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A Perspective on Modelling the Real Trade Weighted Index Since the Float

  • Shakila Aruman
  • Mardi Dungey

No abstract is available for this item.

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File URL: https://www.cbe.anu.edu.au/researchpapers/cepr/DP435.pdf
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Paper provided by Centre for Economic Policy Research, Research School of Economics, Australian National University in its series CEPR Discussion Papers with number 435.

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Length: 35 pages
Date of creation: Jun 2001
Date of revision:
Handle: RePEc:auu:dpaper:435
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Web page: http://rse.anu.edu.au/cepr.php
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  1. Edison, Hali J. & Pauls, B. Dianne, 1993. "A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 165-187, April.
  2. Andrews, Donald W K & Monahan, J Christopher, 1992. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 60(4), pages 953-66, July.
  3. repec:cup:cbooks:9780521460477 is not listed on IDEAS
  4. repec:cup:cbooks:9780521466004 is not listed on IDEAS
  5. Wouter J. Den Haan & Andrew Levin, 1996. "Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures," NBER Technical Working Papers 0195, National Bureau of Economic Research, Inc.
  6. David W.R. Gruen & Jenny Wilkinson, 1991. "Australia’s Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?," RBA Research Discussion Papers rdp9108, Reserve Bank of Australia.
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