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Armenia : an assessment of the real exchange rate and competitiveness

Author: Anke Weber; Chunfang Yang; International Monetary Fund. Middle East and Central Asia Department.
Publisher: [Washington, D.C.] : International Monetary Fund, ©2011.
Series: IMF working paper, WP/11/20.
Edition/Format:   eBook : Document : International government publication : EnglishView all editions and formats
Summary:
This paper uses a range of different methodologies to estimate the equilibrium real exchange rate in Armenia with both single country and panel estimation techniques. We estimate a country specific autoregressive distributed lag model and then proceed with the estimation of a cointegrated panel consisting of transition economies in Europe and Central Asia. This addresses cross section dependence by using common  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Weber, Anke.
Armenia: An Assessment of the Real Exchange Rate and Competitiveness.
Washington : International Monetary Fund, ©2011
Material Type: Document, Government publication, International government publication, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Anke Weber; Chunfang Yang; International Monetary Fund. Middle East and Central Asia Department.
ISBN: 128355254X 9781283552547 9781455214518 1455214515
OCLC Number: 727064574
Description: 1 online resource (40 pages).
Contents: Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Recent Developments; A. Export Performance; 1. Export Volume; 1. Export Structure by Products; 2. Armenia's Current Account and Non-Commodity Exports; 3. Indicators of Armenia's External Competitiveness; B. Price Competitiveness: A Descriptive Analysis; 4. Effective Exchange Rate Developments; C. Non-Price Competitiveness; 2. World Economic Forum Competitiveness Indicators; 5. GDP Dynamics and Global Competitiveness Rankings for Armenia; 6. World Bank Ease of Doing Business Indicators. 3. Enterprise Survey of Selected Transition EconomiesIII. Exchange Rate Assessment; A. The Macroeconomic Balance Approach; 7. Results from the MB Approach; B. The External Stability Approach; 8. Results from the ES Approach; C. The Equilibrium Real Exchange Rate Approach-Single Country Analysis; 4. Estimated Long Run Coefficients using the ARDL Approach; 9. ARDL Approach, Estimated Equilibrium Real Exchange Rates; D. The Equilibrium Real Exchange Rate Approach-Panel Estimation; 5. Pesaran's Cross-Section Dependence Test; 6. Panel Estimation Results: Long-run Coefficients. 7. Tests for Panel Co-Integration8. Exchange Rate Misalignment; IV. Conclusions; Appendix; References; Footnotes.
Series Title: IMF working paper, WP/11/20.
Responsibility: Anke Weber and Chunfang Yang.

Abstract:

This paper uses a range of different methodologies to estimate the equilibrium real exchange rate in Armenia with both single country and panel estimation techniques. We estimate a country specific autoregressive distributed lag model and then proceed with the estimation of a cointegrated panel consisting of transition economies in Europe and Central Asia. This addresses cross section dependence by using common correlated effects estimators. While our analysis focuses on Armenia, the methods are applicable to a large number of transition economies, and the paper thus provides an overview of methods that can be used to assess a countrys equilibrium exchange rate.

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