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Estimating an equilibrium exchange rate for the dollar and other key currencies

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  • Hughes Hallett, Andrew
  • Richter, Christian

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  • Hughes Hallett, Andrew & Richter, Christian, 2004. "Estimating an equilibrium exchange rate for the dollar and other key currencies," Economic Modelling, Elsevier, vol. 21(6), pages 1117-1144, December.
  • Handle: RePEc:eee:ecmode:v:21:y:2004:i:6:p:1117-1144
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    References listed on IDEAS

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    1. Ronald Macdonald, 1995. "Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence," IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 437-489, September.
    2. Wren-Lewis, Simon, et al, 1991. "Evaluating the U.K.'s Choice of Entry Rate into the ERM," The Manchester School of Economic & Social Studies, University of Manchester, vol. 59(0), pages 1-22, Supplemen.
    3. Hallett, A. J. Hughes, 1992. "Target zones and international policy coordination : The contrast between the necessary and sufficient conditions for success," European Economic Review, Elsevier, vol. 36(4), pages 893-914, May.
    4. Simon Wren-Lewis & Rebecca Driver, 1998. "Real Exchange Rates for the Year 2000," Peterson Institute Press: All Books, Peterson Institute for International Economics, number pa54, April.
    5. C. Fred Bergsten & John Williamson (ed.), 2003. "Dollar Overvaluation and the World Economy," Peterson Institute Press: All Books, Peterson Institute for International Economics, number sr16, April.
    6. Carsten Detken & Alistair Dieppe & Jérôme Henry & Frank Smets & Carmen Marin, 2002. "Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 404-436, December.
    7. Mr. G. Russell Kincaid & Mr. Martin Fetherston & Mr. Peter Isard & Mr. Hamid Faruqee, 2001. "Methodology for Current Account and Exchange Rate Assessments," IMF Occasional Papers 2001/006, International Monetary Fund.
    8. Hughes Hallett, A J & Ma, Yue, 1993. "East Germany, West Germany, and Their Mezzogiorno Problem: A Parable for European Economic Integration," Economic Journal, Royal Economic Society, vol. 103(417), pages 416-428, March.
    9. Mr. Peter B. Clark & Mr. Steven A. Symansky & Mr. Tamim Bayoumi & Mr. Mark P. Taylor, 1994. "Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies," IMF Working Papers 1994/017, International Monetary Fund.
    10. Hughes Hallett, Andrew J & Wren-Lewis, S, 1997. "Is There Life Outside the ERM? An Evaluation of the Effects of Sterling's Devaluation on the UK Economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(3), pages 199-216, July.
    11. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
    12. Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F., 1998. "Comparing global economic models," Economic Modelling, Elsevier, vol. 15(1), pages 1-48, January.
    13. Andrew Hughes Hallett & Laura Piscitelli, 2002. "Does One Size Fit All? A currency union with asymmetric transmissions and a stability pact," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(1), pages 71-96.
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    Cited by:

    1. Rimgailaite, Ramune, 2012. "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper 43451, University Library of Munich, Germany.
    2. Holtemöller, Oliver & Mallick, Sushanta, 2013. "Exchange rate regime, real misalignment and currency crises," Economic Modelling, Elsevier, vol. 34(C), pages 5-14.
    3. Andrea Saayman, 2007. "The Real Equilibrium South African Rand/US Dollar Exchange Rate: A Comparison of Alternative Measures," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(2), pages 183-199, May.
    4. repec:kap:iaecre:v:13:y:2007:i:2:p:183-199 is not listed on IDEAS

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