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Testing the Equilibrium Exchange Rate Model - Updated. (2006). Moura, Guilherme ; Da Silva, Sergio ; Guilherme, Moura.
In: MPRA Paper.
RePEc:pra:mprapa:1871.

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  1. Available at http://econwpa.wustl.edu/eps/ifYpapers/0405/0405019.pdfi Enders, W. and B.S. Lee (1997) Accounting for real and nominal exchange rate movements in the post-Bretton Woods period, Journal of International Money and Finance, 16, 233-254.

  2. Blanchard, O.J. and D. Quah (1989) The dynamics effects of aggregate demand and supply disturbances, American Economic Review, 79, 655-673. Available at http://www.nber.org/papers/w2737.pdf.

  3. Clarida, R. and J. Gali (1994) Sources of real exchange rate fluctuations: how important are nominal shocks? NBER Working Paper, 4658.

  4. Da Silva, S. (2002) Classroom guide to the equilibrium exchange rate model, Economic Issues, 7, 1-10.

  5. Evans, M.D.D. and J.R. Lothian (1993) The response of exchange rates to permanent and transitory shocks under floating exchange rates, Journal of International Money and Finance, 12, 563-586.

  6. Peron, P. (1997) Further evidence on breaking trends functions in macroeconomic variables, Journal of Econometrics, 80, 355-385.

  7. Stockman, A.C. (1980) A theory of exchange rate determination, Journal of Political Economy, 88, 673-698.

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