The behavior of real exchange rates during the post-Bretton Woods period

Journal of International Economics

Volumn 46, Issue 2, 1998, Pages 281-312

  Taylor, Mark P ^a,b   Sarno, Lucio ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b CEPR   (United Kingdom)

Author keywords

Monte Carlo simulation; Multivariate unit root test; Purchasing power parity; Real exchange rates; Test power

Indexed keywords

MONTE CARLO ANALYSIS; PURCHASING POWER PARITY; REAL EXCHANGE RATE;

EID: 0032462524     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(97)00054-8     Document Type: Article

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