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

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 : Instituto de Pesquisa Econômica Aplicada (IPEA)
Subject:	exchange rates \| exchange rate misalignment \| G20

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Series:	Texto para Discussão ; 1857
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	Portuguese
Other identifiers:	766221210 [GVK] hdl:10419/91214 [Handle]
Classification:	F31 - Foreign Exchange ; C32 - Time-Series Models
Source:	EconStor

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