1.

Record Nr.

UNINA9910464356303321

Autore

Rabanal Pau

Titolo

Euro-dollar real exchange rate dynamics in an estimated two-country model [[electronic resource] ] : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta

Pubbl/distr/stampa

[Washington, D.C.], : International Monetary Fund, 2006

ISBN

1-4623-4879-3

1-4527-4408-4

1-283-51766-3

9786613830111

1-4519-8792-7

Descrizione fisica

1 online resource (42 p.)

Collana

IMF working paper ; ; WP/06/177

Altri autori (Persone)

TuestaVicente

Soggetti

Euro-dollar market - Econometric models

Foreign exchange rates - United States - Econometric models

Foreign exchange rates - European Union countries - Econometric models

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"July 2006."

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES""