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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| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2000.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 2000/144 |
| גישה מקוונת: | Full text available on IMF |