首页    期刊浏览 2024年11月09日 星期六
登录注册

文章基本信息

  • 标题:A panel data investigation of real exchange rate misalignment and growth
  • 本地全文:下载
  • 作者:Vieira, Flávio Vilela ; MacDonald, Ronald
  • 期刊名称:Estudos Econômicos (São Paulo)
  • 印刷版ISSN:0101-4161
  • 电子版ISSN:1980-5357
  • 出版年度:2012
  • 卷号:42
  • 期号:3
  • 页码:433-456
  • DOI:10.1590/S0101-41612012000300001
  • 语种:English
  • 出版社:Instituto de Pesquisas Econômicas da FEA-USP
  • 摘要:

    The paper investigates the role of real exchange rate misalignment on long-run growth for a set of ninety countries using time series data from 1980 to 2004. We first estimate a panel data model (fixed and random effects) for the real exchange rate in order to produce estimates of the equilibrium real exchange rate and this is then used to construct measures of real exchange rate misalignment. We provide an alternative set of estimates of RER misalignment using panel cointegration methods. The results for the two-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different model specification and samples, which means that a more depreciated (appreciated) real exchange rate helps (harms) long-run growth. The estimated coefficients are higher for developing and emerging countries.

  • 关键词:crescimento econômico;desalinhamento da taxa de câmbio real;análise de painel
  • 其他关键词:economic growth;real exchange rate misalignment;panel data analysis
国家哲学社会科学文献中心版权所有