The Resource Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs, Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips

Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs, Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips

Label
Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs
Title
Mexico's integration into NAFTA markets
Title remainder
a view from sectoral real exchange rates and transaction costs
Statement of responsibility
Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips
Creator
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
A self-exciting threshold autoregressive model is used to measure transaction costs that may explain relative price differentials and nonlinearities in the behavior of sectoral real exchange rates across Mexico, Canada and the U.S. Interpreting price threshold bands as transactions costs, we find evidence that Mexico still face higher transaction costs than their developed counterparts, even though trade liberalization lowers relative price differentials between countries. The distance between countries and nominal exchange rate volatility are found to be determinants of transaction costs that
Member of
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Blavy, Rodolphe
Dewey number
382.917
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HF1746
LC item number
.B538 2008
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1961-
http://library.link/vocab/relatedWorkOrContributorName
  • Juvenal, Luciana
  • Phillips, Steven
Series statement
  • IMF working paper
  • IMF Working Papers
Series volume
WP/08/123
http://library.link/vocab/subjectName
  • Canada.
  • Foreign exchange rates
  • Foreign exchange rates
  • Foreign exchange rates
  • North America
Label
Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs, Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips
Instantiates
Publication
Copyright
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • CONTENTS; I. Introduction; II. Nonlinear Dynamics in Real Exchange Rates; A. Theoretical Underpinnings; B. Estimation Methodology and SETAR Model; C. Testing Procedures; III. Estimation Results; A. Testing for Nonlinear Price Convergence; Figure; 1. Extent of Price Convergence between Mexico-U.S. and Canada-U.S; Tables; 1. SETAR Estimation Results; B. Estimated Transaction Costs; C. Robustness of Results; 2. SETAR Estimation Results (Detrended Data); 3. SETAR Estimation Results (Controlling for Different Mean during Tequila Crisis); D. Half-Lives
  • 4. Estimation of Half-Lives for Sectoral Real Exchange Rates (In Months)5. SETAR Estimation Results for Aggregate Price Indices; Box; 1. Real Exchange Rate Thresholds at the Aggregate CPI Level; IV. Determinants of Thresholds in Real Exchange Rates; V. Summary of Results and Conclusion; 6. Threshold Regressions; References
Dimensions
unknown
Extent
1 online resource (27 p.)
Form of item
online
Isbn
9781452723860
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3170000000055009
  • (EBL)1607846
  • (SSID)ssj0000944170
  • (PQKBManifestationID)11560555
  • (PQKBTitleCode)TC0000944170
  • (PQKBWorkID)10982731
  • (PQKB)11418693
  • (OCoLC)276784441
  • (MiAaPQ)EBC1607846
  • (EXLCZ)993170000000055009
Label
Mexico's integration into NAFTA markets : a view from sectoral real exchange rates and transaction costs, Rodolphe Blavy and Luciana Juvenal ; authorized for distribution by Steven Phillips
Publication
Copyright
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • CONTENTS; I. Introduction; II. Nonlinear Dynamics in Real Exchange Rates; A. Theoretical Underpinnings; B. Estimation Methodology and SETAR Model; C. Testing Procedures; III. Estimation Results; A. Testing for Nonlinear Price Convergence; Figure; 1. Extent of Price Convergence between Mexico-U.S. and Canada-U.S; Tables; 1. SETAR Estimation Results; B. Estimated Transaction Costs; C. Robustness of Results; 2. SETAR Estimation Results (Detrended Data); 3. SETAR Estimation Results (Controlling for Different Mean during Tequila Crisis); D. Half-Lives
  • 4. Estimation of Half-Lives for Sectoral Real Exchange Rates (In Months)5. SETAR Estimation Results for Aggregate Price Indices; Box; 1. Real Exchange Rate Thresholds at the Aggregate CPI Level; IV. Determinants of Thresholds in Real Exchange Rates; V. Summary of Results and Conclusion; 6. Threshold Regressions; References
Dimensions
unknown
Extent
1 online resource (27 p.)
Form of item
online
Isbn
9781452723860
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3170000000055009
  • (EBL)1607846
  • (SSID)ssj0000944170
  • (PQKBManifestationID)11560555
  • (PQKBTitleCode)TC0000944170
  • (PQKBWorkID)10982731
  • (PQKB)11418693
  • (OCoLC)276784441
  • (MiAaPQ)EBC1607846
  • (EXLCZ)993170000000055009

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