Time Series Analysis and Misalignment

M. Rusydi and Sardar M. N. Islam
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M. Rusydi: Deakin University
Sardar M. N. Islam: Victoria University

Chapter 6 in Quantitative Exchange Rate Economics in Developing Countries, 2007, pp 75-90 from Palgrave Macmillan

Abstract: Abstract Time series analysis can provide useful information about the behavior of the exchange rate required for its determination in a particular economy. This kind of data that can be useful to estimate exchange rate misalignments may have serious consequences for the financial well-being of a country. Any large undervaluations can lead to a buildup of foreign debt and an erosion of the inducement to invest in the tradable goods industries, which may make it increasingly more difficult and costly to adjust the balance of payments when the need arises.

Keywords: Exchange Rate; Central Bank; Real Exchange Rate; Exchange Rate Volatility; Real Effective Exchange Rate (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-59248-3_6

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DOI: 10.1057/9780230592483_6

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