How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
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Citations
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- Virginie Coudert & Cécile Couharde, 2009.
"Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries,"
Review of International Economics, Wiley Blackwell, vol. 17(1), pages 121-136, February.
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- Parantap Basu & Yoseph Getachew, 2017. "Redistributive Innovation Policy, Inequality and Efficiency," Working Papers 201768, University of Pretoria, Department of Economics.
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- Piotr Roszkowski & Kamila Sławińska & Andrzej Torój, 2014.
"BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries,"
Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 34, pages 209-226.
- Roszkowski, Piotr & Sławińska, Kamila & Torój, Andrzej, 2014. "BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries," MF Working Papers 20, Ministry of Finance in Poland.
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- Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2017.
"Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies,"
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- Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010.
"Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling,"
Economic Modelling, Elsevier, vol. 27(1), pages 404-416, January.
- Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
- Korhonen, Iikka & Ritola, Maria, 2009. "Renminbi misaligned: Results from meta-regressions," BOFIT Discussion Papers 13/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
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- Razek, Noha H.A. & McQuinn, Brian, 2021. "Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market," Resources Policy, Elsevier, vol. 72(C).
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More about this item
Keywords
Equilibrium exchange rate; BEER; Productivity; Panel cointegration;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-06-07 (Central Banking)
- NEP-IFN-2008-06-07 (International Finance)
Statistics
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