Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates? /

Real exchange rates exhibit important low-frequency fluctuations. This makes the analysis of real exchange rates at all frequencies a more sound exercise than the typical business cycle one, which compares actual and simulated data after the Hodrick-Prescott filter is applied to both. A simple two-c...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Rabanal, Pau
अन्य लेखक: Rubio-Ramirez, Juan
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2012.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2012/013
विषय:
ऑनलाइन पहुंच:Full text available on IMF