Relevant bibliographies by topics / Real interest rate

Academic literature on the topic 'Real interest rate'

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Published: 4 June 2021
Last updated: 9 March 2023

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Journal articles on the topic "Real interest rate"

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Fletcher, Donna J., and O. David Gulley. "Forecasting the real interest rate." North American Journal of Economics and Finance 7, no. 1 (March 1996): 55–76. http://dx.doi.org/10.1016/s1062-9408(96)90022-4.

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Phelps, Edmund S. "The real interest rate quiz." Atlantic Economic Journal 13, no. 1 (March 1985): 1–4. http://dx.doi.org/10.1007/bf02303928.

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ROSE, ANDREW K. "Is the Real Interest Rate Stable?" Journal of Finance 43, no. 5 (December 1988): 1095–112. http://dx.doi.org/10.1111/j.1540-6261.1988.tb03958.x.

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Brewer, Elijah, and George G. Kaufman. "Exploring the real interest rate puzzle." Quarterly Review of Economics and Finance 34, no. 4 (December 1994): 363–73. http://dx.doi.org/10.1016/1062-9769(94)90020-5.

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Kim, Jin Woong. "Productivity Growth and Real Interest Rate in the Low Interest Rate Period." Korean Journal of Social Science 40, no. 1 (April 30, 2021): 37–60. http://dx.doi.org/10.18284/jss.2021.04.40.1.37.

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Byrne, Joseph P., and Jun Nagayasu. "Structural breaks in the real exchange rate and real interest rate relationship." Global Finance Journal 21, no. 2 (January 2010): 138–51. http://dx.doi.org/10.1016/j.gfj.2010.06.002.

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Hegji, Charles E. "Nominal interest rate policy rules and the feasibility of real interest rate control." Journal of Economics and Finance 16, no. 1 (March 1992): 115–24. http://dx.doi.org/10.1007/bf02919798.

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Podkaminer, Eugene, Wylie Tollette, and Laurence Siegel. "Real Interest Rate Shocks and Portfolio Strategy." Journal of Investing 29, no. 6 (August 13, 2020): 23–41. http://dx.doi.org/10.3905/joi.2020.1.148.

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Gagnon, Joseph E., and Mark D. Unferth. "Is there a World Real Interest Rate?" International Finance Discussion Paper 1993, no. 454 (1993): 1–32. http://dx.doi.org/10.17016/ifdp.1993.454.

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Mankiw, N. Gregory. "Consumer Durables and the Real Interest Rate." Review of Economics and Statistics 67, no. 3 (August 1985): 353. http://dx.doi.org/10.2307/1925963.

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Dissertations / Theses on the topic "Real interest rate"

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Can, Mutan Oya. "Real Exchange Rates And Real Interest Rate Differentials: An Empirical Investigation." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/2/12606669/index.pdf.

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This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-run for every country except Israel. The results of the weak exogeneity tests suggest that real exchange rates are the adjusting variables for Italy, Switzerland, Belgium and Israel. Consistent with an endogenous response of domestic interest rates to a real exchange rate shock policy rule, real interest rate differentials are found to be endogenous for the parameters of the cointegration vector for Canada, Chile and Norway.
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Yi, Chong-ŭn. "International integration, growth, and the World Real Interest Rate." Thesis, Queen Mary, University of London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.299727.

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GOTTLIEB, JULIA WROBEL FOLESCU. "THE NEUTRAL REAL INTEREST RATE IN BRAZIL: ESTIMATES AND DETERMINANTS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25521@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO
A taxa de juros real neutra é umbenchmarkfundamental para caracterizar a orientação da política monetária em determinado período do tempo. Ela varia de acordo com fatores estruturais e conjunturais da economia. O objetivo principal desta dissertação é, a partir de diferentes estimativas econometricas, determinar a evolucao da taxa de juros neutra da economia brasileira e tentar explicar quanto da queda recente se deve às mudanças estruturais, como o processo de estabilização, e quanto se deve a fatores conjunturais e temporários, como a recessão mundial e a flexibilização de política monetária no mundo. De posse dessas estimativas, é possível caracterizar a postura da autoridade monetária nos últimos anos e quão sustentável é adotar uma estratégia de queda de juros baseada na queda da taxa de juros neutra. Além disso, estimamos de diferentes maneiras a taxa de desemprego natural da economia e concluímos que o Brasil passou por mudanças estruturais que motivaram sua queda e a queda da taxa de juros neutra.
The neutral real interest rate is used as a benchmark to characterize the stance of monetary policy in a given period of time. It varies according to structural and cyclical factors in the economy. The main objective of this MSc Thesis is to uncover the neutral interest rate of the Brazilian economy from different estimates and try to explain if the recent decline is due to structural changes, such as the stabilization process, or if it is due to cyclical and temporary factors, such as the global recession and the easy monetary policies around the world. Given this estimates, it is possible characterize the monetary policy stanceduring the last years and evaluate if the decrease in the basic rate (Selic), that started in September, 2011, is sustainable, i.e., ifit is based on the decrease of neutral interest rate. Furthermore, the natural rate of unemployment for the Brazilian economy is also estimated in different ways and it follows that Brazil went through structural changes that allowed the natural unemployment rate and neutral interest rate to fall.
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van, de Wiel Wimjan, and Bock Felix Kristopher. "Real Estate Financing and Interest Rate Hedging : A quantitative real estate investment case study." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36235.

