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
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Portugiesisch
- Bibliographic citation
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Series: Texto para Discussão ; No. 1857
- Classification
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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
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exchange rates
exchange rate misalignment
- Event
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Geistige Schöpfung
- (who)
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Ribeiro, Priscila Fernandes
- Event
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Veröffentlichung
- (who)
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Instituto de Pesquisa Econômica Aplicada (IPEA)
- (where)
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Brasília
- (when)
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2013
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ribeiro, Priscila Fernandes
- Instituto de Pesquisa Econômica Aplicada (IPEA)
Time of origin
- 2013