Filtering the Beer : A Permanent and Transitory Decomposition /
In this paper we extend the BEER (Behavioral Equilibrium Exchange Rate) approach which identifies an estimated equilibrium relationship between the real exchange rate and economic fundamentals. Here the economic fundamentals are decomposed using Johansen cointegration methods into transitory and per...
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| Médium: | Časopis |
| Jazyk: | English |
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Washington, D.C. :
International Monetary Fund,
2000.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2000/144 |
| On-line přístup: | Full text available on IMF |