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Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks

  • Slim Chaouachi
  • Zied Ftiti
  • Frederic Teulon

This paper investigates the dilemma of long memory versus a switching regime for the Tunisian real exchange rate (TRER). Empirically, three long memory tests are implemented to examine the long-range dependence in the processes of Tunisian REER. All long

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Paper provided by Department of Research, Ipag Business School in its series Working Papers with number 2014-147.

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Length: 25 pages
Date of creation: 01 Jan 2014
Date of revision:
Handle: RePEc:ipg:wpaper:2014-147
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