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Modelling the Real Exchange Rate: A new Sequential Approach

  • Slim Chaouachi
  • Zied Ftiti
  • Frédèric Teulon
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    The aim of this work is to propose a new sequential strategy-three steps testing procedure- based on recently introduced econometric techniques, in order to assess the meanreverting properties of the real exchange rate and to check whether real exchange r

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    Paper provided by Department of Research, Ipag Business School in its series Working Papers with number 2014-390.

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    Length: 24 pages
    Date of creation: 23 Jun 2014
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    Handle: RePEc:ipg:wpaper:2014-390
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