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The Debt-adjusted Real Exchange Rate for China

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Author Info
Frait, Jan (Czech National Bank)
Komárek, Luboš (Czech National Bank)

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Abstract

The paper aims to enrich the debate on the overvaluation/undervaluation of China yuan Renminbi (CNY) against USD and JPY by applying the concept of the Debt-Adjusted Real Exchange Rate (DARER). This approach is offering to monetary policy makers another indicator for more responsive management of this important economic variable. The general motivation for constructing DARER is the fact that long-term current account surplus (deficits) is linked with capital outflows (inflows), which often leads to real undervaluation (overvaluation) of domestic currency. DARER can signal to the authorities that the real exchange rate is becoming unsustainable in the medium term. Based on the DARER approach we also introduce three indicators of exchange rate misalignment.

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File URL: http://www2.warwick.ac.uk/fac/soc/economics/research/workingpapers/publications/twerp_850.pdf
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Publisher Info
Paper provided by University of Warwick, Department of Economics in its series The Warwick Economics Research Paper Series (TWERPS) with number 850.

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Length: 16 pages
Date of creation: 2008
Date of revision:
Handle: RePEc:wrk:warwec:850

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Related research
Keywords: Exchange rate ; current account ; misalignment ; China ; DARER;

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Find related papers by JEL classification:
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
F31 - International Economics - - International Finance - - - Foreign Exchange
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
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. Kaminsky, Graciela & Lizondo, Saul & Reinhart, Carmen M., 1997. "Leading indicators of currency crises," Policy Research Working Paper Series 1852, The World Bank. [Downloadable!]
    Other versions:
  2. Rebecca L Driver & Peter F Westaway, . "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England. [Downloadable!]
  3. Gian Maria Milesi-Ferrett & Assaf Razin, 1998. "Current Account Reversals and Currency Crises: Empirical Regularities," NBER Working Papers 6620, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Ofair Razin & Susan M. Collins, 1997. "Real Exchange Rate Misalignments and Growth," International Finance 9707001, EconWPA. [Downloadable!]
  5. MacDonald, Ronald, 2000. "Concepts to calculate equilibrium exchange rates : an overview," Discussion Paper Series 1: Economic Studies 2000,03, Deutsche Bundesbank, Research Centre. [Downloadable!]
  6. Ofair Razin & Susan M. Collins, 1997. "Real Exchange Rate Misalignments and Growth," NBER Working Papers 6174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Fabella, Raul V., 1996. "The debt-adjusted real exchange rate," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 475-484, June. [Downloadable!] (restricted)
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