Revisiting the nexus between currency misalignments and growth in the CFA Zone

C-Tier
Journal: Economic Modeling
Year: 2015
Volume: 45
Issue: C
Pages: 142-154

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we revisit the link between currency misalignments and economic growth by taking into account foreign currency-denominated debt dynamics for the CFA zone countries over the period 1985–2011. Relying on a BEER approach and using panel cointegration techniques, we first derive currency misalignments. We then estimate a panel smooth transition growth equation that allows currency misalignment to exert nonlinear impacts on both economic growth and foreign currency-denominated debt dynamics. We find that the nonlinear impact of currency misalignments on growth through the competitiveness channel is mitigated by the foreign currency-denominated debt dynamics through a valuation effect.

Technical Details

RePEc Handle
repec:eee:ecmode:v:45:y:2015:i:c:p:142-154
Journal Field
General
Author Count
1
Added to Database
2026-01-25