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Has the relationship between the real exchange rate and its fundamentals changed over time?
dc.contributor.author | Cuestas, Juan Carlos | |
dc.contributor.author | Monfort Bellido, Mercedes | |
dc.contributor.author | Shimbov, Bojan | |
dc.date.accessioned | 2022-10-17T15:02:16Z | |
dc.date.available | 2022-10-17T15:02:16Z | |
dc.date.issued | 2022-07-11 | |
dc.identifier.citation | 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.2022.2096732 | ca_CA |
dc.identifier.issn | 1406-099X | |
dc.identifier.issn | 2334-4385 | |
dc.identifier.uri | http://hdl.handle.net/10234/200413 | |
dc.description.abstract | 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. | ca_CA |
dc.format.extent | 22 p. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Taylor and Francis | ca_CA |
dc.relation.isPartOf | Baltic Journal of Economics, 2022, vol. 22, no 2 | ca_CA |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | ca_CA |
dc.subject | real exchange rates | ca_CA |
dc.subject | competitiveness | ca_CA |
dc.subject | quantile regression | ca_CA |
dc.subject | Bayesian | ca_CA |
dc.subject | asymmetric model | ca_CA |
dc.subject | structural breaks | ca_CA |
dc.subject | European integration | ca_CA |
dc.title | Has the relationship between the real exchange rate and its fundamentals changed over time? | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | https://doi.org/10.1080/1406099X.2022.2096732 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
dc.relation.publisherVersion | https://www.tandfonline.com/doi/full/10.1080/1406099X.2022.2096732 | ca_CA |
dc.description.sponsorship | Juan Carlos Cuestas gratefully acknowledges University Jaume I project UJI-B2019-15 and Generalitat Valencia project AICO2021/005. Mercedes Monfort are grateful for support from the University Jaume I research project UJI-B2020-16. | |
dc.type.version | info:eu-repo/semantics/publishedVersion | ca_CA |
project.funder.name | Universitat Jaume I | ca_CA |
project.funder.name | Generalitat Valencia | ca_CA |
oaire.awardNumber | UJI-B2019-15 | ca_CA |
oaire.awardNumber | UJI-B2020-16 | ca_CA |
oaire.awardNumber | AICO2021/005 | ca_CA |
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