Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs / / Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips |
Autore | Blavy Rodolphe |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (27 p.) |
Disciplina | 382.917 |
Altri autori (Persone) |
JuvenalLuciana
PhillipsSteven <1961-> |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Foreign exchange rates - Mexico
Foreign exchange rates - United States Foreign exchange rates - Canada |
Soggetto genere / forma | Electronic books. |
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-9910464011603321 |
Blavy Rodolphe
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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