Mexico's Integration into Nafta Markets : a View from Sectoral Real Exchange Rates and Transaction Costs.

Annotation

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Juvenal, Luciana (Autor), Blavy, Rodolphe (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington : International Monetary Fund, May 2008.
Colección:IMF Working Papers.
Temas:
Canada. > Treaties, etc. > 1992 October 7.
North American Free Trade Agreement (1992 December 17)
Foreign exchange rates > Canada.
Foreign exchange rates > Mexico.
Foreign exchange rates > United States.
Taux de change > Canada.
Taux de change > Mexique.
Taux de change > États-Unis.
Foreign exchange rates
International economic integration
North America > Economic integration.
Amérique du Nord > Intégration économique.
Canada
Mexico
North America
United States
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares