Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn |
Autore | Dumitrescu Elena |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (20 p.) |
Altri autori (Persone) |
ArezkiRabah
FreytagAndreas QuintynMarc |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Prices
Foreign exchange rates - South Africa Exports and Imports Foreign Exchange Macroeconomics International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements Metals and Metal Products Cement Glass Ceramics Commodity Markets Currency Foreign exchange International economics Gold prices Real exchange rates Real effective exchange rates Capital account liberalization Commodity price fluctuations Balance of payments Gold |
ISBN |
1-4755-5956-9
1-4755-6350-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Literature; III. Empirical Strategy; A. Data; B. Time Series Properties and Econometric Techniques; IV. Main Results; V. Robustness; VI. Conclusion; References; Figures; Figure 1. Evolution of Gold Prices and South Africa Rand Real Exchange Rate; Figure 2. Volatility of Gold Prices and South Africa Rand Real Exchange Rate; Tables; Table 1 Johansen Cointegration Test Results on Pre-Capital Account Liberalization; Table 2 Johansen Cointegration Test Results on Post-Capital Account Liberalization
Table 3 Lagrange Multiplier Test for Residual AutocorelationTable 4 VECM Results for Pre-Capital Account Liberalization Sample; Table 5 Post-Capital Account Liberalization VECM Results; Table 6 Testing Weak Exogeneity |
Record Nr. | UNINA-9910786484703321 |
Dumitrescu Elena
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn |
Autore | Dumitrescu Elena |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (20 p.) |
Disciplina | 332.152 |
Altri autori (Persone) |
ArezkiRabah
FreytagAndreas QuintynMarc |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Prices
Foreign exchange rates - South Africa Exports and Imports Foreign Exchange Macroeconomics International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements Metals and Metal Products Cement Glass Ceramics Commodity Markets Currency Foreign exchange International economics Gold prices Real exchange rates Real effective exchange rates Capital account liberalization Commodity price fluctuations Balance of payments Gold |
ISBN |
1-4755-5956-9
1-4755-6350-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Literature; III. Empirical Strategy; A. Data; B. Time Series Properties and Econometric Techniques; IV. Main Results; V. Robustness; VI. Conclusion; References; Figures; Figure 1. Evolution of Gold Prices and South Africa Rand Real Exchange Rate; Figure 2. Volatility of Gold Prices and South Africa Rand Real Exchange Rate; Tables; Table 1 Johansen Cointegration Test Results on Pre-Capital Account Liberalization; Table 2 Johansen Cointegration Test Results on Post-Capital Account Liberalization
Table 3 Lagrange Multiplier Test for Residual AutocorelationTable 4 VECM Results for Pre-Capital Account Liberalization Sample; Table 5 Post-Capital Account Liberalization VECM Results; Table 6 Testing Weak Exogeneity |
Record Nr. | UNINA-9910810767103321 |
Dumitrescu Elena
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|