Determinants of Angola's Parallel Market Real Exchange Rate /

The paper estimates Angola's equilibrium parallel market real exchange rate during the 1992-98 period. Using standard integration/co-integration techniques, the results fail to support the purchasing power parity hypothesis and indicate that two exogenous variables-the price of oil and the fore...

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Bibliografiska uppgifter
Huvudupphovsman: Nagayasu, Jun
Övriga upphovsmän: Gelbard, Enrique
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 1999.
Serie:IMF Working Papers; Working Paper ; No. 1999/090
Länkar:Full text available on IMF
Beskrivning
Sammanfattning:The paper estimates Angola's equilibrium parallel market real exchange rate during the 1992-98 period. Using standard integration/co-integration techniques, the results fail to support the purchasing power parity hypothesis and indicate that two exogenous variables-the price of oil and the foreign interest rate-are able to explain most of the variation in the real exchange rate during the last seven years. These results contrast with the tenet that the parallel market exchange rate in Angola is solely influenced by monetary developments.
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Fysisk beskrivning:1 online resource (14 pages)
Materialtyp:Mode of access: Internet
ISSN:1018-5941
Tillgång:Electronic access restricted to authorized BRAC University faculty, staff and students