Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case
AbstractThe purpose of this paper is to question the traditional conventional view on the exchange rate targeting that real shocks have
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Bibliographic InfoPaper provided by Department of Research, Ipag Business School in its series Working Papers with number 2014-198.
Length: 30 pages
Date of creation: 28 Mar 2014
Date of revision:
exchange rates; time series decomposition; HML test; dual long memory.;
Find related papers by JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F31 - International Economics - - International Finance - - - Foreign Exchange
This paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-11 (All new papers)
- NEP-ARA-2014-04-11 (MENA - Middle East & North Africa)
- NEP-CBA-2014-04-11 (Central Banking)
- NEP-GER-2014-04-11 (German Papers)
- NEP-MAC-2014-04-11 (Macroeconomics)
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