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Потоки капитала и обменный курс // Capital flows and exchange rate

Author

Listed:
  • Б. Сейдахметова // B. Seidakhmetova

    (National Bank of Kazakhstan)

  • Ш. Байдильданова // S. Baidildanova

    (Agency for Regulation and Development of the Financial Market of Kazakhstan)

Abstract

В статье проведена оценка влияния потоков капитала на обменный курс в разбивке по категориям. Рассматриваются потоки капитала на нетто-основе, а также отдельно оценено влияние валового притока капитала от нерезидентов. Для анализа влияния потоков капитала применена SVAR-модель с ограничениями на экзогенный блок. // In this article the authors analyze the impact of different types capital flows on tenge exchange rate. Capital flows are considered on a net basis, also the impact of gross capital inflows from non-residents is separately estimated. In order to estimate the impact of capital flows SVar model with block exogeneity restrictions is used.

Suggested Citation

  • Б. Сейдахметова // B. Seidakhmetova & Ш. Байдильданова // S. Baidildanova, 2020. "Потоки капитала и обменный курс // Capital flows and exchange rate," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 13-24.
    • Handle: RePEc:aob:journl:y:2020:i:2:p:13-24
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    More about this item

    Keywords

    потоки капитала; валовый приток; реальный эффективный валютный курс (РЭОК); SVAR; capital flows; gross inflows; real effective exchange rate (REER);
    All these keywords.

    JEL classification:

    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements

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