Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Zimmermann, Beatrice Aline"
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Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates
2015-10-26Exchange rate misalignment assessment is becoming more relevant in recent period particularly after the nancial crisis of 2008. There are di erent methodologies to address real exchange rate misalignment. The real exchange ... -
Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression
2016-05-05Economic performance increasingly relies on global economic environment due to the growing importance of trade and nancial links among countries. Literature on growth spillovers shows various gains obtained by this ... -
Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR
2015-03-25Exchange rates are important macroeconomic prices and changes in these rates a ect economic activity, prices, interest rates, and trade ows. Methodologies have been developed in empirical exchange rate misalignment studies ... -
Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States
2015-03-25Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in ...
