The determination of the equilibrium exchange rate in a simple general equilibrium model
AbstractIn this article, we develop an analytical general equilibrium model of the equilibrium exchange rate. This theoretical framework allows us to identify the relevant set of variables which determinate the equilibrium exchange rate and to explore how theses variables influence the trajectory of the equilibrium exchange rate.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Université Panthéon-Sorbonne (Paris 1) in its series Cahiers de la Maison des Sciences Economiques with number b04060.
Length: 16 pages
Date of creation: May 2004
Date of revision:
Contact details of provider:
Postal: 106 - 112 boulevard de l'Hôpital, 75647 Paris cedex 13
Phone: 01 44 07 81 00
Fax: 01 44 07 81 09
Web page: http://mse.univ-paris1.fr/
More information through EDIRC
Equilibrium exchange rate; purchasing power parity; Balassa-Samuelson effect; general equilibrium model.;
Other versions of this item:
- Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006. "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Review of Development Economics, Wiley Blackwell, vol. 10(3), pages 506-517, 08.
- LE VAN, Cuong & COUHARDE, Cecile & LUONG, Thai Bao, 2004. "The determination of the equilibrium exchange rate in a simple general equilibrium model," CORE Discussion Papers 2004026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F31 - International Economics - - International Finance - - - Foreign Exchange
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-03-13 (All new papers)
- NEP-IFN-2005-03-13 (International Finance)
- NEP-MIC-2005-03-13 (Microeconomics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hamid Faruqee, 1994. "Long-Run Determinants of the Real Exchange Rate," IMF Working Papers 94/90, International Monetary Fund.
- Virginie Coudert & Cécile Couharde, 2003.
"Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership,"
Presses de Sciences-Po, vol. 54(5), pages 983-1012.
- Virginie Coudert & Cécile Couharde, 2002. "Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership," Working Papers 2002-15, CEPII research center.
- Didier Borowski & Cecile Couharde, 2003. "The Exchange Rate Macroeconomic Balance Approach: New Methodology and Results for the Euro, the Dollar, the Yen and the Pound Sterling," Open Economies Review, Springer, vol. 14(2), pages 169-190, April.
- Hamid Faruqee, 1995. "Long-Run Determinants of the Real Exchange Rate: A Stock-Flow Perspective," IMF Staff Papers, Palgrave Macmillan, vol. 42(1), pages 80-107, March.
- Jose De Gregorio & Alberto Giovannini, 1993.
"International Evidence on Tradables and Nontradable Inflation,"
NBER Working Papers
4438, National Bureau of Economic Research, Inc.
- De Gregorio, Jose & Giovannini, Alberto & Wolf, Holger C., 1994. "International evidence on tradables and nontradables inflation," European Economic Review, Elsevier, vol. 38(6), pages 1225-1244, June.
- Jose De Gregorio & Alberto Giovannini & Holger C. Wolf, 1993. "International Evidence on Tradables and Nontradables Inflation," Working Papers 93-17, New York University, Leonard N. Stern School of Business, Department of Economics.
- Holger C. Wolf & Alberto Giovannini & Jose De Gregorio, 1994. "International Evidenceon Tradables and Nontradables Inflation," IMF Working Papers 94/33, International Monetary Fund.
- John Williamson, 1994. "Estimating Equilibrium Exchange Rates," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 17.
- Peter Isard & Hamid Faruqee, 1998. "Exchange Rate Assessment," IMF Occasional Papers 167, International Monetary Fund.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Lucie Label).
If references are entirely missing, you can add them using this form.