Browsing ECO Working Papers by Subject "nonlinearity"

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Title: Exchange Rates and Fundamentals: Co-movement, long-run relationships and short-run dynamics Author(s): BEKIROS, Stelios D. Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The present study builds upon the seminal work of Engel and West [2005, Journal of Political Economy 113, 485-517] and in particular on the relationship between exchange rates and fundamentals. The paper discusses the ...

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