Nonlinear Exchange Rate Models : A Selective Overview /

This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange rates...

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Detaylı Bibliyografya
Yazar: Sarno, Lucio
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2003.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2003/111
Online Erişim:Full text available on IMF