Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh
| Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh |
| Autore | Tsangarides Charalambos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (351 p.) |
| Disciplina | 332.4/56 |
| Altri autori (Persone) |
CottarelliCarlo
Milesi-FerrettiGian GhoshAtish |
| Soggetto topico |
Foreign exchange rates
Econometrics Exports and Imports Foreign Exchange Macroeconomics Money and Monetary Policy Investments: Commodities Trade: General Empirical Studies of Trade Commodity Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Inflation Deflation Currency Foreign exchange International economics Monetary economics Econometrics & economic statistics Investment & securities Real exchange rates Exchange rate arrangements Exchange rates Real effective exchange rates Exports International trade Trade balance Prices Balance of trade Money Economic assistance |
| ISBN |
1-4552-4688-3
1-4527-7255-X 1-283-53570-X 9786613848154 1-4519-6203-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
| Record Nr. | UNINA-9910779271303321 |
Tsangarides Charalambos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh
| Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh |
| Autore | Tsangarides Charalambos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (351 p.) |
| Disciplina | 332.4/56 |
| Altri autori (Persone) |
CottarelliCarlo
GhoshAtish Milesi-FerrettiGian |
| Soggetto topico |
Foreign exchange rates
Econometrics Exports and Imports Foreign Exchange Macroeconomics Money and Monetary Policy Investments: Commodities Trade: General Empirical Studies of Trade Commodity Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Inflation Deflation Currency Foreign exchange International economics Monetary economics Econometrics & economic statistics Investment & securities Real exchange rates Exchange rate arrangements Exchange rates Real effective exchange rates Exports International trade Trade balance Prices Balance of trade Money Economic assistance |
| ISBN |
9786613848154
9781455246885 1455246883 9781452772554 145277255X 9781283535700 128353570X 9781451962031 1451962037 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
| Record Nr. | UNINA-9910967034303321 |
Tsangarides Charalambos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti
| The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti |
| Autore | Lane Philip |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) | Milesi-FerrettiGian |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of trade
Debts, External Foreign exchange Exports and Imports Finance: General Investments: Stocks International Investment Long-term Capital Movements Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements International economics Investment & securities Finance Foreign assets Stocks Emerging and frontier financial markets Current account External position Investments, Foreign Financial services industry Balance of payments International finance |
| ISBN |
1-4623-5183-2
1-4527-3905-6 1-283-51752-3 9786613829979 1-4519-0865-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY""; ""III. THE DATASET: A GLOBAL OVERVIEW""; ""IV. SELECTED EMPIRICAL FINDINGS""; ""V. CONCLUDING REMARKS""; ""Appendix""; ""References"" |
| Record Nr. | UNINA-9910788403503321 |
Lane Philip
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti
| The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti |
| Autore | Lane Philip |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) | Milesi-FerrettiGian |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign property
Balance of trade Debts, External Foreign exchange Balance of payments Current Account Adjustment Current account Emerging and frontier financial markets Exports and Imports External position Finance Finance: General Financial Instruments Financial services industry Foreign assets General Financial Markets: General (includes Measurement and Data) Institutional Investors International economics International finance International Investment Investment & securities Investments, Foreign Investments: Stocks Long-term Capital Movements Non-bank Financial Institutions Pension Funds Short-term Capital Movements Stocks |
| ISBN |
9786613829979
9781462351831 1462351832 9781452739052 1452739056 9781283517522 1283517523 9781451908657 1451908652 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY""; ""III. THE DATASET: A GLOBAL OVERVIEW""; ""IV. SELECTED EMPIRICAL FINDINGS""; ""V. CONCLUDING REMARKS""; ""Appendix""; ""References"" |
| Record Nr. | UNINA-9910956119703321 |
Lane Philip
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||