Volume/Issue: 2012/154
Series: IMF Working Papers
Author(s):
Yiqun Wu
,
Patrizia Tumbarello
, and
Niamh Sheridan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
June
2012
ISBN: 9781475504491
Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...
Volume/Issue: 1999/175
Series: IMF Working Papers
Author(s):
Susana Garcia Cervero
,
J. Lopez
,
Enrique Alberola Ila
, and
Angel Ubide
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
December
1999
ISBN: 9781451858730
This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model tha...
Volume/Issue: 2012/154
Series: IMF Working Papers
Author(s):
Yiqun Wu
,
Patrizia Tumbarello
, and
Niamh Sheridan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
June
2012
DOI: http://dx.doi.org/10.5089/9781475504491.001
ISBN: 9781475504491
Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...
Volume/Issue: 1999/175
Series: IMF Working Papers
Author(s):
Susana Garcia Cervero
,
J. Lopez
,
Enrique Alberola Ila
, and
Angel Ubide
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
December
1999
DOI: http://dx.doi.org/10.5089/9781451858730.001
ISBN: 9781451858730
This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model tha...
Volume/Issue: 2009/23
Series: IMF Working Papers
Author(s):
Silvia Sgherri
, and
Alessandro Galesi
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
February
2009
DOI: http://dx.doi.org/10.5089/9781451871708.001
ISBN: 9781451871708
The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...