Verfügbarkeit: Real and Nominal Exchange Rates in the Long Run

Real and Nominal Exchange Rates in the Long Run:

This paper decomposes longer-run movements in (major) dollar real exchange rates into components associated with changes in nominal exchange rates and price levels, and their comovements. Though the decompositions suggest some permanent movements, they imply that there are large transitory component...

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1. Verfasser:	Adams, Charles (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1991
Schriftenreihe:	IMF Working Papers Working Paper No. 91/63
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper decomposes longer-run movements in (major) dollar real exchange rates into components associated with changes in nominal exchange rates and price levels, and their comovements. Though the decompositions suggest some permanent movements, they imply that there are large transitory components in real exchange rates. These transitory components in real exchange rates are found to be closely associated with those in nominal exchange rates. A stochastic version of Dornbusch's overshooting model-configured with representative parameter values for the United States and subjected to permanent nominal shocks-can rationalize these transitory comovements of nominal and real exchange rates as well as several other features of the decompositions
Beschreibung:	1 Online-Ressource (31 p)
ISBN:	1451848323 9781451848328

Internformat

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spelling	Adams, Charles Verfasser aut Real and Nominal Exchange Rates in the Long Run Adams, Charles Washington, D.C International Monetary Fund 1991 1 Online-Ressource (31 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 91/63 This paper decomposes longer-run movements in (major) dollar real exchange rates into components associated with changes in nominal exchange rates and price levels, and their comovements. Though the decompositions suggest some permanent movements, they imply that there are large transitory components in real exchange rates. These transitory components in real exchange rates are found to be closely associated with those in nominal exchange rates. A stochastic version of Dornbusch's overshooting model-configured with representative parameter values for the United States and subjected to permanent nominal shocks-can rationalize these transitory comovements of nominal and real exchange rates as well as several other features of the decompositions Online-Ausg Chadha, Bankim Sonstige oth http://elibrary.imf.org/view/IMF001/05540-9781451848328/05540-9781451848328/05540-9781451848328.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Adams, Charles Real and Nominal Exchange Rates in the Long Run
title	Real and Nominal Exchange Rates in the Long Run
title_auth	Real and Nominal Exchange Rates in the Long Run
title_exact_search	Real and Nominal Exchange Rates in the Long Run
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title_full	Real and Nominal Exchange Rates in the Long Run Adams, Charles
title_fullStr	Real and Nominal Exchange Rates in the Long Run Adams, Charles
title_full_unstemmed	Real and Nominal Exchange Rates in the Long Run Adams, Charles
title_short	Real and Nominal Exchange Rates in the Long Run
title_sort	real and nominal exchange rates in the long run
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