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Real Exchange Rates and Commodity Prices

Real Exchange Rates and Commodity Prices »

Source: Real Exchange Rates and Commodity Prices

Volume/Issue: 1996/27

Series: IMF Working Papers

Author(s): Dominique Dupont , and V. Juan-Ramon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844474

Keywords: equation, exchange rates, exchange rate, real exchange rate, logarithm

This paper examines the relations between fluctuations in real exchange rates among the major currencies and fluctuations in real commodity prices. Increased exchange rate volatility calls for a better understandin...

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 Real Exchange Rate and Growth Revisited

The Real Exchange Rate and Growth Revisited »

Source: The Real Exchange Rate and Growth Revisited : The Washington Consensus Strikes Back?

Volume/Issue: 2010/58

Series: IMF Working Papers

Author(s): Andrew Berg , and Yanliang Miao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451963755

Keywords: Real Exchange Rate, Growth, Washington Consensus, exchange rate, equation, equilibrium exchange rate, exchange rates, Intertemporal Choice and Growth: General,

There is good reason and much evidence to suggest that the real exchange rate matters for economic growth, but why? The "Washington Consensus" (WC) view holds that real exchange rate misalignment implies macroecono...

Misalignment and Managed Exchange Rates

Misalignment and Managed Exchange Rates »

Source: Misalignment and Managed Exchange Rates : An Application to the Thai Baht

Volume/Issue: 2000/63

Series: IMF Working Papers

Author(s): G. Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848410

Keywords: Real exchange rate, misalignment, managed exchange rate system, time-series analysis, simulations, exchange rate, equation, cointegration, Thai Baht,

This paper proposes a methodology for analyzing dynamic misalignment in managed exchange rate systems that combines the estimation approach to modeling the real exchange rate with the calibration approach to genera...

Interest Rate Arbitrage in Currency Baskets

Interest Rate Arbitrage in Currency Baskets »

Source: Interest Rate Arbitrage in Currency Baskets : Forecasting Weights and Measuring Risk

Volume/Issue: 1999/16

Series: IMF Working Papers

Author(s): Peter Christoffersen , and Lorenzo Giorgianni

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451843385

Keywords: Time-varying Parameters, Cointegration, Exchange Rates, exchange rate, equation, statistics, currency basket

When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues arise: first, how are the unknown future basket weights optimally forecasted from past exchange rate data? And, second,...

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...

Real Exchange Rates and Commodity Prices

Real Exchange Rates and Commodity Prices »

Volume/Issue: 1996/27

Series: IMF Working Papers

Author(s): Dominique Dupont , and V. Juan-Ramon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

DOI: http://dx.doi.org/10.5089/9781451844474.001

ISBN: 9781451844474

Keywords: equation, exchange rates, exchange rate, real exchange rate, logarithm

This paper examines the relations between fluctuations in real exchange rates among the major currencies and fluctuations in real commodity prices. Increased exchange rate volatility calls for a better understandin...

Dread of Depreciation
			: Measuring Real Exchange Rate Interventions

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

DOI: http://dx.doi.org/10.5089/9781451848434.001

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 Real Exchange Rate and Growth Revisited
			: The Washington Consensus Strikes Back?

The Real Exchange Rate and Growth Revisited : The Washington Consensus Strikes Back? »

Volume/Issue: 2010/58

Series: IMF Working Papers

Author(s): Andrew Berg , and Yanliang Miao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

DOI: http://dx.doi.org/10.5089/9781451963755.001

ISBN: 9781451963755

Keywords: Real Exchange Rate, Growth, Washington Consensus, exchange rate, equation, equilibrium exchange rate, exchange rates, Intertemporal Choice and Growth: General,

There is good reason and much evidence to suggest that the real exchange rate matters for economic growth, but why? The "Washington Consensus" (WC) view holds that real exchange rate misalignment implies macroecono...

Misalignment and Managed Exchange Rates
			: An Application to the Thai Baht

Misalignment and Managed Exchange Rates : An Application to the Thai Baht »

Volume/Issue: 2000/63

Series: IMF Working Papers

Author(s): G. Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451848410.001

ISBN: 9781451848410

Keywords: Real exchange rate, misalignment, managed exchange rate system, time-series analysis, simulations, exchange rate, equation, cointegration, Thai Baht,

This paper proposes a methodology for analyzing dynamic misalignment in managed exchange rate systems that combines the estimation approach to modeling the real exchange rate with the calibration approach to genera...