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Table Card RUSMARC
Title: IMF working paper (Online) ;. The Level REER Model in the External Balance Assessment (EBA) Methodology. — WP/19/192.
Creators: Mano Rui C.,
Other creators: Osorio Buitron Carolina; Ricci Luca Antonio
Organization: International Monetary Fund,
Collection: Электронные книги зарубежных издательств; Общая коллекция
Subjects: Foreign exchange rates.; EBSCO eBooks
Document type: Other
File type: PDF
Language: English
Rights: Доступ по паролю из сети Интернет (чтение, печать, копирование)
Record key: on1122453853

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Table of Contents

  • Cover
  • The Level REER model in the External Balance Assessment (EBA) Methodology
    • I. INTRODUCTION
    • II. REVIEW OF THE LITERATURE
    • III. DATA AND METHODOLOGY
    • IV. EXPLANATORY POWER OF THE BENCHMARK REGRESSION
    • V. ROBUSTNESS TO ALTERNATIVE METHODOLOGIES AND DIFFERENT MEASURES OF THE LEVEL-REER
    • VI. CONCLUSIONS
    • VII. REFERENCES
    • Table 1: Descriptive Statistics and Correlations
    • Table 2. Benchmark Specification
    • Table 3: Sequential variable introduction based on t-stat (OLS method estimation)
    • Table 4. Comparison of Benchmark Specification to Alternative Estimation Methods
    • Table 5: Benchmark versus alternative LHS variables, based on different XS dimension from ICP 2011 and PWT 9.0 (same estimation method, IV-REG)
    • Table 6: Benchmark versus alternative LHS variables based on REER Indexconstructed with GDP Deflator (WEO) and adjusting the level with the XS dimensionof ICP 2011 and PWT 9.0 (same estimation method, IV-REG)
    • Table 7: Benchmark versus alternative LHS variables based on full panel (XS and TS) dimension of PWT 9.0 (same estimation method, IV-REG)
    • Figure 1: Level REER and Output per worker relative to top 3 economies
    • Figure 2: Log of Level REER by Country
    • Figure 3: Log of Level REER (time series)
    • Figure 4: Benchmark Specification - Fitted Values by Country
    • Figure 5: Benchmark Specification - Fitted Values (time series)
    • Figure 6: Benchmark Specification Residuals by Country
    • Figure 7: Benchmark Specification Residuals (time series)
    • Figure 8. Benchmark Regression - Actual vs Fitted
    • Figure 9. Cross-Country Ranking Comparison: Robustness to Different Level REERsin the Base Year
    • Annex I: Alternative Reer Variables
    • Annex II: Data Sources
    • Annex III: Variables Definition in the EBA Models
    • Appendix: Additional Tables and Figures

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