Mexico’s Integration into NAFTA Markets : : A View from Sectoral Real Exchange Rates and Transaction Costs / / Luciana Juvenal, Rodolphe Blavy
| Mexico’s Integration into NAFTA Markets : : A View from Sectoral Real Exchange Rates and Transaction Costs / / Luciana Juvenal, Rodolphe Blavy |
| Autore | Juvenal Luciana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (27 pages) |
| Disciplina | 382.917 |
| Altri autori (Persone) | BlavyRodolphe |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - Mexico
Foreign exchange rates - United States Foreign exchange rates - Canada Investments: Commodities Exports and Imports Foreign Exchange Macroeconomics Trade Policy International Trade Organizations General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Currency Foreign exchange International economics Investment & securities Real exchange rates Exchange rates North American Free Trade Agreement Arbitrage Consumer price indexes Commercial treaties Financial instruments Price indexes |
| ISBN |
1-4623-5983-3
1-4527-2386-9 1-282-84077-0 9786612840777 1-4518-6983-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; I. Introduction; II. Nonlinear Dynamics in Real Exchange Rates; A. Theoretical Underpinnings; B. Estimation Methodology and SETAR Model; C. Testing Procedures; III. Estimation Results; A. Testing for Nonlinear Price Convergence; Figure; 1. Extent of Price Convergence between Mexico-U.S. and Canada-U.S; Tables; 1. SETAR Estimation Results; B. Estimated Transaction Costs; C. Robustness of Results; 2. SETAR Estimation Results (Detrended Data); 3. SETAR Estimation Results (Controlling for Different Mean during Tequila Crisis); D. Half-Lives
4. Estimation of Half-Lives for Sectoral Real Exchange Rates (In Months)5. SETAR Estimation Results for Aggregate Price Indices; Box; 1. Real Exchange Rate Thresholds at the Aggregate CPI Level; IV. Determinants of Thresholds in Real Exchange Rates; V. Summary of Results and Conclusion; 6. Threshold Regressions; References |
| Record Nr. | UNINA-9910788239603321 |
Juvenal Luciana
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mexico’s Integration into NAFTA Markets : : A View from Sectoral Real Exchange Rates and Transaction Costs / / Luciana Juvenal, Rodolphe Blavy
| Mexico’s Integration into NAFTA Markets : : A View from Sectoral Real Exchange Rates and Transaction Costs / / Luciana Juvenal, Rodolphe Blavy |
| Autore | Juvenal Luciana |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (27 pages) |
| Disciplina | 382.917 |
| Altri autori (Persone) | BlavyRodolphe |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - Mexico
Foreign exchange rates - United States Foreign exchange rates - Canada Arbitrage Commercial treaties Consumer price indexes Currency Deflation Exchange rates Exports and Imports Financial instruments Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Inflation International economics International Trade Organizations Investment & securities Investments: Commodities Macroeconomics North American Free Trade Agreement Price indexes Price Level Real exchange rates Trade Policy |
| ISBN |
9786612840777
9781462359837 1462359833 9781452723860 1452723869 9781282840775 1282840770 9781451869835 1451869835 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; I. Introduction; II. Nonlinear Dynamics in Real Exchange Rates; A. Theoretical Underpinnings; B. Estimation Methodology and SETAR Model; C. Testing Procedures; III. Estimation Results; A. Testing for Nonlinear Price Convergence; Figure; 1. Extent of Price Convergence between Mexico-U.S. and Canada-U.S; Tables; 1. SETAR Estimation Results; B. Estimated Transaction Costs; C. Robustness of Results; 2. SETAR Estimation Results (Detrended Data); 3. SETAR Estimation Results (Controlling for Different Mean during Tequila Crisis); D. Half-Lives
4. Estimation of Half-Lives for Sectoral Real Exchange Rates (In Months)5. SETAR Estimation Results for Aggregate Price Indices; Box; 1. Real Exchange Rate Thresholds at the Aggregate CPI Level; IV. Determinants of Thresholds in Real Exchange Rates; V. Summary of Results and Conclusion; 6. Threshold Regressions; References |
| Record Nr. | UNINA-9910969259803321 |
Juvenal Luciana
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||