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Estimating the Equilibrium Real Exchange Rate for Namibia

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Author Info
J. H. Eita () (Department of Economics, University of Pretoria)
Moses M. Sichei (Department of Economics, University of Pretoria)

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Abstract

This paper estimates the equilibrium real exchange rate and the resulting real exchange rate misalignment in Namibia during the period 1970 to 2004. The equilibrium real exchange rate is determined by trade and exchange restrictions (openness), terms of trade and ratio of investment to GDP. An increase in openness and ratio of investment to GDP cause the real exchange rate to appreciate. The real exchange rate was overvalued for almost the entire estimation period. It reached its equilibrium value in 1998. It is important to monitor the real exchange rate, and ensure that the divergence from the equilibrium value is minimised.

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Publisher Info
Paper provided by University of Pretoria, Department of Economics in its series Working Papers with number 200608.

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Length: 17 pages
Date of creation: Feb 2006
Date of revision:
Handle: RePEc:pre:wpaper:200608

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Related research
Keywords: equilibrium real exchange rate misalignment cointegrating vector

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models

Cited by:
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  1. Ken Miyajima, 2007. "What Do We Know About Namibia's Competitiveness," IMF Working Papers 07/191, International Monetary Fund. [Downloadable!]
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This page was last updated on 2008-11-12.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.