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...
Korporativní autor: | |
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Médium: | Časopis |
Jazyk: | English |
Vydáno: |
Washington, D.C. :
International Monetary Fund,
1995.
|
Edice: | IMF Staff Papers; IMF Staff Papers ;
No. 1995/003 |
On-line přístup: | Full text available on IMF |