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Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia

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Author Info
Fatma Marrakchi Charfi (Facult 0064es Sciences Economiques et de Gestion de Tunis. Universit 0064e Tunis El Manar)
Abstract

Tunisia has experienced a performance when pursuing a constant real exchange rate rule. The limitations of this rule are beginning to emerge in the context of a more open economy, which desire to relax capital controls. This paper estimates the equilibrium real exchange rate of the dinar vis 0076is the euro and the $US from 1983 to 2000, using quarterly data, based on the following fundamental variables: terms of trade, net capital inflows and the differential of productivity. Results show that Tunisian dinar was overvalued before the 1986 devaluation, becomes close to its equilibrium value over the 90s. In the beginning of this century (2000), authorities permit a larger fluctuation of the real effective exchange rate.

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File URL: http://www.panoeconomicus.rs/casopis/dvanaestibroj/real%20exchange%20of%20rate%20of%20balance%20and%20misalignments.pdf
File Format: application/pdf
File Function: First version, 2008
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Publisher Info
Paper provided by Faculty of economics, Department of Economics in its series Working Papers with number 200842.

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Length: 25 pages
Date of creation: Jun 2008
Date of revision: Dec 2008
Publication status: Published in Panoeconomicus, December 2008, pages 439-464
Handle: RePEc:voj:wpaper:200842

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Web page: http://www.panoeconomicus.rs/

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Related research
Keywords: Equilibrium real exchange rate; Misalignment; Cointegration;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
F31 - International Economics - - International Finance - - - Foreign Exchange
F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation

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References listed on IDEAS
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.:
  1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June. [Downloadable!] (restricted)
  2. Peter Montiel & Jonathan David Ostry, 1991. "Macroeconomic Implications of Real Exchange Rate Targeting in Developing Countries," IMF Working Papers 91/29, International Monetary Fund.
  3. Cottani, Joaquin A & Cavallo, Domingo F & Khan, M Shahbaz, 1990. "Real Exchange Rate Behavior and Economic Performance in LDCs," Economic Development and Cultural Change, University of Chicago Press, vol. 39(1), pages 61-76, October.
  4. Martine Guerguil & Martin David Kaufman, 1998. "Competitiveness and the Evolution of the Real Exchange Rate in Chile," IMF Working Papers 98/58, International Monetary Fund.
  5. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584. [Downloadable!] (restricted)
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