Modelling the Real Exchange Rate: A new Sequential Approach

The aim of this work is to propose a new sequential strategy-three steps testing procedure- based on recently introduced econometric techniques, in order to assess the meanreverting properties of the real exchange rate and to check whether real exchange r

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Year of publication:	2014-06-23
Authors:	Chaouachi, Slim ; Ftiti, Zied ; Teulon, Frédèric
Institutions:	Institut de Préparation à l'Administration et à la Gestion (IPAG)
Subject:	Real Exchange Rate \| Long Memory \| Structural Breaks \| Spurious \| and Tunisia

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2014-390 24 pages
Classification:	C22 - Time-Series Models ; F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010784868