Exchange rates and fundamentals: A non-linear relationship?

International Journal of Finance and Economics

Volumn 12, Issue 1, 2007, Pages 37-54

  De Grauwe, Paul ^a,c   Vansteenkiste, Isabel ^a,b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b EUROPEAN CENTRAL BANK   (Germany)

^c Center for Economic Studies   (Belgium)

Author keywords

Markov switching model; Nominal exchange rate; Non linearities

Indexed keywords

EMPIRICAL ANALYSIS; EXCHANGE RATE; INFLATION; MARKOV CHAIN; NUMERICAL MODEL;

EID: 33847051632     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.310     Document Type: Article

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