Exchange Rate Synchronization for a set of Currencies from Different Monetary Areas
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KeywordsExchange rate; co-movements; Hodrick-Prescott lter; wavelets; synchronization.;
All these keywords.
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2022-10-17 (Central Banking)
- NEP-HIS-2022-10-17 (Business, Economic & Financial History)
- NEP-MON-2022-10-17 (Monetary Economics)
- NEP-OPM-2022-10-17 (Open Economy Macroeconomics)
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