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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui