A Model of Balance of Payments Equilibrium Exchange Rate

Michał Rubaszek

12 citations0/0 files storedEastern European Economics

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Abstract

In this article we present the balance of payments equilibrium exchange rate model and its empirical application to the Polish zloty. Results of the estimation indicate that in 1995-99 the zloty was not misaligned, while in 2000-2001 it was overvalued by about 10-15 percent, and, after considerable depreciation in 2002, it returned to the equilibrium level.

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1997Postwar U.S. Business Cycles: An Empirical Investigation 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1994Automatic Lag Selection in Covariance Matrix Estimation 1992Tests for Parameter Instability in Regressions with 1(1) Processes

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2013Kurs złoty/euro: teoria i empiria 2005The Behavioural Equilibrium Exchange Rate of the Czech Koruna

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