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Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters [[electronic resource] /] / prepared by Alun H. Thomas
| Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters [[electronic resource] /] / prepared by Alun H. Thomas |
| Autore | Thomas Alun H (Alun Huw) |
| Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Foreign exchange rates - aAfrica, Sub-Saharan
Interest rates - aAfrica, Sub-Saharan |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-1693-2
1-4755-5826-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; Tables; 1. Measures of Capital Account Openness; III. Regression Analysis; A. Stationarity Tests; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation; Regression Analysis; 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar
6. Determinants of the Change in the Nominal Effective Exchange Rate IV. Robustness and Diagnostic Checks; A. Robustness; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; B. Diagnostic Checks; 8. Out of sample Forecasts: One Month Ahead; V. Conclusion; References |
| Record Nr. | UNINA-9910461971803321 |
Thomas Alun H (Alun Huw)
|
||
| Washington, DC, : International Monetary Fund, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas
| Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas |
| Autore | Thomas Alun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - aAfrica, Sub-Saharan
Interest rates - aAfrica, Sub-Saharan Exports and Imports Foreign Exchange Investments: General General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements Currency Foreign exchange Investment & securities International economics Exchange rates Nominal effective exchange rate Treasury bills and bonds Capital account Exchange rate adjustments Financial institutions Balance of payments Government securities |
| ISBN |
1-4755-1693-2
1-4755-5826-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; Tables; 1. Measures of Capital Account Openness; III. Regression Analysis; A. Stationarity Tests; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation; Regression Analysis; 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar
6. Determinants of the Change in the Nominal Effective Exchange Rate IV. Robustness and Diagnostic Checks; A. Robustness; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; B. Diagnostic Checks; 8. Out of sample Forecasts: One Month Ahead; V. Conclusion; References |
| Record Nr. | UNINA-9910786480203321 |
|
Thomas Alun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas
| Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas |
| Autore | Thomas Alun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.152 |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - aAfrica, Sub-Saharan
Interest rates - aAfrica, Sub-Saharan Exports and Imports Foreign Exchange Investments: General General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements Currency Foreign exchange Investment & securities International economics Exchange rates Nominal effective exchange rate Treasury bills and bonds Capital account Exchange rate adjustments Financial institutions Balance of payments Government securities |
| ISBN |
1-4755-1693-2
1-4755-5826-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; Tables; 1. Measures of Capital Account Openness; III. Regression Analysis; A. Stationarity Tests; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation; Regression Analysis; 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar
6. Determinants of the Change in the Nominal Effective Exchange Rate IV. Robustness and Diagnostic Checks; A. Robustness; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; B. Diagnostic Checks; 8. Out of sample Forecasts: One Month Ahead; V. Conclusion; References |
| Record Nr. | UNINA-9910808179603321 |
|
Thomas Alun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
