Mexico's Integration into NAFTA Markets : A View from Sectoral Real Exchange Rates and Transaction Costs /

A self-exciting threshold autoregressive model is used to measure transaction costs that may explain relative price differentials and nonlinearities in the behavior of sectoral real exchange rates across Mexico, Canada and the U.S. Interpreting price threshold bands as transactions costs, we find ev...

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Bibliografiska uppgifter
Huvudupphovsman: Juvenal, Luciana
Övriga upphovsmän: Blavy, Rodolphe
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2008.
Serie:IMF Working Papers; Working Paper ; No. 2008/123
Länkar:Full text available on IMF