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Empirical estimation of REER trend for Ukraine

Vdovychenko, Artem - 2021

In this study, we apply BEER and FEER approaches to estimate the REER trend on Ukrainian data. By applying BEER we were … able to identify the long-run factors which explain the dynamics of the REER trend. FEER approach gives us information on …

Persistent link: https://www.econbiz.de/10012501410

The equilibrium real exchange rate : pros and cons of different approaches with application to Latvia

Ajevskis, Viktors; Rimgailaite, Ramune; Rutkaste, Uldis; … - In: Baltic journal of economics 14 (2014) 1/2, pp. 101-123

This paper studies various approaches to the equilibrium real effective exchange rate estimation, including structural and direct estimation approaches. It shows their strengths and weaknesses with application to the case of Latvia. Despite the approaches differing considerably in terms of their...

Persistent link: https://www.econbiz.de/10011890484

Czech BEERs with PEERs : tackling the uncertainty

Baxa, Jaromír; Jančovič, Pavel - 2019

The alternative specifications of the behavioural equilibrium exchange rate models (the BEERs) and their permanent counterparts (the PEERs) often deliver diverse estimates of the equilibrium exchange rate. In the case of the Czech koruna against the euro exchange rate, the discrepancy among the...

Persistent link: https://www.econbiz.de/10012122566

Explaining the Appreciation of the Brazilian <i>real</i>

Mourougane, Annabelle - Economics Department, Organisation de Coopération et … - 2011

relative to Brazil’s main trade partners are found to be significant determinants of the real effective exchange rate in the … misalignment is hard to gauge. FEER estimations point to an overvaluation between 3-10% in 2010. Dynamic simulations of behavioural …’équilibre reste difficile à mesurer. Les estimations FEER font état d'une surévaluation de 3 à 10% en 2010. Les simulations dynamiques …

Persistent link: https://www.econbiz.de/10009350675