Arbeitspapier

Testando a cointegração entre os fundamentos e a taxa real de câmbio: Evidências para países selecionados

This study aims to test the existence of cointegration between variables that are typically used to estimate the existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20. The methodology consists in cointegration analysis using the procedure of Chen and MacDonald (2010), without the need to estimate a structural model. Compare the results with the results presented in Marçal (2012).

Language
Portugiesisch

Bibliographic citation
Series: Texto para Discussão ; No. 1857

Classification
Wirtschaft
Foreign Exchange
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Financial Institutions and Services: General
Subject
exchange rates
exchange rate misalignment

Event
Geistige Schöpfung
(who)
Ribeiro, Priscila Fernandes
Event
Veröffentlichung
(who)
Instituto de Pesquisa Econômica Aplicada (IPEA)
(where)
Brasília
(when)
2013

Handle
Last update
10.03.2025, 11:42 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Ribeiro, Priscila Fernandes
  • Instituto de Pesquisa Econômica Aplicada (IPEA)

Time of origin

  • 2013

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