volume/Issue: 2011/198

Series: IMF Working Papers

Author(s): Slavi Slavov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

ISBN: 9781462304233

Keywords: fixed versus floating, de jure versus de facto, exchange rate, exchange rates, exchange rate regime, equation, International Monetary Arrangements and Institutions,

There are 22 countries in Sub-Saharan Africa (SSA) with floating exchange rate regimes, de jure. Some target the money supply or the inflation rate; others practice "managed floating." Statistical analysis on month...

Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data

Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data »

Source: Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data

Volume/Issue: 2007/293

Series: IMF Working Papers

Author(s): Ewe-Ghee Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868562

Keywords: Portfolio Rebalancing, Dollars, Euros, COFER, exchange rate, equations, probability, U.s. Dollar,

This paper tests whether reserve portfolios respond to exchange rate changes with a portfolio rebalancing strategy, which requires the purchase of depreciating currencies and sale of appreciating ones. The paper fi...

Dread of Depreciation

Dread of Depreciation »

Source: Dread of Depreciation : Measuring Real Exchange Rate Interventions

Volume/Issue: 2002/63

Series: IMF Working Papers

Author(s): Jayasri Dutta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2002

ISBN: 9781451848434

Keywords: interventions, parity conditions, exchange rates, exchange rate, real exchange rate, equation,

We specify an empirical framework to detect the effects of official intervention on real exchange rate dynamics. Using data for 27 advanced and emerging market economies, we find evidence that interventions are a n...

The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002

The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002 »

Source: The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China : 1980-2002

Volume/Issue: 2003/67

Series: IMF Working Papers

Author(s): Zhongxia Jin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

ISBN: 9781451848922

Keywords: exchange rate, foreign exchange, real exchange rate, real interest rate, exchange reserves, Econometric Methods: - Multiple/Simultaneous Equation Models, Money and Interest Rates, Macroeconomic - Aspects of Public Finance, Macroeconomic Policy, and General Outlook

Based on China's experience between 1980 and 2002, a cointegrated vector autoregression model was established to explore the relationships among real interest rates, real exchange rates and balance of payments in C...

The Equilibrium Real Exchange Rate of the Malagasy Franc

The Equilibrium Real Exchange Rate of the Malagasy Franc »

Source: The Equilibrium Real Exchange Rate of the Malagasy Franc : Estimation and Assessment

Volume/Issue: 2003/28

Series: IMF Working Papers

Author(s): John Cady

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2003

ISBN: 9781451844689

Keywords: real exchange rate, cointegration, exchange rate misalignment, exchange rate, equation, exchange rates, Open Economy Macroeconomics,

Employing cointegration techniques, the long-run determinants of Madagascar's real exchange rate are examined from a stock-flow perspective. The long-run behavior of the real effective exchange rate is explained by...

Estimation of Equilibrium Exchange Rates in the WAEMU

Estimation of Equilibrium Exchange Rates in the WAEMU »

Source: Estimation of Equilibrium Exchange Rates in the WAEMU : A Robustness Analysis

Volume/Issue: 2007/194

Series: IMF Working Papers

Author(s): Magnus Saxegaard , Stéphane Roudet , and Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2007

ISBN: 9781451867589

Keywords: Equilibrium real exchange rate, FEER, cointegration, panel, WAEMU, exchange rate, statistic, equation, Equilibrium Real Exghange Rate,

Using the FEER approach we investigate the long-run equilibrium paths of the real effective exchange rates (REERs) of countries in the West African Economic and Monetary Union (WAEMU). In an attempt to address econ...

The Euro and the Production Structure and Export Performance of Middle East and North African Countries

The Euro and the Production Structure and Export Performance of Middle East and North African Countries »

Source: The Euro and the Production Structure and Export Performance of Middle East and North African Countries

Volume/Issue: 1999/12

Series: IMF Working Papers

Author(s): Jean-François Ruhashyankiko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451842883

Keywords: euro, exchange rate, production structure, export performance, equation, standard errors, statistics, correlation

This paper explores the link between exchange rate volatility of European currencies and economic performance of several countries in the Middle East and North Africa (MENA). The elimination of intra euro-zone exch...