In Search of Equilibrium : Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries /

This paper presents a methodology to estimate equilibrium real exchange rates (ERER) for Sub-Saharan African (SSA) countries using both single-country and panel estimation techniques. The limited data set hinders single-country estimation for most countries in the sample, but panel estimates are sta...

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Bibliografski detalji
Glavni autor: Mongardini, Joannes
Daljnji autori: Chudik, Alexander
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2007.
Serija:IMF Working Papers; Working Paper ; No. 2007/090
Online pristup:Full text available on IMF
Opis
Sažetak:This paper presents a methodology to estimate equilibrium real exchange rates (ERER) for Sub-Saharan African (SSA) countries using both single-country and panel estimation techniques. The limited data set hinders single-country estimation for most countries in the sample, but panel estimates are statistically and economically significant, and generally robust to different estimation techniques. The results replicate well the historical experience for a number of countries in the sample. Panel techniques can also be used to derive out of sample estimates for countries with a more limited data set.
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Opis:1 online resource (39 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Pristup:Electronic access restricted to authorized BRAC University faculty, staff and students