1.

Record Nr.

UNINA9910464244503321

Autore

Oomes Nienke

Titolo

In search of a dramatic equilibrium [[electronic resource] ] : was the Armenian Dram overvalued? / / prepared by Nienke Oomes, Gohar Minasyan and Ara Stepanyan

Pubbl/distr/stampa

[Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Department, 2009

ISBN

1-4623-5275-8

1-4527-3090-3

9786612842719

1-4518-7197-X

1-282-84271-4

Descrizione fisica

1 online resource (22 p.)

Collana

IMF working paper ; ; WP/09/49

Altri autori (Persone)

MinasyanGohar

StepanyanAra

Soggetti

Foreign exchange rates - Armenia

Devaluation of currency - Armenia

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"March 2009".

Nota di bibliografia

Contains bibliographical references.

Nota di contenuto

Contents; I. Introduction; Figures; 1. Estimated Real Exchange Rate Misalignment; II. Purchasing Power Parity (PPP) Approach; 2. Armenian Price Level Relative to U.S. Price Level; 3. Relative Price Levels and Relative Incomes; 4. PPP Approach Equilibrium and Atual Real Exchanges; 5. PPP Approach: Real Exchange Rate Misalignment; III. Behavioral Equilibrium Real Exchange Rate (BEER) Approach; A. Productivity measures; B. Other equilibrium exchange rate determinants; C. Results; Tables; 1. BEER Approach: Augmented Dickey-Fuller Test Results; 2. BEER Approach: Estimated Cointegrating Vector

IV. External Sustainability (ES) Approach6. BEER Approach: Equilibrium and Actual REER; 7. BEER Approach: Real Exchange Rate Misalignment; 8. ES Approach: Real Exchange Rate Misalignment; V. Conclusion; 9. Estimated Real Exchange Rate Misalignment; References



Sommario/riassunto

This papers estimates the equilibrium exchange rate for Armenia using three different approaches: the purchasing power parity (PPP) approach, the behavioral equilibrium exchange rate (BEER) approach, and the external sustainability (ES) approach. All three approaches suggest that the dram was overvalued by about 20-30 percent prior to the devaluation of the dram in March 2009.