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Author:
Mr. Alexander Culiuc
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European Department

Contents

  • Abstract

  • I. Introduction

  • II. The Dynamics of Contractionary Depreciations

  • III. A Simple Empirical Setup

  • IV. Large Depreciations Dataset

  • A. Identifying Large Depreciation Episodes

  • B. Characterizing Large Depreciation Episodes

  • V. Determinants of Real Exchange Rate Overshooting

  • VI. Output Implications of Exchange Rate Overshooting

  • A. Choosing the Balance Sheet Effect Measure

  • B. Main Results

  • C. Domestic Demand vs. Export

  • D. Output Loss Over the Medium Term

  • E. Extended Results and Robustness

  • F. The Importance of Banking Crises

  • G. Addressing Endogeneity Concerns

  • VII. Conclusions and Policy Implications

  • References

  • Annex 1. Debt Intolerance as Consequence of Financial Frictions

  • Annex 2. Criteria for Inclusion of Large Depreciation Episodes

  • Annex 3. Additional Robustness

  • A. Restricted Samples

  • B. Alternative Measures of Overshooting

  • Annex Figures and Tables

  • Figures

  • Figure 1. Stylized Representation of a Large Depreciation Episode

  • Figure 2. Dynamics of a currency crisis with balance sheet effect

  • Figure 3. Large depreciation (Indonesia 1997)

  • Figure 4.REER path in a “textbook” large depreciation (Korea 1997)

  • Figure 5.Baseline overshooting measure computed for stable and unstable large depreciations

  • Figure 6.Output loss calculation example

  • Figure 7.Output loss over time (% of T – 1 GDP)

  • Figure 8.Summary statistics of key characteristics of large depreciation episodes

  • Figure 9.The overshooting-based balance sheet effect and its components vs. output loss in T + 1

  • Figure 10.Marginal effect of exchange rate overshooting on output loss in T + 1 by percentile of external short-term debt (stable episodes only)

  • Figure 11.Marginal effect of pre-depreciation external short-term debt on output loss in T + 1 by percentile of overshooting (stable episodes only)

  • Figure 12. Marginal effects of overshooting on domestic demand loss and non-oil exports loss in T + 1

  • Figure 13. Marginal effects of T – 1 external short-term debt on domestic demand loss and non-oil exports loss in T + 1

  • Figure 14. Marginal effect of pre-depreciation external short-term debt, overshooting and equilibrium depreciation on output loss in T through T + 4

  • Figure 15. The overshooting-based balance sheet effect vs. output loss in T + 1

  • Figure 16. Marginal effect of pre-depreciation external short-term debt, overshooting and equilibrium depreciation on output loss in T through T + 4 (dual crises excluded)

  • Tables

  • Table 1. Criteria cutoffs

  • Table 2. OLS regressions on REER overshooting

  • Table 3. OLS regressions on output loss in T + 1: Comparison of balance sheet effect measures

  • Table 4. OLS regressions on output loss in T + 1: Main specifications

  • Table 5. OLS regressions on output loss in T + 1: Extended specifications (all episodes)

  • Table 6. 2SLS and 3SLS regressions on overshooting and output loss in T + 1

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Real Exchange Rate Overshooting in Large Depreciations: Determinants and Consequences
Author:
Mr. Alexander Culiuc