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Evaluating Historical CGER Assessments [[electronic resource]]
| Evaluating Historical CGER Assessments [[electronic resource]] |
| Autore | Lee Jungjin |
| Pubbl/distr/stampa | Washington, : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates -- Mathematical models
Foreign exchange Monetary policy -- Mathematical models Finance Business & Economics International Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9311-X
1-4527-7328-9 1-4518-7179-1 1-282-84254-4 9786612842542 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910464235003321 |
Lee Jungjin
|
||
| Washington, : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan
| Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan |
| Autore | Lee Jungjin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates -- Mathematical models
Foreign exchange Monetary policy -- Mathematical models Finance Business & Economics International Finance Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Monetary economics Real exchange rates Exchange rates Real effective exchange rates Currencies Exchange rate assessments Money |
| ISBN |
1-4623-9311-X
1-4527-7328-9 1-4518-7179-1 1-282-84254-4 9786612842542 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910788346803321 |
|
Lee Jungjin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan
| Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan |
| Autore | Lee Jungjin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates -- Mathematical models
Foreign exchange Monetary policy -- Mathematical models Finance Business & Economics International Finance Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Monetary economics Real exchange rates Exchange rates Real effective exchange rates Currencies Exchange rate assessments Money |
| ISBN |
1-4623-9311-X
1-4527-7328-9 1-4518-7179-1 1-282-84254-4 9786612842542 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910810973303321 |
|
Lee Jungjin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||