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The Level REER Model in the External Balance Assessment (EBA) Methodology Rui C. Mano, Carolina Osorio-Buitron, Luca Antonio Ricci and Mauricio Vargas.

By: Mano, Rui CContributor(s): Osorio Buitron, Carolina, 1979- | Ricci, Luca Antonio | International Monetary Fund [issuing body.]Material type: TextTextSeries: IMF working paper (Online) ; WP/19/192.Publisher: [Washington, D.C.] International Monetary Fund, [2019]Description: 1 online resource (41 pages)ISBN: 1513515047; 9781513515045Subject(s): Foreign exchange ratesGenre/Form: EBSCO eBooks | Electronic books. DDC classification: 332.1/52 LOC classification: HG3810Online resources: EBSCOhost
Contents:
Cover; The Level REER model in the External Balance Assessment (EBA) Methodology; I. INTRODUCTION; II. REVIEW OF THE LITERATURE; III. DATA AND METHODOLOGY; IV. EXPLANATORY POWER OF THE BENCHMARK REGRESSION; V. ROBUSTNESS TO ALTERNATIVE METHODOLOGIES AND DIFFERENT MEASURES OF THE LEVEL-REER; VI. CONCLUSIONS; VII. REFERENCES; Table 1: Descriptive Statistics and Correlations; Table 2. Benchmark Specification; Table 3: Sequential variable introduction based on t-stat (OLS method estimation); Table 4. Comparison of Benchmark Specification to Alternative Estimation Methods
Table 5: Benchmark versus alternative LHS variables, based on different XS dimension from ICP 2011 and PWT 9.0 (same estimation method, IV-REG)Table 6: Benchmark versus alternative LHS variables based on REER Indexconstructed with GDP Deflator (WEO) and adjusting the level with the XS dimensionof ICP 2011 and PWT 9.0 (same estimation method, IV-REG); Table 7: Benchmark versus alternative LHS variables based on full panel (XS and TS) dimension of PWT 9.0 (same estimation method, IV-REG); Figure 1: Level REER and Output per worker relative to top 3 economies
Figure 2: Log of Level REER by CountryFigure 3: Log of Level REER (time series); Figure 4: Benchmark Specification -- Fitted Values by Country; Figure 5: Benchmark Specification -- Fitted Values (time series); Figure 6: Benchmark Specification Residuals by Country; Figure 7: Benchmark Specification Residuals (time series); Figure 8. Benchmark Regression -- Actual vs Fitted; Figure 9. Cross-Country Ranking Comparison: Robustness to Different Level REERsin the Base Year; Annex I: Alternative Reer Variables; Annex II: Data Sources; Annex III: Variables Definition in the EBA Models
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Online resource; title from PDF title page (EBSCO, viewed February 12, 2020).

Includes bibliographical references.

Cover; The Level REER model in the External Balance Assessment (EBA) Methodology; I. INTRODUCTION; II. REVIEW OF THE LITERATURE; III. DATA AND METHODOLOGY; IV. EXPLANATORY POWER OF THE BENCHMARK REGRESSION; V. ROBUSTNESS TO ALTERNATIVE METHODOLOGIES AND DIFFERENT MEASURES OF THE LEVEL-REER; VI. CONCLUSIONS; VII. REFERENCES; Table 1: Descriptive Statistics and Correlations; Table 2. Benchmark Specification; Table 3: Sequential variable introduction based on t-stat (OLS method estimation); Table 4. Comparison of Benchmark Specification to Alternative Estimation Methods

Table 5: Benchmark versus alternative LHS variables, based on different XS dimension from ICP 2011 and PWT 9.0 (same estimation method, IV-REG)Table 6: Benchmark versus alternative LHS variables based on REER Indexconstructed with GDP Deflator (WEO) and adjusting the level with the XS dimensionof ICP 2011 and PWT 9.0 (same estimation method, IV-REG); Table 7: Benchmark versus alternative LHS variables based on full panel (XS and TS) dimension of PWT 9.0 (same estimation method, IV-REG); Figure 1: Level REER and Output per worker relative to top 3 economies

Figure 2: Log of Level REER by CountryFigure 3: Log of Level REER (time series); Figure 4: Benchmark Specification -- Fitted Values by Country; Figure 5: Benchmark Specification -- Fitted Values (time series); Figure 6: Benchmark Specification Residuals by Country; Figure 7: Benchmark Specification Residuals (time series); Figure 8. Benchmark Regression -- Actual vs Fitted; Figure 9. Cross-Country Ranking Comparison: Robustness to Different Level REERsin the Base Year; Annex I: Alternative Reer Variables; Annex II: Data Sources; Annex III: Variables Definition in the EBA Models

Appendix: Additional Tables and Figures

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