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Background: The expansive monetary policy of the European Central Bank has been leading to all-time-low interest rates and to a strong move into real estate investment. Low interest rates can work in favor of the investor (due to low interest rate expenditures), but increasing interest rates can jeopardize real estate investments. Since changes in interest rates are unpredictable, an investor needs to deal with this volatility. The capital market offers several financial instruments (so-called “derivatives”) to overcome the above-mentioned obstacle. There is no “one-size-fits-all” strategy. The investor needs to decide which financing structure to combine with which form of derivative. Purpose: The investigation not only explains and shows how real estate financing and hedging strategies on a given project in Germany can work but also explains why it is crucial to link these segments. To achieve this purpose, the return on equity and return cash flows at risk are numerically estimated. The evaluative purpose will be served by using the above-mentioned ratios and cash flows to derive recommendations of action. In doing so, this study will illustrate the importance of hedging, particularly for real estate investors and investors in general. Method: Interest rates on a monthly basis for the period of June 1990 until March 2017 from Thomson Reuters Eikon and real life data from a German real estate investor and a German financial institution were collected. Thereafter, these numbers were used as a basis to perform interest rate and cash flow simulations (Monte Carlo). The simulations were used to determine superior financing and hedging strategies for the investor. Conclusion: The results of this study highlight the benefits from leveraged financing and the necessity of interest rate risk management (hedging) to obtain stabilized future cash flows and reduce volatility caused by fluctuating interest rates. Fixed rate loans offer protection against rising interest rates, but lack flexibility. Floating loans offer more flexibility but are riskier due to the unhedged interest rate exposure.
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Thirumurthy, Harsha. "Household saving behavior and the real interest rate: an empirical study." Oberlin College Honors Theses / OhioLINK, 1998. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1354811060.

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Wang, Zhiyuan. "Study the relationship between real exchange rate and interest rate differential – United States and Sweden." Thesis, University of Skövde, School of Technology and Society, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83.

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This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there is a long run relationship among the variables using Johansen co-integration method. Final conclusion is that the empirical evidence is provided to show that our error-correction model leads to a good real exchange rate forecast.

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Stubblebine, Michael A. "An Empirical Test of the Real Interest Rate in Germany, 1970-2000." Thesis, Virginia Tech, 2002. http://hdl.handle.net/10919/34866.

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This thesis is a empirical test of the constancy of the real rate of interest in Germany over the period of 1970 to 2000. The methodology, based on Mishkin (1981), employs Ordinary Least Squares regressions to search for correlation in movements of real rates with lagged inflation, time trends, and ten other variables that commonly appear in the literature. Overall results reject the hypothesis of the constancy of the real rate. The Fisher Effect (Fisher, 1930), that movements in nominal interest rates reflect changes in expected inflation, is found to be only moderate for Germany. The monetary policy implication is that nominal interest rates contain little information about real interest rates and therefore on the tightness of monetary policy. Overall lack of significance in the test results may (as Mishkin found) be because there is so little variation in real rate movements.
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Petersson, Annsofie. "Identifying the Determinants of Exchange Rate Movements : Evaluating the Real Interest Differential Model." Thesis, Jönköping University, JIBS, Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-246.

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Ferreira, Alex Luiz. "The real interest rate parity hypothesis : an investigation for developed and emerging markets." Thesis, University of Kent, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418553.

