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HI An Application to the Thai Baht
Vector Error Correction
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actual interest differentials actual real exchange ADF(u analysis of misalignment analyzing misalignment Asian Currency Bank of Thailand capital flows concept of sustainability cumulative interest differentials cumulative real interest debt to nominal Developing Countries deviations dynamic misalignment dynamics of misalignment Elbadawi Equilibrium Exchange Rates Equilibrium Real Exchange equilibrium values error-correction estimated long run Estimating Equilibrium Exchange Exchange Rate MEEK exchange rate regimes expected exchange rate expected spot rates FEER approach foreign debt framework fundamental gross domestic product hypothetical scenario inflation differentials interest parity relationship International Monetary Fund L.E. Hinkle maintained managed equilibrium exchange managed exchange rate managed rates market's expected MEER methodology misalignment gap nominal exchange rate nominal GDP p-values P.J. Montiel Washington Phillips-Loreton purchasing power parity Rates in Developing ratio of foreign real exchange rate real interest differentials realignment reduced-form regime shifts risk premium sample period Section single-equation spot exchange rates Thai baht unit root test World Bank