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Determinants of Angola’s Parallel Market Real Exchange Rate / Jun Nagayasu, Enrique Gelbard.

IMF eLibrary Available online

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Format:
Book
Government document
Author/Creator:
Nagayasu, Jun.
Contributor:
Gelbard, E. (Enrique)
Series:
IMF Working Papers; Working Paper ; No. 1999/090
IMF Working Papers
Language:
English
Physical Description:
1 online resource (14 pages)
Place of Publication:
Washington, D.C. : International Monetary Fund, 1999.
Language Note:
English
Summary:
The paper estimates Angola’s equilibrium parallel market real exchange rate during the 1992–98 period. Using standard integration/co-integration techniques, the results fail to support the purchasing power parity hypothesis and indicate that two exogenous variables—the price of oil and the foreign interest rate—are able to explain most of the variation in the real exchange rate during the last seven years. These results contrast with the tenet that the parallel market exchange rate in Angola is solely influenced by monetary developments.
Notes:
Bibliographic Level Mode of Issuance: Monograph
Description based on print version record.
ISBN:
9786613782359
9781462340880
1462340881
9781452788593
1452788596
9781281601667
1281601667
9781451897241
1451897243

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