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Non-Linear Exchange Rate Pass-Through in Emerging Markets

Non-Linear Exchange Rate Pass-Through in Emerging Markets »

Volume/Issue: 2016/1

Series: IMF Working Papers

Author(s): Francesca Caselli , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2016

DOI: http://dx.doi.org/10.5089/9781513578262.001

ISBN: 9781513578262

Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...

Annual Report on Exchange Arrangements and Exchange Restrictions 2013

Annual Report on Exchange Arrangements and Exchange Restrictions 2013 »

Series: Annual Report on Exchange Arrangements and Exchange Restrictions

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2013

DOI: http://dx.doi.org/10.5089/9781484366806.012

ISBN: 9781484366806

Keywords: Exchange rate adjustments, Exchange rate appreciation, Exchange rate assessments, Exchange rate developments, Exchange rate determination, Exchange rate depreciation, Exchange rate guarantees, Exchange rate indicators, Exchange rate indexes, Exchange rate management

This is the 64th issue of the AREAER. It provides a description of the foreign exchange arrangements, exchange and trade systems, and capital controls of all IMF member countries. It also provides information on th...

Russian Federation
			: Selected Issues

Russian Federation : Selected Issues »

Volume/Issue: 2013/311

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 October 2013

DOI: http://dx.doi.org/10.5089/9781484343470.002

ISBN: 9781484343470

Keywords: exchange rate, exchange rate volatility, exchange rate regime, exchange rates, exchange rate regimes, Exchange rate regimes],

This Selected Issues paper analyzes the impact of the adoption of inflation targeting (IT) on exchange rate volatility in Russian Federation. Russia has seen an increase in exchange rate volatility during the past...

Energy Subsidy Reform
			: Lessons and Implications

Energy Subsidy Reform : Lessons and Implications »

Series: Books

Author(s): Benedict Clements , David Coady , Stefania Fabrizio , Sanjeev Gupta , Trevor Alleyne , and Carlo Sdralevich

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 September 2013

DOI: http://dx.doi.org/10.5089/9781475558111.071

ISBN: 9781475558111

Keywords: prices, electricity, pricing, electricity sector, electricity subsidies

Energy subsidies are aimed at protecting consumers, however, subsidies aggravate fiscal imbalances, crowd out priority public spending, and depress private investment, including in the energy sector. This book prov...

Environmental Tax Reform
			: Principles from Theory and Practice to Date

Environmental Tax Reform : Principles from Theory and Practice to Date »

Volume/Issue: 2012/180

Series: IMF Working Papers

Author(s): Ian Parry , John Norregaard , and Dirk Heine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

DOI: http://dx.doi.org/10.5089/9781475505283.001

ISBN: 9781475505283

Keywords: design principles, externalities, fuel taxes, country evaluation, environmental tax, tax systems, tax reform, tax system, Nonrenewable Resources and Conservation: Government Policy, Energy: Government Policy,

This paper recommends a system of upstream taxes on fossil fuels, combined with refunds for downstream emissions capture, to reduce carbon and local pollution emissions. Motor fuel taxes should also account for con...

Economic Policies and FDI Inflows to Emerging Market Economies

Economic Policies and FDI Inflows to Emerging Market Economies »

Volume/Issue: 2011/192

Series: IMF Working Papers

Author(s): Elif Arbatli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

DOI: http://dx.doi.org/10.5089/9781462306251.001

ISBN: 9781462306251

Keywords: FDI, Emerging Market Economies, Economic Policies, direct investment, foreign direct investment, corporate tax, corporate tax rates, International Factor Movements And International Business,

This paper investigates the determinants of FDI inflows to emerging market economies, concentrating on the effects of economic policies. The empirical analysis also addresses the role of external push factors and o...

The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey

The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey »

Volume/Issue: 2011/156

Series: IMF Working Papers

Author(s): Joshua Charap , and Serhan Cevik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

DOI: http://dx.doi.org/10.5089/9781455293704.001

ISBN: 9781455293704

Keywords: Interest rates, Islamic banks, causality, time-varying volatility correlation, bank deposit, interest, balance sheet, debt

This paper examines the empirical behavior of conventional bank deposit rates and the rate of return on retail Islamic profit-and-loss sharing (PLS) investment accounts in Malaysia and Turkey, using monthly data fr...

External Finance, Sudden Stops, and Financial Crisis
			: What is Different This Time?

External Finance, Sudden Stops, and Financial Crisis : What is Different This Time? »

Volume/Issue: 2010/158

Series: IMF Working Papers

Author(s): F. Gulcin Ozkan , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

DOI: http://dx.doi.org/10.5089/9781455201419.001

ISBN: 9781455201419

Keywords: entrepreneurs, domestic economy, entrepreneur, open economy, domestic goods, And The Supply Of Money And Credit, international Finance, macroeconomic Aspects Of International Trade And Finance,

This paper develops a two-country DSGE model to investigate the transmission of a global financial crisis to a small open economy. We find that economies hit by a sudden stop arising from financial distress in the...

Foreign Participation in Emerging Markets' Local Currency Bond Markets

Foreign Participation in Emerging Markets' Local Currency Bond Markets »

Volume/Issue: 2010/88

Series: IMF Working Papers

Author(s): Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2010

DOI: http://dx.doi.org/10.5089/9781451982602.001

ISBN: 9781451982602

Keywords: Emerging Market Economies, bond, bond yields, government bond, government bond yields,

This paper estimates the impact of foreign participation in determining long-term local currency government bond yields and volatility in a group of emerging markets from 2000-2009. The results of a panel data anal...

Global Market Conditions and Systemic Risk

Global Market Conditions and Systemic Risk »

Volume/Issue: 2009/230

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873771.001

ISBN: 9781451873771

Keywords: Global Financial Crises, Subprime Crisis, Volatility, Solvency, Markov-Switching, financial institutions, financial system, contagion, Multiple or Simultaneous Equation Models: Time-Series Models, Financial Markets and the Macroeconomy,

This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov r...