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Ogunc, Fethi. "Estimating The Neutral Real Interest Rate For Turkey By Using An Unobserved Components Model." Master's thesis, METU, 2006. http://etd.lib.metu.edu.tr/upload/12607426/index.pdf.

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In this study, neutral real interest rate gap and output gap are estimated jointly under two different multivariate unobserved components models with the motivation to provide empirical measures that can be used to analyze the amount of stimulus that monetary policy is passing on to the economy, and to understand historical macroeconomic developments. In the analyses, Kalman filter technique is applied to a small-scale macroeconomic model of the Turkish economy to estimate the unobserved variables for the period 1989-2005. In addition, two alternative specifications for neutral real interest rate are used in the analyses. The first model uses a random walk model for the neutral real interest rate, whereas the second one employs more structural specification, which specifically links the neutral real rate with the trend growth rate and the long-term course of the risk premium. Comparison of the models developed by using various performance criteria clearly indicates the use of more structural specification against random walk specification. Results suggest that though there is relatively high uncertainty surrounding the neutral real interest rate estimates to use them directly in the policy-making process, estimates appear to be very useful for ex-post monetary policy evaluations.
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Books on the topic "Real interest rate"

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Engel, Charles. The real exchange rate, real interest rates, and the risk premium. Cambridge, MA: National Bureau of Economic Research, 2011.

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Fujii, Eiji. Fin de siècle real interest rate parity. Cambridge, MA: National Bureau of Economic Research, 2000.

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Olivei, Giovanni P. Productivity shocks, investment, and the real interest rate. Boston: Federal Reserve Bank of Boston, 1999.

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Olivei, Giovanni P. Productivity shocks, investment, and the real interest rate. Boston: Federal Reserve Bank of Boston, 1999.

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Diba, Behzad. Money, inflation and the expected real interest rate. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1989.

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V, Clifton Eric, and International Monetary Fund. Western Hemisphere Dept., eds. Real interest rate targeting: An example from Brazil. Washington, D.C: International Monetary Fund, 1990.

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Michelis, Leo. The real interest rate differential in an economic union. Toronto: York University, Dept. of Economics, 1994.

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Michelis, Leo. The real interest rate differential in an economic union. North York, Ont: Dept. of Economics, York University, 1994.

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Fountas, Stilianos. Testing for real interest rate convergence in European countries. [Galway]: [Department of Economics, National University of Ireland, Galway], 1998.

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Neiss, Katharine. The real interest rate gap as an inflation indicator. London: Bank of England, 1999.

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Book chapters on the topic "Real interest rate"

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Chinloy, Peter. "Inflation and Interest Rate Risks: Variable Interest Rate and Payment Mortgages." In Real Estate: Investment and Financial Strategy, 87–116. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-2663-9_6.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "Real Capital." In Saving and Investment in the Twenty-First Century, 63–103. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_4.

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AbstractPreshaped by the influence of Marx, Böhm-Bawerk and modern neoclassical economics, the general opinion is that the marginal product of capital must always be positive. With the help of the “period of production” T, we define a coefficient of intertemporal substitutionψ that is always non-negative. It can also be used when the real interest rate is negative. With the help of the concept of the “waiting period” Z, we can also define an always non-negative coefficient of intertemporal substitutionγ for the household side. The “loss formula” for deviations of the rate of interest from the growth rate is one application of ψ and γ. Ω = (ψT2 + γZ2)(r − g)2/2 provides a good approximation of the relative loss Ω. Overcomplexity of the system of production leads to negative marginal returns on capital. It can be empirically presumed that the OECD plus China region is on the cusp of overcomplexity. The hypothetical natural rate of interest in the eurozone is well into the minuses. To determine the value of the real capital of the private sector in the OECD plus China region, we use a framework of data taken from the World Inequality Database (WID.world). We have supplemented the data available there with data from other sources and adapted it to our theoretical objectives. According to our estimates, private wealth in the form of real capital in the OECD plus China region comes to approximately four times total annual consumption.
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Hernando, Ignacio, Daniel Santabárbara, and Javier Vallés. "The Global Real Interest Rate: Past Developments and Outlook." In Financial and Monetary Policy Studies, 217–29. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-79075-6_11.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "The Natural Rate of Interest and the Optimal Rate of Interest in the Steady State." In Saving and Investment in the Twenty-First Century, 17–41. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_2.

