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Bivariate Assessments of Real Exchange Rates Using PPP Data

Bivariate Assessments of Real Exchange Rates Using PPP Data »

Source: Bivariate Assessments of Real Exchange Rates Using PPP Data

Volume/Issue: 2008/153

Series: IMF Working Papers

Author(s): Juan Zalduendo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

ISBN: 9781451870114

Keywords: Real exchange rate, exchange rate, real exchange rates

This paper focuses on assessments of real exchange rates using PPP data and examines their limitations when these are based exclusively on bivariate estimations. It begins by presenting an analytical framework of t...

New Rates from New Weights

New Rates from New Weights »

Source: New Rates from New Weights

Volume/Issue: 2005/99

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861181

Keywords: Weight, effective exchange rate, exchange rate, exchange rates, real exchange rates, real effective exchange rate, Trade: General, International Finance: General,

This paper describes the result and the methodology of updating nominal and real effective exchange rate weights on the basis of trade data over 1999-2001. The underlying framework is an updated version of the IMF'...

Targets, Interest Rates, and Household Saving in Urban China

Targets, Interest Rates, and Household Saving in Urban China »

Source: Targets, Interest Rates, and Household Saving in Urban China

Volume/Issue: 2011/223

Series: IMF Working Papers

Author(s): Malhar Nabar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463904258

Keywords: Household Saving, Target Savings, Financial Liberalization, real interest rate, real interest rates, disposable income, inflation,

This paper studies a panel of China's provinces over the period 1996-2009 during which urban household saving rates increased from 19 percent of disposable income to 30 percent. It finds that the increase in urban...

Capital Market Integration in the Pacific Basin Region

Capital Market Integration in the Pacific Basin Region »

Source: Capital Market Integration in the Pacific Basin Region : An Analysis of Real Interest Rate Linkages

Volume/Issue: 1995/133

Series: IMF Working Papers

Author(s): Kate Phylaktis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1995

ISBN: 9781451855432

Keywords: capital market, real interest rate, real interest rates, capital market integration, capital flows

This paper investigates the extent to which financial markets in the Pacific Basin Region have become more integrated, by analyzing the comovements of real interest rates. The paper uses cointegration and error cor...

Monetary Transmission of Global Imbalances in Asian Countries

Monetary Transmission of Global Imbalances in Asian Countries »

Source: Monetary Transmission of Global Imbalances in Asian Countries

Volume/Issue: 2010/214

Series: IMF Working Papers

Author(s): Il Lee , and Woon Choi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455205455

Keywords: global imbalance, monetary transmission, net saving rates, dynamic panel, monetary fund, real rates, real output,

The paper explores the linkages between the global and domestic monetary gaps, and estimates the effects of monetary gaps on output growth, inflation, and net saving rates using panel data for 20 Asian countries fo...

Are Business Cycles Different in Asia and Latin America?

Are Business Cycles Different in Asia and Latin America? »

Source: Are Business Cycles Different in Asia and Latin America?

Volume/Issue: 1997/9

Series: IMF Working Papers

Author(s): Alexander Hoffmaister , and Jorge Roldos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1997

ISBN: 9781451927313

Keywords: exchange rate, real exchange rate, terms of trade, exchange rate fluctuations, nominal exchange rate

This paper compares business cycles in Asia and in Latin America using structural vector autoregression analysis with panel data. The evidence for countries in these regions suggests that (i) the main source of out...

Determinants of Firm Profitability in Colombia’s Manufacturing Sector

Determinants of Firm Profitability in Colombia’s Manufacturing Sector »

Source: Determinants of Firm Profitability in Colombia's Manufacturing Sector : Exchange Rate or Structural?

Volume/Issue: 2015/97

Series: IMF Working Papers

Author(s): Naomi Griffin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2015

ISBN: 9781484364222

Keywords: Real exchange rate, structural changes, exchange rate, imports, demand, real effective exchange rate, Firm Performance: Size, Diversification, and Scope, General,

The appreciation of the real exchange rate over the past several years is considered one of the key drivers behind the weak performance of Colombia's manufacturing sector in recent years. This paper examines the ef...

Do Hong Kong SAR and China Constitute An Optimal Currency Area? An Empirical Test of the Generalized Purchasing Power Parity Hypothesis

Do Hong Kong SAR and China Constitute An Optimal Currency Area? An Empirical Test of the Generalized Purchasing Power Parity Hypothesis »

Source: Do Hong Kong SAR and China Constitute An Optimal Currency Area? An Empirical Test of the Generalized Purchasing Power Parity Hypothesis

Volume/Issue: 1999/79

Series: IMF Working Papers

Author(s): Hong Liang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1999

ISBN: 9781451850185

Keywords: Real exchange rate, generalized purchasing power hypothesis, optimal currency union, exchange rate, exchange rates, cointegration, statistics

The paper explores the behavior of the long-run real exchange rate (RER) of Hong Kong SAR and China by testing the generalized-purchasing power parity hypothesis (G-PPP). The hypothesis argues that if the fundament...

The Real Exchange Rate and Employment in China

The Real Exchange Rate and Employment in China »

Source: The Real Exchange Rate and Employment in China

Volume/Issue: 2011/148

Series: IMF Working Papers

Author(s): Mai Dao , and Ruo Chen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455269464

Keywords: Real exchange rate, Sectoral Reallocation, exchange rate, real exchange, exchange rates, real appreciation, Wages, Compensation, and Labor Costs: General, Macroeconomic Aspects Of International Trade And Finance,

We examine the impact of real exchange rate fluctuations on sectoral and regional employment in China from 1980 to 2008. In contrast to theoretical predictions, employment in both the tradable and non-tradable sect...

East Asian Growth Before and After the Crisis

East Asian Growth Before and After the Crisis »

Source: East Asian Growth Before and After the Crisis

Volume/Issue: 1998/137

Series: IMF Working Papers

Author(s): N. Crafts

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1998

ISBN: 9781451855883

Keywords: tfp, economic growth, capital markets, growth rates, real gdp

This paper surveys the literature on the growth performance of the east Asian economies in recent decades, evaluates the sustainability of that performance, and provides a preliminary assessment of their long-term...