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Estimation of Asian effective exchange rates: a technical note

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Author Info
San Sau Fung
Marc Klau
Guonan Ma
Robert N. McCauley

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Abstract

Discussion of exchange rate policy in Asia would benefit from appropriate measures of exchange rates on a multilateral basis. The purpose of this paper is to refine the construction of the effective exchange rates (EERs) for Asian economies, to make allowances for the role of Hong Kong SAR as an entrepôt and to reflect the fast-growing intra-regional trade. For the scenarios under consideration, it turns out that adjusting for re-export trade through Hong Kong SAR is generally more important in the determination of trade weights than updating the base year. The proposed refinements have important policy implications, particularly in estimating the relative sizes of currency blocs, should the region's exchange rate policies become more oriented to trade baskets than to bilateral dollar rates.

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Publisher Info
Paper provided by Bank for International Settlements in its series BIS Working Papers with number 217.

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Length: 35 pages
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:bis:biswps:217

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Related research
Keywords: effective exchange rates; intra-regional trade;

Find related papers by JEL classification:
F10 - International Economics - - Trade - - - General
F31 - International Economics - - International Finance - - - Foreign Exchange

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This page was last updated on 2009-11-20.


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