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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書目詳細資料
主要作者: Juvenal, Luciana
其他作者: Blavy, Rodolphe
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2008.
叢編:IMF Working Papers; Working Paper ; No. 2008/123
在線閱讀:Full text available on IMF