Nonlinear Exchange Rate Models : A Selective Overview /
This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange rates...
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| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2003.
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| Серии: | IMF Working Papers; Working Paper ;
No. 2003/111 |
| Online-ссылка: | Full text available on IMF |