Measuring misalignment: PPP and East Asian currencies in the 1990's
Dept. of Economics, University of California, Santa Cruz, 1998 - Foreign exchange rates - 29 pages
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Asia-Pacific Real Exchange AVGINDEV AVTTEV Bank of San based criteria bundles calculations cointegrating vector Cointegration Test countries CPI w/trend Predicted currency crises currency overvaluations currency unit deflated real exchange drift term East Asian currencies Equilibrium Exchange Rates equilibrium rate evidence Hong Kong dollar Horvath-Watson Indonesian rupiah International Economics Isard Johansen Journal of International K.C. Fung Kletzer Malaysian ringgit mean reversion measure Menzie David Chinn Mexican Peso Misalignment multilateral NBER Working Paper nonstationary Panel Philippine peso PPI based PPI Deflated Rate PPI Predicted PPI-Deflated Exchange Rates Predicted and CPI Predicted by PPI-Deflated Price based price indices producer price Purchasing Power Parity real exchange rates Real Rates sample period September 1997 Shocks and Asia-Pacific Singapore dollar stationary Steven Symansky Taiwan dollar Takatoshi Thai baht tradable trade weighted trend TTDEV TTTEV undervaluation unit root w/trend Predicted Figure Wald test Weighted PPI Deflated Yin-Wong Cheung