Verfügbarkeit: What Caused the 1991 Currency Crisis in India?

What Caused the 1991 Currency Crisis in India?:

Did real overvaluation contribute to the 1991 currency crisis in India? This paper seeks an answer by constructing the equilibrium real exchange rate, using an error correction model and a technique developed by Gonzalo and Granger (1995). The results are affirmative and the evidence indicates that...

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1. Verfasser:	Saxena, Sweta Chaman (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2000
Schriftenreihe:	IMF Working Papers Working Paper No. 00/157
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Did real overvaluation contribute to the 1991 currency crisis in India? This paper seeks an answer by constructing the equilibrium real exchange rate, using an error correction model and a technique developed by Gonzalo and Granger (1995). The results are affirmative and the evidence indicates that current account deficits and investor confidence also played significant roles in the sharp exchange rate depreciation. The ECM model is supported by superior out-of-sample forecast performance versus a random walk model
Beschreibung:	1 Online-Ressource (27 p)
ISBN:	1451857489 9781451857481

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spelling	Saxena, Sweta Chaman Verfasser aut What Caused the 1991 Currency Crisis in India? Saxena, Sweta Chaman Washington, D.C International Monetary Fund 2000 1 Online-Ressource (27 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 00/157 Did real overvaluation contribute to the 1991 currency crisis in India? This paper seeks an answer by constructing the equilibrium real exchange rate, using an error correction model and a technique developed by Gonzalo and Granger (1995). The results are affirmative and the evidence indicates that current account deficits and investor confidence also played significant roles in the sharp exchange rate depreciation. The ECM model is supported by superior out-of-sample forecast performance versus a random walk model Online-Ausg Cerra, Valerie Sonstige oth http://elibrary.imf.org/view/IMF001/07875-9781451857481/07875-9781451857481/07875-9781451857481.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Saxena, Sweta Chaman What Caused the 1991 Currency Crisis in India?
title	What Caused the 1991 Currency Crisis in India?
title_auth	What Caused the 1991 Currency Crisis in India?
title_exact_search	What Caused the 1991 Currency Crisis in India?
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title_full	What Caused the 1991 Currency Crisis in India? Saxena, Sweta Chaman
title_fullStr	What Caused the 1991 Currency Crisis in India? Saxena, Sweta Chaman
title_full_unstemmed	What Caused the 1991 Currency Crisis in India? Saxena, Sweta Chaman
title_short	What Caused the 1991 Currency Crisis in India?
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