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The new BIS effective exchange rate indices

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  • Marc Klau
  • San Sau Fung
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    Abstract

    The BIS effective exchange rate (EER) indices have been expanded and updated. The new indices cover 52 economies based on a consistent methodology, and reflect recent developments in global trade by using time-varying weighting patterns. The newly calculated indices have been made available to the public on the BIS website.

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    File URL: http://www.bis.org/publ/qtrpdf/r_qt0603e.pdf
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    File URL: http://www.bis.org/publ/qtrpdf/r_qt0603e.htm
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    Bibliographic Info

    Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

    Volume (Year): (2006)
    Issue (Month): (March)
    Pages:

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    Handle: RePEc:bis:bisqtr:0603e

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    References

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    1. Menzie Chinn, 2006. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," Open Economies Review, Springer, vol. 17(1), pages 115-143, January.
    2. Elmar B Koch, 1984. "The measurement of effective exchange rates," BIS Working Papers 10, Bank for International Settlements.
    3. David Hargreaves & Bruce White, 1999. "Measures of New Zealand's effective exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, September.
    4. Luca Buldorini & Stelios Makrydakis & Christian Thimann, 2002. "The effective exchange rates of the euro," Occasional Paper Series 02, European Central Bank.
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    Cited by:
    1. Couharde, Cécile & Coulibaly, Issiaka & Damette, Olivier, 2013. "Anchor currency and real exchange rate dynamics in the CFA Franc zone," Economic Modelling, Elsevier, vol. 33(C), pages 722-732.
    2. Jon Steinsson, 2005. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," Economics wp28_jonst, Department of Economics, Central bank of Iceland.
    3. repec:spo:wpecon:info:hdl:2441/10028 is not listed on IDEAS
    4. Rubaszek, Michał, 2008. "Economic convergence and the fundamental equilibrium exchange rate in Poland," MPRA Paper 12910, University Library of Munich, Germany.
    5. Guonan Ma & Robert McCauley, 2010. "The evolving renminbi regime and implications for Asian currency stability," BIS Working Papers 321, Bank for International Settlements.
    6. Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2255-2267.
    7. Barry Eichengreen & Douglas A. Irwin, 2008. "International Economic Policy: Was There a Bush Doctrine?," NBER Working Papers 13831, National Bureau of Economic Research, Inc.
    8. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
    9. Julia Ferreira Torracca & David Kupfe, 2014. "A Evolução Da Taxa De Câmbio Efetiva Real Setorial E A Mudança Estrutural No Padrão De Comércio Da Indústria Brasileira," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 114, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
    10. Andrea Fracasso & Stefano Schiavo, 2009. "Trade-imbalances networks and exchange rate adjustments: the paradox of a new Plaza. The XIVth Spring Meeting of Young Economists (SMYE-2009), Istanbul, April 2009," Sciences Po publications info:hdl:2441/10028, Sciences Po.
    11. San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley, 2006. "Estimation of Asian effective exchange rates: a technical note," BIS Working Papers 217, Bank for International Settlements.
    12. Thapa, Chandra & Poshakwale, Sunil S., 2012. "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 189-211.

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