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Oil Prices and Real Exchange Rate Volatility in Oil-Exporting Economies: The Role of Governance

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Author Info
Rickne, Johanna () (Research Institute of Industrial Economics (IFN))
Abstract

Institutional and political characteristics affect the extent to which the real exchange rates of oil-exporting countries co-move with the oil price. In a simple theoretical model, good governance insulates real exchange rates from price volatility by generating a smoother pattern of fiscal spending over the resource price cycle. Empirical tests on a panel of 33 oil-exporting countries provide evidence that countries with high bureaucratic quality, strong and impartial legal systems, democratic governing systems, and more equal income distributions have real exchange rates which co-move less with the oil price.

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Publisher Info
Paper provided by Research Institute of Industrial Economics in its series Working Paper Series with number 810.

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Length: 47 pages
Date of creation: 23 Sep 2009
Date of revision:
Handle: RePEc:hhs:iuiwop:0810

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Postal: Research Institute of Industrial Economics, Box 55665, SE-102 15 Stockholm, Sweden
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Related research
Keywords: Real Exchange Rate; Commodity Price; Governance; Cross-country Regression; Development;

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
H11 - Public Economics - - Structure and Scope of Government - - - Structure and Scope of Government
Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy

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This page was last updated on 2009-11-25.


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