Hidden Bibliographic Details
| Other authors / contributors: | Vitek, Francis, author.
International Monetary Fund. Asia and Pacific Department.
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| ISBN: | 1283517078
9781283517072
145191590X
9781451915907
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| Notes: | At head of title: Asia and Pacific Department.
"January 2009."
Includes bibliographical references (page 31).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2011.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
digitized 2011 HathiTrust Digital Library committed to preserve
Print version record.
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| Summary: | The paper describes three empirical models commonly used to conduct exchange rate assessments and applies them to data for Australia and New Zealand. The baseline results using data and mediumterm projections available as of October 2008, suggest that the Australian and New Zealand dollars were broadly in line with fundamentals, but with a wide variation across models. A battery of sensitivity tests illustrate that altering the underlying assumptions can yield substantially different assessments. The results are particularly sensitive to the choice of assessment horizon, the set of economies included in the sample, medium-term forecasts, and the exchange rate reference period.
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| Other form: | Print version: Edison, Hali J. Australia and New Zealand exchange rates. Washington, D.C. : International Monetary Fund, ©2009
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| Standard no.: | 10.5089/9781451915907.001
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