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Unraveling the complex interrelationships between exchange rates and fundamentals

✍ Scribed by Austin Murphy; Yun (Ellen) Zhu

Book ID
116615101
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
191 KB
Volume
32
Category
Article
ISSN
0378-4266

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πŸ“œ SIMILAR VOLUMES

Non-linearities in the relation between
Non-linearities in the relation between the exchange rate and its fundamentals
✍ Carlo Altavilla; Paul De Grauwe πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 417 KB

## Abstract We develop a simple theoretical model in which chartists and fundamentalists interact. The model predicts the existence of different regimes, and thus non‐linearities in the link between the exchange rate and its fundamentals. We test the model empirically by adopting a Markov‐switching