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Modelling teh US$/A$ Exchange Rate Using Cointegration Techniques

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Author Info
Karfakis, c.
Phipps, A.

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Abstract

Recent evidence indicates that Australia's real effective exchange rate, its terms of trade and a long-term real interest rate differential form a cointegrating relationship. This paper uses this evidence to analyse the nominal US$/A$ exchange rate.

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Publisher Info
Paper provided by Sydney - Department of Economics in its series Papers with number 238.

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Length: 21 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:sydnec:238

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Postal: THE UNIVERSITY OF SYDNEY, DEPARTMENT OF ECONOMICS, 2006 AUSTRALIA.
Phone: 61 +2 9351 5055
Fax: 61 +2 9351 4341
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Web page: http://www.econ.usyd.edu.au/economics
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Related research
Keywords: EXCHANGE RATE; TERMS OF TRADE; COINTEGRATION;

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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

Statistics
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This page was last updated on 2009-12-16.

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