Verfügbarkeit: Australia and New Zealand Exchange Rates

Australia and New Zealand Exchange Rates: A Quantitative Assessment

The paper describes three empirical models commonly used to conduct exchange rate assessments and applies them to data for Australia and New Zealand. The baseline results using data and mediumterm projections available as of October 2008, suggest that the Australian and New Zealand dollars were broa...

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1. Verfasser:	Edison, Hali J. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2009
Schriftenreihe:	IMF Working Papers Working Paper No. 09/7
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	The paper describes three empirical models commonly used to conduct exchange rate assessments and applies them to data for Australia and New Zealand. The baseline results using data and mediumterm projections available as of October 2008, suggest that the Australian and New Zealand dollars were broadly in line with fundamentals, but with a wide variation across models. A battery of sensitivity tests illustrate that altering the underlying assumptions can yield substantially different assessments. The results are particularly sensitive to the choice of assessment horizon, the set of economies included in the sample, medium-term forecasts, and the exchange rate reference period
Beschreibung:	1 Online-Ressource (33 p)
ISBN:	1451871546 9781451871548

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spelling	Edison, Hali J. Verfasser aut Australia and New Zealand Exchange Rates A Quantitative Assessment Edison, Hali J Washington, D.C International Monetary Fund 2009 1 Online-Ressource (33 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 09/7 The paper describes three empirical models commonly used to conduct exchange rate assessments and applies them to data for Australia and New Zealand. The baseline results using data and mediumterm projections available as of October 2008, suggest that the Australian and New Zealand dollars were broadly in line with fundamentals, but with a wide variation across models. A battery of sensitivity tests illustrate that altering the underlying assumptions can yield substantially different assessments. The results are particularly sensitive to the choice of assessment horizon, the set of economies included in the sample, medium-term forecasts, and the exchange rate reference period Online-Ausg Vitek, Francis Sonstige oth http://elibrary.imf.org/view/IMF001/09854-9781451871548/09854-9781451871548/09854-9781451871548.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Edison, Hali J. Australia and New Zealand Exchange Rates A Quantitative Assessment
title	Australia and New Zealand Exchange Rates A Quantitative Assessment
title_auth	Australia and New Zealand Exchange Rates A Quantitative Assessment
title_exact_search	Australia and New Zealand Exchange Rates A Quantitative Assessment
title_exact_search_txtP	Australia and New Zealand Exchange Rates A Quantitative Assessment
title_full	Australia and New Zealand Exchange Rates A Quantitative Assessment Edison, Hali J
title_fullStr	Australia and New Zealand Exchange Rates A Quantitative Assessment Edison, Hali J
title_full_unstemmed	Australia and New Zealand Exchange Rates A Quantitative Assessment Edison, Hali J
title_short	Australia and New Zealand Exchange Rates
title_sort	australia and new zealand exchange rates a quantitative assessment
title_sub	A Quantitative Assessment
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