Has the relationship between the real exchange rate and its fundamentals changed over time?
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Mostrar el registro completo del ítemcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/8643
comunitat-uji-handle3:10234/8644
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Título
Has the relationship between the real exchange rate and its fundamentals changed over time?Fecha de publicación
2022-07-11Editor
Taylor and FrancisISSN
1406-099X; 2334-4385Cita bibliográfica
Juan Carlos Cuestas, Mercedes Monfort & Bojan Shimbov (2022) Has the relationship between the real exchange rate and its fundamentals changed over time?, Baltic Journal of Economics, 22:2, 68-89, DOI: 10.1080/1406099X.2022.2096732Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://www.tandfonline.com/doi/full/10.1080/1406099X.2022.2096732Versión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares ... [+]
In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We find that the estimated coefficients for the EU members from central and eastern Europe are different to those for the other member states. We also find that the models are different before and after the crisis that started in 2008, and this affects the outcome of the long-run equations for the EU15 + Cyprus and Malta. [-]
Publicado en
Baltic Journal of Economics, 2022, vol. 22, no 2Entidad financiadora
Universitat Jaume I | Generalitat Valencia
Código del proyecto o subvención
UJI-B2019-15 | UJI-B2020-16 | AICO2021/005
Derechos de acceso
info:eu-repo/semantics/openAccess
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