Cyclical Fluctuations in Brazil's Real Exchange Rate : The Role of Domestic and External Factors /

This paper examines the effects of capital inflows and domestic factors on Brazil's real exchange rate. It describes the analytical framework, and then estimates a near-VAR model linking capital flows, interest rate differentials, government spending, money-base velocity, and the temporary comp...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Hoffmaister, Willy
مؤلفون آخرون: Agenor, Pierre-Richard, Medeiros, Carlos
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1997.
سلاسل:IMF Working Papers; Working Paper ; No. 1997/128
الوصول للمادة أونلاين:Full text available on IMF
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020 |z 9781451935486 
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100 1 |a Hoffmaister, Willy. 
245 1 0 |a Cyclical Fluctuations in Brazil's Real Exchange Rate :   |b The Role of Domestic and External Factors /  |c Willy Hoffmaister, Carlos Medeiros, Pierre-Richard Agenor. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1997. 
300 |a 1 online resource (32 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper examines the effects of capital inflows and domestic factors on Brazil's real exchange rate. It describes the analytical framework, and then estimates a near-VAR model linking capital flows, interest rate differentials, government spending, money-base velocity, and the temporary component of the real exchange rate (TCRER). Generalized variance decompositions indicate that world interest rate shocks largely explain medium-term fluctuations in capital flows and the TCRER. Generalized impulse response functions show that a reduction in the world interest rate (and, to a lesser extent, an increase in government spending) have significant effects on the TCRER and capital flows. 
538 |a Mode of access: Internet 
700 1 |a Agenor, Pierre-Richard. 
700 1 |a Medeiros, Carlos. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1997/128 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1997/128/001.1997.issue-128-en.xml  |z IMF e-Library