Search Results

You are looking at 1 - 10 of 16 items

  • Keyword: exchange rate models x
Clear All Modify Search
Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia

Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia »

Source: Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia

Volume/Issue: 2009/30

Series: IMF Working Papers

Author(s): Benedict Clements , and Herman Kamil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871777

Keywords: Exchange Rate Models, exchange rate, exchange rates,

This paper assesses the effects of capital controls imposed in Colombia in 2007 on capital flows and exchange rate dynamics. The results suggest that the controls were successful in reducing external borrowing, but...

Exchange Rates and Capital Flows1

Exchange Rates and Capital Flows1 »

Source: Exchange Rates and Capital Flows

Volume/Issue: 2001/190

Series: IMF Working Papers

Author(s): Robin Brooks , Torsten Sloek , Manmohan Kumar , and Hali Edison

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859669

Keywords: Capital flows, Foreign exchange, exchange rate models, euro/dollar and yen/dollar exchange rates, exchange rate, exchange rates, bonds, bond, exchange rate movements

This paper explores the ability of portfolio and foreign direct investment flows to track movements in the euro and the yen against the dollar. Net portfolio flows from the euro area into U.S. stocks-possibly refle...

Capital Inflows and the Real Exchange Rate

Capital Inflows and the Real Exchange Rate »

Source: Capital Inflows and the Real Exchange Rate : Can Financial Development Cure the Dutch Disease?

Volume/Issue: 2009/20

Series: IMF Working Papers

Author(s): Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871678

Keywords: Financial Market Development, Real Exchange Rate, Dynamic Panel Data Models, exchange rate, stock market,

This paper argues that, in improving the efficient allocation of resources, financial sector development could dampen the appreciation effect of capital inflows. Using dynamic panel data techniques, the paper finds...

Real Exchange Rate Response to Capital Flows in Mexico

Real Exchange Rate Response to Capital Flows in Mexico »

Source: Real Exchange Rate Response to Capital Flows in Mexico : An Empirical Analysis

Volume/Issue: 2000/108

Series: IMF Working Papers

Author(s): Marcelo Dabós , and V. Juan-Ramon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

ISBN: 9781451853094

Keywords: Exchange rates, Economic models, Capital flows, Mexico, Trade, Export real exchange rate, capital inflow, terms of trade, productivity, equilibrium-correction model

This study shows that in Mexico there is a long-run relationship between the real exchange rate and capital inflows, the external terms of trade, and productivity in the manufacturing sector. A once-and-for-all uni...

Private Information, Capital Flows, and Exchange Rates1

Private Information, Capital Flows, and Exchange Rates1 »

Source: Private Information, Capital Flows, and Exchange Rates

Volume/Issue: 2012/213

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505634

Keywords: Order flow, private information, exchange rate models, market microstructure, bond, bond market, stock market, bonds,

We demonstrate empirically that not all capital flows influence exchange rates equally: Capital flows induced by foreign investors' stock market transactions have both an economically significant and a permanent im...

The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002

The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002 »

Source: The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China : 1980-2002

Volume/Issue: 2003/67

Series: IMF Working Papers

Author(s): Zhongxia Jin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

ISBN: 9781451848922

Keywords: exchange rate, foreign exchange, real exchange rate, real interest rate, exchange reserves, Econometric Methods: - Multiple/Simultaneous Equation Models, Money and Interest Rates, Macroeconomic - Aspects of Public Finance, Macroeconomic Policy, and General Outlook

Based on China's experience between 1980 and 2002, a cointegrated vector autoregression model was established to explore the relationships among real interest rates, real exchange rates and balance of payments in C...

Estimated Policy Rules for Capital Controls

Estimated Policy Rules for Capital Controls »

Source: Estimated Policy Rules for Capital Controls

Volume/Issue: 2020/80

Series: IMF Working Papers

Author(s): Gurnain Kaur Pasricha

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2020

ISBN: 9781513546100

Keywords: Trade policy, Central bank policy, Exchange rate policy, Real effective exchange rates, Monetary policy, capital controls, macroprudential policy, mercantilist motivations, capital flows, emerging markets

This paper borrows the tradition of estimating policy reaction functions from monetary policy literature to ask whether capital controls respond to macroprudential or mercantilist motivations. I explore this questi...

Capital Inflows, Sterilization, and Commercial Bank Speculation

Capital Inflows, Sterilization, and Commercial Bank Speculation »

Source: Capital Inflows, Sterilization, and Commercial Bank Speculation : The Case of the Czech Republic in the Mid-1990's

Volume/Issue: 2004/218

Series: IMF Working Papers

Author(s): Jakob Christensen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451875171

Keywords: Economic models, Capital inflows, Commercial banks, sterilization, exchange rate policy, Czech Republic, domestic credit, monetary policy, short-term capital inflows, monetary fund

The paper analyzes the relationship between large-scale capital inflows and sterilization efforts in the Czech Republic during 1993-96 using a vector autoregression (VAR) model, which consists of domestic credit, f...

Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia

Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia »

Volume/Issue: 2009/30

Series: IMF Working Papers

Author(s): Benedict Clements , and Herman Kamil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871777.001

ISBN: 9781451871777

Keywords: Exchange Rate Models, exchange rate, exchange rates,

This paper assesses the effects of capital controls imposed in Colombia in 2007 on capital flows and exchange rate dynamics. The results suggest that the controls were successful in reducing external borrowing, but...

Exchange Rates and Capital Flows

Exchange Rates and Capital Flows »

Volume/Issue: 2001/190

Series: IMF Working Papers

Author(s): Robin Brooks , Torsten Sloek , Manmohan Kumar , and Hali Edison

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

DOI: http://dx.doi.org/10.5089/9781451859669.001

ISBN: 9781451859669

Keywords: Capital flows, Foreign exchange, exchange rate models, euro/dollar and yen/dollar exchange rates, exchange rate, exchange rates, bonds, bond, exchange rate movements

This paper explores the ability of portfolio and foreign direct investment flows to track movements in the euro and the yen against the dollar. Net portfolio flows from the euro area into U.S. stocks-possibly refle...