The persistence of real exchange rates in the central and eastern European countries
We investigate the mean reversion in real exchange rates for Central and Eastern European countries. We use point and confidence interval estimates from the Phillips et al.’s (2001) local-persistent model as our preferred measures of the persistence of real exchange rates. We find that the adjustmen...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University Press
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/46661/1/The%20persistence%20of%20real%20exchange%20rates%20in%20the%20central%20and%20eastern%20European%20countries.pdf http://psasir.upm.edu.my/id/eprint/46661/ https://journals.vilniustech.lt/index.php/JBEM/article/view/2244 |
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