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Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate

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  • Nikolaos Giannellis

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  • Minoas Koukouritakis

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  • Nikolaos Giannellis & Minoas Koukouritakis, 2011. "Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 555-578, November.
  • Handle: RePEc:kap:empiri:v:38:y:2011:i:4:p:555-578
    DOI: 10.1007/s10663-010-9146-z
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    Cited by:

    1. Yutaka Kurihara, 2012. "Exchange rate determination and structural changes in response to monetary policies," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(3), pages 187-196, July.
    2. repec:rss:jnljfe:v4i1p3 is not listed on IDEAS

    More about this item

    Keywords

    Euro; BEER; Misalignment rate; Cointegration; Structural shifts; E43; F15; F42;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • F15 - International Economics - - Trade - - - Economic Integration
    • F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission

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