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...
Συγγραφή απο Οργανισμό/Αρχή: | |
---|---|
Μορφή: | Επιστημονικό περιοδικό |
Γλώσσα: | English |
Έκδοση: |
Washington, D.C. :
International Monetary Fund,
1995.
|
Σειρά: | IMF Staff Papers; IMF Staff Papers ;
No. 1995/003 |
Διαθέσιμο Online: | Full text available on IMF |