The predictability of real exchange rate changes in the short and long run
Author:
Publisher
Elsevier BV
Subject
Political Science and International Relations,Economics and Econometrics,Finance
Reference19 articles.
1. Deviations from purchasing power parity in the long run;Adler;Journal of Finance,1983
2. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle;Beveridge;Journal of Monetary Economics,1981
3. International price level and interest rate linkages under flexible exchange rates;Cumby,1984
4. Two-step two-stage least squares estimation in models with rational expectations;Cumby;Journal of Econometrics,1983
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