Testando a cointegração entre os fundamentos e a taxa real de câmbio : evidências para países selecionados

Priscila Fernandes Ribeiro

This study aims to test the existence of cointegration between variables that are typically used to estimate the existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20. The methodology consists in cointegration analysis using the procedure of Chen and MacDonald (2010), without the need to estimate a structural model. Compare the results with the results presented in Marçal (2012).

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Year of publication:	2013
Authors:	Ribeiro, Priscila Fernandes
Publisher:	Brasília, DF : IPEA
Subject:	exchange rates \| exchange rate misalignment \| G20

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Extent:	Online-Ressource (30 S.) graph. Darst.
Series:	Texto para discussão / Instituto de Pesquisa Econômica Aplicada. - Brasília : [Verlag nicht ermittelbar], ZDB-ID 2105746-1. - Vol. 1857
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	Portuguese
Notes:	Zsfassung in engl. Sprache Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/91214 [Handle]
Classification:	F31 - Foreign Exchange ; C32 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009783749