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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
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-9910807167203321
Juvenal Luciana  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui