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...

詳細記述

書誌詳細
第一著者: Rabanal, Pau
その他の著者: Rubio-Ramirez, Juan
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2012.
シリーズ:IMF Working Papers; Working Paper ; No. 2012/013
主題:
オンライン・アクセス:Full text available on IMF