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Monetary, Exchange Rate, and Capital Account Policies

Virtual : Exchange Rate Policy. (ERP)

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Session No.: AT 22.04V

Location: Ebene, Mauritius

Date: March 14-25, 2022 (2 weeks)

Delivery Method: Virtual Training

Primary Language: English

Interpretation Language: French Portuguese

    Target Audience

    Junior to mid-level officials who work with exchange rate policy and analysis.

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    Qualifications

    Participants are expected to have an advanced degree in economics or equivalent professional experience and be comfortable with Microsoft Excel and Excel-based applications. Before taking this course, it is recommended that applicants take either the Financial Programming and Policies (FPP) or the Macroeconomic Diagnostics (MDS) course. Participants are expected to also have a working knowledge of Word, Excel, PowerPoint, and EViews.

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    Course Description

    This course, presented by the Institute for Capacity Development, gives a comprehensive overview of exchange rate analysis and policy. The first part of the course:

    • introduces key definitions and concepts used in exchange rate analysis, such as real exchange rate misalignment;
    • discusses how changes in the real exchange rate may affect external adjustment and growth;
    • presents methodologies to estimate the equilibrium real exchange rate and explains the IMF external balance assessment (EBA) approach to measure the degree of real exchange rate misalignment; and
    • covers several aspects related to foreign exchange (FX) intervention: objectives, modalities, effectiveness, ways to assess the adequacy of foreign exchange reserves, and their management.

    The second part of the course covers the macroeconomic policy tradeoffs related to different exchange rate regimes, the choice of exchange rate regime, and the main exchange rate policy challenges in developing and emerging market economies, such as the use of hybrid regimes, forced and unforced exits from pegs, and the reasons behind “fear-of-floating.”

    The course concludes with a discussion of currency crises, macroeconomic policies to prevent them, and the analytical tools used to anticipate them.

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    Course Objectives

    Upon completion of this course, participants should be able to:

    • Assess whether FX reserves are adequate using standard and new indicators of reserve adequacy.
    • Assess the effectiveness of interventions in the FX market, using case studies of interventions.
    • Measure the degree of real exchange rate misalignment using different models and methods, including the EBA.
    • Construct systems for early warning of currency crises using data on nominal exchange rates and international reserves.
    • Estimate the probability of experiencing a currency crisis using panel data econometric techniques.
    • Customize models and techniques taught in this course (including EBA, reserve adequacy metrics, early warning systems) to home country data and use those that are relevant to their work for policy analysis.

    Participants should also be able to:

    • Describe the exchange rate regime choice and how country-specific features could influence the choice.
    • Identify policy inconsistencies that may lead to currency crises.
    • Identify policy measures to prevent them.
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