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AbstractThe “natural rate of interest” is the hypothetical, risk-free real rate of interest that would obtain in a closed economy, if net public debt were zero. It is considerably less than the optimal steady-state rate of interest, which is equal to the system’s growth rate. This holds for a very general “meta-model.” The fundamental equation of capital theory holds on the optimal steady-state path: T = Z − D, where T is the overall economic period of production, Z is the representative private “waiting period” of consumers and D is the public debt ratio. Prosperity is at least 30% lower at the natural rate of interest than at the optimal rate.
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Tily, Geoff. "The Monetary Theory of Real Activity." In Keynes's General Theory, the Rate of Interest and 'Keynesian' Economics, 226–48. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230801370_8.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "Concluding Remarks on Economic Policy." In Saving and Investment in the Twenty-First Century, 309–20. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_13.

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AbstractThe German debt brake is not compatible with the long-term stability of the euro. “New thinking” requires that public debt and price stability are no longer opponents, but rather allies in the Keynes world of persistently low interest rates. The proposed balanced account agreement is made more concrete here: An appropriate target (real) interest rate on the global capital market is between one and 1.5% per year lower than the growth rate of the OECD plus China region. If the actual interest rate is below the target rate, the countries with current account surpluses undertake to increase their public debt periodD gradually according to a definite formula. In symmetrical fashion, if the real interest rate is “too high,” countries with current account deficits have the duty to reduce their public debt period. The rules of the balanced account agreement replace the debt brake. They are the instruments of soundfiscal policy.
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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "A New Era of International Economic Policy." In Saving and Investment in the Twenty-First Century, 261–74. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_10.

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AbstractWe distinguish between a “Friedman world” and a “Keynes world,” the latter being characterized by the zero lower bound problem. With the natural rate of interest tending to fall over time, the Keynes world is becoming the norm. In the Keynes world, voters defend their interests as producers more than their interests as consumers. This strengthens protectionism at the ballot box. We are less and less able to rely on the USA to serve as the engine of the global economy via its high current account deficits. In addition to the WTO rules, an international fiscal order is needed to rescuefree trade: 1. At low real interest rates, countries with current account surpluses undertake to eliminate them by increasing government net borrowing. 2. At high real interest rates, countries with current account deficits undertake to eliminate them by cutting fiscal expenditure or raising taxes.
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Gumata, Nombulelo, and Eliphas Ndou. "Real Interest Rate Shock, Labour Productivity and the 6 per cent Inflation Threshold." In Labour Market and Fiscal Policy Adjustments to Shocks, 233–43. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-66520-7_14.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "Introduction: Private Wealth and Public Debt." In Saving and Investment in the Twenty-First Century, 1–13. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_1.

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AbstractIn the economic area comprising the OECD countries plus China, almost half of private wealth consists of net public debt. Private wealth is nearly twice the size of private real assets. Due to the continuing rise in life expectancy, the share of public debt in private wealth is growing. As long as public debt does not become too great, real interest rates can be low, but positive in the twenty-first century. The main reason for this is private retirement planning in light of high life expectancy. Investment cannot keep up with increasing private saving. In the twenty-first century, public debt is a macroeconomic steering instrument. Fiscal policy uses it to ensure that a positive, but low real interest rate level continues to prevail.
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Bridel, Pascal. "Supply and Demand for ‘Free’ Capital and the Rate of Interest: Marshall’s ‘Real’ Analysis." In Cambridge Monetary Thought, 7–24. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1007/978-1-349-18662-4_2.

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Conference papers on the topic "Real interest rate"

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"Dynamics of Interest Rate and Spanish Housing Markets." In 10th European Real Estate Society Conference: ERES Conference 2003. ERES, 2003. http://dx.doi.org/10.15396/eres2003_301.

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Steininger, Bertram, and Melanie Sturm. "Interest Rate Risk, Term Spreads, and the Mortgage Contract Term." In 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_227.

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Schreck, Thomas, and Michael Heinrich. "The Interest Rate Sensitivity of Institutional Real Estate Investments." In 18ª Conferência Internacional da LARES. Latin American Real Estate Society, 2018. http://dx.doi.org/10.15396/lares_2018_paper_112-heinrich-schreck.

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"Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities." In 2005 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2005. ERES, 2005. http://dx.doi.org/10.15396/eres2005_323.

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Yang, Jianping, and Li He. "An Interactive Study on the Exchange Rate of RMB, Real Interest Rate and Real Estate Price Fluctuation." In 2015 International Conference on Economics, Social Science, Arts, Education and Management Engineering. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/essaeme-15.2015.187.

