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The use of the exchange rate for stabilization: a real interest arbitrage model applied to Argentina

✍ Scribed by Michael Connolly; Alvaro Rodriguez; William G Tyler

Book ID
116116581
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
616 KB
Volume
13
Category
Article
ISSN
0261-5606

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This paper provides a framework for building and estimating non-linear real exchange rate models. The approach derives the stationary distribution from a continuous time error correction model and estimates this by MLE methods. The derived distribution exhibits a wide variety of distributional shape