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The long-run behavior of exchange rates in Brazil, Chile and Argentina: A cointegration analysis

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  • de Mello, L. Jr.
  • Carneiro, F. G.

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  • de Mello, L. Jr. & Carneiro, F. G., 1997. "The long-run behavior of exchange rates in Brazil, Chile and Argentina: A cointegration analysis," International Review of Economics & Finance, Elsevier, vol. 6(1), pages 37-48.
    • Handle: RePEc:eee:reveco:v:6:y:1997:i:1:p:37-48
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    1. repec:bla:scandj:v:78:y:1976:i:2:p:200-224 is not listed on IDEAS
    2. Rudiger Dornbusch & Daniel Valente Dantas & Clarice Pechman & Roberto de Rezende Rocha & Demetrio SimÅes, 1983. "The Black Market for Dollars in Brazil," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 98(1), pages 25-40.
    3. McNown, Robert & Wallace, Myles S, 1994. "Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 396-411, August.
    4. Flood, Robert P., 1978. "Exchange rate expectations in dual exchange markets," Journal of International Economics, Elsevier, vol. 8(1), pages 65-77, February.
    5. Granger, Clive W J, 1986. "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 213-228, August.
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    Cited by:

    1. Montiel, Peter J., 2007. "Equilibrium real exchange rates, misalignment and competitiveness in the Southern Cone," Macroeconomía del Desarrollo 5430, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    2. Jr., Luiz R. de Mello & Carneiro, Francisco G., 2000. "Consumption Behaviour and Persistently High Inflation: Evidence from Latin America," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 54(2), April.
    3. Holtemöller, Oliver & Mallick, Sushanta, 2013. "Exchange rate regime, real misalignment and currency crises," Economic Modelling, Elsevier, vol. 34(C), pages 5-14.

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