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Анализ Факторов Динамики Обменного Курса Рубля
[Perspective issues in the CBR`s exchange rate policy]

Author

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  • Trunin, Pavel
  • Knyazev, Dmitriy
  • Kudykina, Ekaterina

Abstract

Analysis of fundamental factors of the CBR’s exchange rate lay at the basis of this publication. The authors review papers which address problems of index construction of real effective exchange rate as well as models of evaluation of the real equilibrium exchange rate. They also analyze various versions of index construction for the CBR’s exchange rate and evaluate real “equilibrium” Ruble exchange rate.

Suggested Citation

  • Trunin, Pavel & Knyazev, Dmitriy & Kudykina, Ekaterina, 2010. "Анализ Факторов Динамики Обменного Курса Рубля [Perspective issues in the CBR`s exchange rate policy]," MPRA Paper 33944, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:33944
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    2. Yana Valeryevna Dyomina, 2014. "Balance of Payments of East Asian Countries: Impact of the Coordinated Monetary Policy," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 138-152.

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    More about this item

    Keywords

    equilibrium exchange rate; effective rate; central bank;
    All these keywords.

    JEL classification:

    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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