The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
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Abstract
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Other versions of this item:
- U. Michael Bergman & Yin-Wong Cheung & Kon Lai, 2011. "The common-trend and transitory dynamics in real exchange rate fluctuations," Applied Economics, Taylor & Francis Journals, vol. 43(1), pages 1-18.
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Cited by:
- Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
- Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
More about this item
Keywords
real exchange rate; common trend; productivity shock; monetary shock;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2005-06-14 (International Finance)
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