ListarIEI_Articles por tema "asymmetric model"
Mostrando ítems 1-2 de 2
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Has the relationship between the real exchange rate and its fundamentals changed over time?
Taylor and Francis (2022-07-11)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 ... -
Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts
Elsevier (2021-10-07)This paper investigates the relationships between the current account and several fundamentals, including the real exchange rate, government consumption, investment, openness, terms of trade and real income in the EU28 ...