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The Level REER Model in the External Balance Assessment (EBA) Methodology IMF working paper (Online) ;, WP/19/192./ Rui C. Mano, Carolina Osorio-Buitron, Luca Antonio Ricci and Mauricio Vargas.
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| dc.contributor.author | Mano Rui C., | |
| dc.contributor.author | Osorio Buitron Carolina | |
| dc.contributor.author | Ricci Luca Antonio | |
| dc.date.accessioned | 2024-01-29T21:41:50Z | |
| dc.date.available | 2024-01-29T21:41:50Z | |
| dc.date.issued | 2019 | |
| dc.identifier.citation | Mano. The Level REER Model in the External Balance Assessment (EBA) Methodology IMF working paper (Online) ;, WP/19/192. - 1 online resource (41 pages) - URL: https://libweb.kpfu.ru/ebsco/pdf/2264955.pdf | |
| dc.identifier.isbn | 1513515047 | |
| dc.identifier.isbn | 9781513515045 | |
| dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/179769 | |
| dc.description | Appendix: Additional Tables and Figures | |
| dc.description | Includes bibliographical references. | |
| dc.description.tableofcontents | Cover; The Level REER model in the External Balance Assessment (EBA) Methodology; I. INTRODUCTION; II. REVIEW OF THE LITERATURE; III. DATA AND METHODOLOGY; IV. EXPLANATORY POWER OF THE BENCHMARK REGRESSION; V. ROBUSTNESS TO ALTERNATIVE METHODOLOGIES AND DIFFERENT MEASURES OF THE LEVEL-REER; VI. CONCLUSIONS; VII. REFERENCES; Table 1: Descriptive Statistics and Correlations; Table 2. Benchmark Specification; Table 3: Sequential variable introduction based on t-stat (OLS method estimation); Table 4. Comparison of Benchmark Specification to Alternative Estimation Methods | |
| dc.description.tableofcontents | Table 5: Benchmark versus alternative LHS variables, based on different XS dimension from ICP 2011 and PWT 9.0 (same estimation method, IV-REG)Table 6: Benchmark versus alternative LHS variables based on REER Indexconstructed with GDP Deflator (WEO) and adjusting the level with the XS dimensionof ICP 2011 and PWT 9.0 (same estimation method, IV-REG); Table 7: Benchmark versus alternative LHS variables based on full panel (XS and TS) dimension of PWT 9.0 (same estimation method, IV-REG); Figure 1: Level REER and Output per worker relative to top 3 economies | |
| dc.description.tableofcontents | Figure 2: Log of Level REER by CountryFigure 3: Log of Level REER (time series); Figure 4: Benchmark Specification -- Fitted Values by Country; Figure 5: Benchmark Specification -- Fitted Values (time series); Figure 6: Benchmark Specification Residuals by Country; Figure 7: Benchmark Specification Residuals (time series); Figure 8. Benchmark Regression -- Actual vs Fitted; Figure 9. Cross-Country Ranking Comparison: Robustness to Different Level REERsin the Base Year; Annex I: Alternative Reer Variables; Annex II: Data Sources; Annex III: Variables Definition in the EBA Models | |
| dc.language | English | |
| dc.language.iso | en | |
| dc.relation.ispartofseries | IMF working paper. WP/19/192 | |
| dc.relation.ispartofseries | IMF working paper (Online) ;. WP/19/192. | |
| dc.subject.other | Foreign exchange rates. | |
| dc.subject.other | Electronic books. | |
| dc.title | The Level REER Model in the External Balance Assessment (EBA) Methodology IMF working paper (Online) ;, WP/19/192./ Rui C. Mano, Carolina Osorio-Buitron, Luca Antonio Ricci and Mauricio Vargas. | |
| dc.type | Book | |
| dc.contributor.org | International Monetary Fund, | |
| dc.description.pages | 1 online resource (41 pages) | |
| dc.collection | Электронно-библиотечные системы | |
| dc.source.id | EN05CEBSCO05C435 |
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