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Macroeconomic Issues Facing ASEAN Countries

Macroeconomic Issues Facing ASEAN Countries »

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 1997

DOI: http://dx.doi.org/10.5089/9781557756374.071

ISBN: 9781557756374

Keywords: current account, exchange rate, fdi, reer, real exchange rate

This volume, edited by John Hicklin, David Robinson, and Anoop Singh, contains papers prepared for an ASEAN conference held in Jakarta in November 1996. The conference aimed to review the macroeconomic record of th...

Mauritius

Mauritius »

Source: Mauritius : Selected Issues

Volume/Issue: 2008/237

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2008

ISBN: 9781451827859

Keywords: exchange rate, competitiveness, real exchange rate, exchange rates, real exchange

This Selected Issues paper assesses the external competitiveness of Mauritius over the period 1980-2007, with particular attention to the most recent years. The paper estimates the equilibrium real exchange rate us...

Mauritius: Selected Issues

Mauritius: Selected Issues »

Source: Mauritius : Selected Issues

Volume/Issue: 2008/237

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2008

ISBN: 9781451827859

Keywords: exchange rate, competitiveness, real exchange rate, exchange rates, real exchange

This Selected Issues paper assesses the external competitiveness of Mauritius over the period 1980-2007, with particular attention to the most recent years. The paper estimates the equilibrium real exchange rate us...

Measuring Misalignment

Measuring Misalignment »

Source: Measuring Misalignment : Purchasing Power Parity and East Asian Currencies in the 1990s

Volume/Issue: 1999/120

Series: IMF Working Papers

Author(s): Menzie Chinn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

ISBN: 9781451854251

Keywords: exchange rate, purchasing power parity, overvaluation, cointegration, exchange rates, real exchange rates, real exchange rate

The concept of purchasing power parity (PPP) is used to evaluate whether eight East Asian currencies were overvalued on the eve of the 1997 crises. The Johansen and Horvath-Watson cointegration test procedures are...

Deviations From Uncovered Interest Parity

Deviations From Uncovered Interest Parity »

Source: Deviations From Uncovered Interest Parity : A Global Guide to Where the Action Is

Volume/Issue: 1998/117

Series: IMF Working Papers

Author(s): Evan Tanner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1998

ISBN: 9781451941647

Keywords: exchange rate, real exchange rate, inflation, exchange rates, real exchange rates

Ex-post deviations from uncovered interest parity (UIP) – realized differences between dollar returns on identical assets of different currencies – equal the real interest differential plus real excha...

Mauritius

Mauritius »

Source: Mauritius : A Competitiveness Assessment

Volume/Issue: 2008/212

Series: IMF Working Papers

Author(s): Camelia Minoiu , and Patrick Imam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870701

Keywords: equilibrium real exchange rate, structural competitiveness, exchange rate, real exchange rate, equilibrium exchange rate, exchange rates, structural competitveness,

We assess the competitiveness of Mauritius in recent years using two approaches. First, we estimate the difference between the equilibrium and the actual real exchange rate using four methods: the macroeconomic bal...

Monetary Policy in the Aftermath of Currency Crises

Monetary Policy in the Aftermath of Currency Crises »

Source: Monetary Policy in the Aftermath of Currency Crises : The Case of Asia

Volume/Issue: 1998/170

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1998

ISBN: 9781451858396

Keywords: interest rates, exchange rate, exchange rates, real interest rates

This paper evaluates monetary policy and its relationship with the exchange rate in five Asian crisis countries. The findings are compared with previous currency crises in recent history. The paper finds no evidenc...

Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates

Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates »

Source: Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates

Volume/Issue: 2003/159

Series: IMF Working Papers

Author(s): Gene Leon , and Serineh Najarian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

ISBN: 9781451857696

Keywords: Nonlinearities, asymmetry, exchange rate, exchange rates, nonlinearity, statistics, real exchange rate,

This paper examines whether deviations from PPP are stationary in the presence of nonlinearity, and whether the adjustment toward PPP is symmetric from above and below. Using alternative nonlinear models, our resul...

7 Saving in Southeast Asia and Latin America Compared: Searching for Policy Lessons

7 Saving in Southeast Asia and Latin America Compared: Searching for Policy Lessons »

Source: Macroeconomic Issues Facing ASEAN Countries

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 1997

ISBN: 9781557756374

Keywords: current account, exchange rate, fdi, reer, real exchange rate

Southeast Asia’s high saving rates have received much attention from researchers and policymakers alike, not least because they have been associated with great economic success. From 1970 to 1995, the rate o...

8 Financial Liberalization and Money Demand in ASEAN Countries: Implications for Monetary Policy

8 Financial Liberalization and Money Demand in ASEAN Countries: Implications for Monetary Policy »

Source: Macroeconomic Issues Facing ASEAN Countries

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 1997

ISBN: 9781557756374

Keywords: current account, exchange rate, fdi, reer, real exchange rate

Monetary developments in four of the member countries of the Association of South East Asian Nations (ASEAN)—Indonesia, Malaysia, Singapore, and Thailand—since the early 1980s must be assessed in the context...