Потоки капитала и обменный курс // Capital flows and exchange rate

Bayan Seidakhmetova () and Ш. Байдильданова // S. Baidildanova ()
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Ш. Байдильданова // S. Baidildanova: Agency for Regulation and Development of the Financial Market of Kazakhstan

Economic Review(National Bank of Kazakhstan), 2020, issue 2, 13-24

Abstract: В статье проведена оценка влияния потоков капитала на обменный курс в разбивке по категориям. Рассматриваются потоки капитала на нетто-основе, а также отдельно оценено влияние валового притока капитала от нерезидентов. Для анализа влияния потоков капитала применена SVAR-модель с ограничениями на экзогенный блок. // In this article the authors analyze the impact of different types capital flows on tenge exchange rate. Capital flows are considered on a net basis, also the impact of gross capital inflows from non-residents is separately estimated. In order to estimate the impact of capital flows SVar model with block exogeneity restrictions is used.

Keywords: потоки капитала; валовый приток; реальный эффективный валютный курс (РЭОК); SVAR; capital flows; gross inflows; real effective exchange rate (REER) (search for similar items in EconPapers)
JEL-codes: F21 F31 F32 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:aob:journl:y:2020:i:2:p:13-24

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