Similar Search Results

Real Exchange Rates and Fundamentals; A Cross-Country Perspective

Ricci, Luca Antonio; Lee, Jaewoo; Milesi-Ferretti, … - International Monetary Fund (IMF) - 2008

of trade to estimate a panel cointegrating relationship between real exchange rates and a set of fundamentals for a …-based real exchange rate and commodity terms of trade. The estimated impact of productivity growth differentials between traded …

Persistent link: https://www.econbiz.de/10005825636

Trade and Financial Contagion in Currency Crises

Salgado, Ranil; Ricci, Luca Antonio; Caramazza, Francesco - International Monetary Fund (IMF) - 2000

This paper investigates empirically the relevance of external, domestic, and financial weaknesses as well as trade and …

Persistent link: https://www.econbiz.de/10005769104

PPP and the Balassa Samuelson Effect; The Role of the Distribution Sector

MacDonald, Ronald; Ricci, Luca Antonio - International Monetary Fund (IMF) - 2001

This paper investigates the impact of the distribution sector on the real exchange rate, controlling for the Balassa-Samuelson effect, as well as other macro variables. Long-run coefficients are estimated using a panel dynamic OLS estimator. The main result is that an increase in the...

Persistent link: https://www.econbiz.de/10005605202