Real and Nominal Exchange Rates in the Long Run /

This paper decomposes longer-run movements in (major) dollar real exchange rates into components associated with changes in nominal exchange rates and price levels, and their comovements. Though the decompositions suggest some permanent movements, they imply that there are large transitory component...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Adams, Charles
Άλλοι συγγραφείς: Chadha, Bankim
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 1991.
Σειρά:IMF Working Papers; Working Paper ; No. 1991/063
Διαθέσιμο Online:Full text available on IMF
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245 1 0 |a Real and Nominal Exchange Rates in the Long Run /  |c Charles Adams, Bankim Chadha. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1991. 
300 |a 1 online resource (31 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 decomposes longer-run movements in (major) dollar real exchange rates into components associated with changes in nominal exchange rates and price levels, and their comovements. Though the decompositions suggest some permanent movements, they imply that there are large transitory components in real exchange rates. These transitory components in real exchange rates are found to be closely associated with those in nominal exchange rates. A stochastic version of Dornbusch's overshooting model-configured with representative parameter values for the United States and subjected to permanent nominal shocks-can rationalize these transitory comovements of nominal and real exchange rates as well as several other features of the decompositions. 
538 |a Mode of access: Internet 
700 1 |a Chadha, Bankim. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1991/063 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1991/063/001.1991.issue-063-en.xml  |z IMF e-Library