IMF Staff papers, Volume 42 No. 3.

This paper analyzes long-term exchange rate modeling. The paper reviews the literature that tests for a unit root in real exchange rates and the closely related work on testing for a unit root in the residual from a regression of the nominal exchange rate on relative prices. It argues that the balan...

Ausführliche Beschreibung

Bibliographische Detailangaben
Körperschaft: International Monetary Fund. Research Dept
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 1995.
Schriftenreihe:IMF Staff Papers; IMF Staff Papers ; No. 1995/003
Online Zugang:Full text available on IMF