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Evaluating historical CGER assessments : how well have they predicted subsequent exchange rate movements? /
The IMF's Consultative Group on Exchange Rate issues (CGER) has been conducting exchange rate assessments as part of the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by comparing these to subsequent movements in real effective exchange rates (REER)....
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington D.C.] :
International Monetary Fund,
2009.
|
| Colección: | IMF working paper ;
WP/09/32. |
| Temas: | |
| Acceso en línea: | Texto completo |
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| 100 | 1 | |a Abiad, Abdul. | |
| 245 | 1 | 0 | |a Evaluating historical CGER assessments : |b how well have they predicted subsequent exchange rate movements? / |c prepared by Abdul Abiad, Prakash Kanna, and Jungjin Lee. |
| 260 | |a [Washington D.C.] : |b International Monetary Fund, |c 2009. | ||
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| 490 | 1 | |a IMF working paper ; |v WP/09/32 | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | 3 | |a The IMF's Consultative Group on Exchange Rate issues (CGER) has been conducting exchange rate assessments as part of the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by comparing these to subsequent movements in real effective exchange rates (REER). We find that CGER's estimated misalignments have predictive power over future REER movements, especially over longer horizons and after changes in fundamentals are accounted for. But while CGER misalignments frequently predict the direction of currency movements correctly, misalignments have tended to be persistent, resulting in systematic errors-overprediction for undervalued currencies and underprediction for overvalued currencies. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
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| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Foreign exchange rates |x Mathematical models. | |
| 650 | 0 | |a Foreign exchange. | |
| 650 | 6 | |a Taux de change |x Modèles mathématiques. | |
| 650 | 6 | |a Change. | |
| 650 | 7 | |a Foreign exchange |2 fast | |
| 650 | 7 | |a Foreign exchange rates |x Mathematical models |2 fast | |
| 700 | 1 | |a Kanna, Prakash, |e author. | |
| 700 | 1 | |a Lee, Jungjin, |e author. | |
| 758 | |i has work: |a Evaluating historical CGER assessments (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFJtmcT8JH4T4JbDFjykMq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Abiad, Abdul. |t Evaluating historical CGER assessments. |d [Washington D.C.] : International Monetary Fund, 2009 |w (OCoLC)664004007 |
| 830 | 0 | |a IMF working paper ; |v WP/09/32. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3013326 |z Texto completo |
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