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"THE INTEREST RATE SPREAD AND REAL ESTATE RETURNS ---- EVIDENCE FROM HONG KONG." In 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_225.

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Woltering, René-Ojas, Weis Christian, and Steffen Sebastian. "The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate." In 24th Annual European Real Estate Society Conference. European Real Estate Society, 2017. http://dx.doi.org/10.15396/eres2017_325.

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Ballestra, Luca Vincenzo, Graziella Pacelli, and Radi Davide. "A quantitative assessment of interest rate uncertainty in real option analysis." In Corporate Governance: Search for the advanced practices. Virtus Interpress, 2019. http://dx.doi.org/10.22495/cpr19a1.

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Duca, John. "Interest Rate, Regulation, and Tax Effects on Commercial Real Estate: Lessons from the Past Half Century." In 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_184.

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Li Kaifeng. "Empirical study on Chinese real estate investment transmission via interest rate adjustment." In 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5917898.

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Reports on the topic "Real interest rate"

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Engel, Charles. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. Cambridge, MA: National Bureau of Economic Research, June 2011. http://dx.doi.org/10.3386/w17116.

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King, Mervyn, and David Low. Measuring the ''World'' Real Interest Rate. Cambridge, MA: National Bureau of Economic Research, February 2014. http://dx.doi.org/10.3386/w19887.

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Neely, Christopher J., and David E. Rapach. Real Interest Rate Persistence: Evidence and Implications. Federal Reserve Bank of St. Louis, 2008. http://dx.doi.org/10.20955/wp.2008.018.

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Jenkins, Paul, and Carl Walsh. Real Interest Rate, Credit Markets, and Economic Stabilization. Cambridge, MA: National Bureau of Economic Research, March 1985. http://dx.doi.org/10.3386/w1575.

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Mankiw, N. Gregory. Consumer Spending and the After-Tax Real Interest Rate. Cambridge, MA: National Bureau of Economic Research, August 1986. http://dx.doi.org/10.3386/w1991.

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Bullard, James, and Steven H. Russell. Monetary Steady States in a Low Real Interest Rate Economy. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.012.

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Meese, Richard, and Kenneth Rogoff. Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984. Cambridge, MA: National Bureau of Economic Research, October 1985. http://dx.doi.org/10.3386/w1732.

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Scott, Jason, John Shoven, Sita Slavov, and John Watson. Retirement Implications of a Low Wage Growth, Low Real Interest Rate Economy. Cambridge, MA: National Bureau of Economic Research, February 2019. http://dx.doi.org/10.3386/w25556.

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Salazar-Díaz, Andrea, Aaron Levi Garavito Acosta, Sergio Restrepo-Ángel, and Leidy Viviana Arcila-Agudelo. Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. Banco de la República Colombia, December 2022. http://dx.doi.org/10.32468/be.1221.

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Behavioral Equilibrium Exchange Rate (BEER) models suggest many variables as potential drivers of equilibrium real exchange rates (ERER). This gives rise to model uncertainty issues, as ERER depends and varies, often drastically, on a particular set of chosen variables. We address this issue by estimating thousands of Vector Error Correction (VEC) specifications for Colombian data between 2000Q1-2019Q4. According to an extensive literature review, we employ thirty-five proxies categorized among five fixed groups of economic fundamentals that underlie the ERER: Indebtedness, Fiscal sector, Productivity, Terms-of-Trade, and Interest Rate Differentials. Our approach derives an empirical distribution of ERER that allows us to state with greater certainty, among hundreds of plausible economic specifications, whether the real exchange rate is either misaligned or in equilibrium.
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Ambaw, Dessie, Madhavi Pundit, Arief Ramayandi, and Nicholas Sim. Real Exchange Rate Misalignment and Business Cycle Fluctuations in Asia and the Pacific. Asian Development Bank, March 2022. http://dx.doi.org/10.22617/wps220066-2.

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Abstract:
This paper investigates the impact of real exchange rate (RER) misalignment on business cycles among 22 economies in Asia and the Pacific from 1990 to 2018. It employs a panel vector autoregression involving consumer price index (CPI) inflation, output gap, short-term interest rate, and RER misalignment. The authors find that RER overvaluation may lead to a reduction in CPI inflation and short-term interest rate. The study also illustrates Asia and the Pacific’s heterogeneity as evidenced by the output gaps of some economies, particularly in Southeast Asia, which are shown to be more susceptible to RER misalignment shocks.
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