Can macroprudential policies mitigate pressures from capital inflows on real exchange rates? Empirical evidence from emerging markets

2021 ◽  
Author(s):  
Tony Cavoli ◽  
Sasidaran Gopalan ◽  
Ramkishen S. Rajan
Keyword(s):  
Emerging Markets ◽  
Exchange Rates ◽  
Empirical Evidence ◽  
Real Exchange Rates ◽  
Capital Inflows ◽  
Macroprudential Policies

The Real Effects of Capital Inflows on Emerging Markets

2001 ◽  
Vol 04 (02) ◽  
pp. 165-202
Author(s):  
Robert Dekle ◽  
Cheng Hsiao ◽  
Siyan Wang
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Latin American ◽  
Real Exchange Rates ◽  
East Asian ◽  
Capital Inflows ◽  
Real Output ◽  
The Real ◽  
Real Effects ◽  
The Impact

We employ vector autoregression and cointegration estimation to examine the impact of net capital inflows on real exchange rates, output and real interest rates in several East Asian and Latin American economies during the 1990s. We find that increases in net capital inflows leads to appreciations of the real exchange rates in all the countries but have no impact on real output except for Thailand.

scholarly journals Real Exchange Rates, Valuation Effects and Growth in Emerging Markets

2009 ◽  
Vol 20 (5) ◽  
pp. 631-643 ◽  
Author(s):  
Michael Bleaney ◽  
Liliana Castilleja Vargas
Keyword(s):  
Emerging Markets ◽  
Exchange Rates ◽  
Real Exchange Rates ◽  
Valuation Effects

scholarly journals Inflation Targeting and Real Exchange Rates in Emerging Markets

2011 ◽  
Vol 39 (5) ◽  
pp. 712-724 ◽  
Author(s):  
Joshua Aizenman ◽  
Michael Hutchison ◽  
Ilan Noy
Keyword(s):  
Emerging Markets ◽  
Exchange Rates ◽  
Inflation Targeting ◽  
Real Exchange Rates
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