Empirical Tests of Mean Reversion in Real Exchange Rates: A Survey
Since the development of cointegration and unit root tests, these procedures have been applied widely to the relationship between nominal exchange rates and relative prices. The findings vary considerably for different time periods, exchange rate regimes and test procedures. These results have not previously been the subject of a comprehensive survey or evaluation. Suggestions are offered for the future development of research in this area. Copyright 1995 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research
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Volume (Year): 47 (1995)
Issue (Month): 3 (July)
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