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Replication data for: Global Financial Cycles and the Exchange Rate Regime: A Perspective from Emerging Markets

Version
1
Resource Type
Dataset
Creator
  • Obstfeld, Maurice
  • Ostry, Jonathan D.
  • Qureshi, Mahvash S.
Publication Date
2018-05-01
Description
  • Abstract

    This paper examines the claim that exchange rate regimes are of little relevance in the transmission of global financial conditions to domestic financial and macroeconomic conditions. Our findings suggest that exchange rate regimes do matter, at least for emerging market economies. The transmission of global financial shocks to domestic variables is magnified under fixed exchange rate regimes relative to more flexible regimes. For advanced economies, however, the jury is still out, as the recent paucity of truly fixed regimes among these economies poses a challenge for estimating the effect of exchange rate flexibility.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/pandp.20181057 (Text)
Publications
  • Obstfeld, Maurice, Jonathan D. Ostry, and Mahvash S. Qureshi. “Global Financial Cycles and the Exchange Rate Regime: A Perspective from Emerging Markets.” AEA Papers and Proceedings 108 (2018): 499–504. https://doi.org/10.1257/pandp.20181057.
    • ID: 10.1257/pandp.20181057 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-13

Obstfeld, Maurice; Ostry, Jonathan D.; Qureshi, Mahvash S. (2018): Replication data for: Global Financial Cycles and the Exchange Rate Regime: A Perspective from Emerging Markets. Version: 1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E114459V1