An Empirical Analysis of the Peseta's Exchange Rate Dynamics
The paper addresses the issue of the role of exchange rate jumps. The short-run dynamics of the peseta's effective exchange rate vis-a- vis OECD countries over the period 1974:1 - 1995:9 is estimated using a PPP-based error-correction model enlarged with additional terms allowing for the possibility of unusual jumps.
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|Date of creation:||1996|
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|Contact details of provider:|| Web page: http://www.bde.es/|
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