What Makes a Currency Procyclical? (Record no. 27281)
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fixed length control field | 02107cam a22003374a 4500 |
001 - CONTROL NUMBER | |
control field | 7113 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | The World Bank |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
fixed length control field | m d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 020129s2014 dcu i001 0 eng |
024 8# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1596/1813-9450-7113 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (The World Bank)7113 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Cordella, Tito |
245 10 - TITLE STATEMENT | |
Title | What Makes a Currency Procyclical? |
Medium | [electronic resource] : |
Remainder of title | An Empirical Investigation / |
Statement of responsibility, etc | Cordella, Tito |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Washington, D.C., |
Name of publisher, distributor, etc | The World Bank, |
Date of publication, distribution, etc | 2014 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (32 p.) |
520 3# - SUMMARY, ETC. | |
Summary, etc | This paper looks at the correlation between the cyclical components of gross domestic product and the exchange rate and classifies countries' currencies as procyclical if they appreciate in good times, countercyclical if they appreciate in bad times, and acyclical otherwise. With this classification, the paper shows that: (i) the countries that are commodity exporters and experience procyclical capital flows tend to have procyclical currencies; (ii) countries with procyclical currencies tend to restrict their capital accounts, perhaps as an attempt to reduce the degree of procyclicality; (iii) countries with procyclical currencies pursue procyclical monetary policy; (iv) however, in the last decade, there is a disconnect between the cyclicality of currency and monetary policy; and (v) the disconnect may reflect a decline in the fear of floating, which can be partially attributed to an improvement in countries' net foreign asset positions. |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Countercyclical Currencies |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Currency Cyclicality |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Exchange Rate |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Fear Of Floating |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Foreign Asset Position |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Monetary Policy |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Procyclical Currencies |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Trilemma |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Cordella, Tito |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Gupta, Poonam |
776 18 - ADDITIONAL PHYSICAL FORM ENTRY | |
Main entry heading | Print version: |
Display text | Cordella, Tito |
Title | What Makes a Currency Procyclical?. |
Place, publisher, and date of publication | Washington, D.C. : The World Bank, 2014 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Policy research working papers. |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | World Bank e-Library. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://elibrary.worldbank.org/doi/book/10.1596/1813-9450-7113">http://elibrary.worldbank.org/doi/book/10.1596/1813-9450-7113</a> |
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