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Deviations of Exchange Rates from Purchasing Power Parity

Deviations of Exchange Rates from Purchasing Power Parity »

Source: Deviations of Exchange Rates from Purchasing Power Parity : A Story Featuring Two Monetary Unions

Volume/Issue: 1998/69

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1998

ISBN: 9781451960846

Keywords: Exchange rates, stationarity, real exchange rates, exchange rate, real exchange rate, international financial

We examine the mean-reverting properties of real exchange rates, by comparing the unit root properties of a group of international real exchange rates with two groups of intra-national real exchange rates. Striking...

Deviations of Exchange Rates from Purchasing Power Parity
			: A Story Featuring Two Monetary Unions

Deviations of Exchange Rates from Purchasing Power Parity : A Story Featuring Two Monetary Unions »

Volume/Issue: 1998/69

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1998

DOI: http://dx.doi.org/10.5089/9781451960846.001

ISBN: 9781451960846

Keywords: Exchange rates, stationarity, real exchange rates, exchange rate, real exchange rate, international financial

We examine the mean-reverting properties of real exchange rates, by comparing the unit root properties of a group of international real exchange rates with two groups of intra-national real exchange rates. Striking...