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Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?. (2003). Égert, Balázs ; Dufrénot, Gilles.
In: Development and Comp Systems.
RePEc:wpa:wuwpdc:0309002.

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  1. The Maastricht Convergence Criteria and Monetary Regimes for the EMU Accession Countries. (2008). Lipinska, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:16375.

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  2. Monetary regime choice in the accession countries - a theoretical analysis. (2006). Lipinska, Anna.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:243.

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References

References cited by this document

  1. Coricelli, F, and B. Jazbec, 2001, Real Exchange Rate Dynamics in Transition Economies, Centre for Economic Policy Research, Discussion Papers Series No. 2869, July Coudert, V. and C. Couharde, 2002,Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership, CEPII Working Paper No.15 De Broek, M. and T. Slok, 2001, Interpreting real exchange rate movements in transition economies, IMF Working Paper, No 56, Washington DC.

  2. Driver, R. and P. Westaway, 2001, An overview of equilibrium exchange rate measures, Bank of England, mimeo.
    Paper not yet in RePEc: Add citation now
  3. Faruqee, H., 1995, Long-run determinants of the real exchange rate : a stock-flow equilibrium approach, IMF Staff Papers 42, 80-107.

  4. Halpern, L. and Ch. Wyplosz, 1997, Equilibrium Exchange Rates in Transition Countries, IMF Staff Papers, 44(4), 430-461., Washington D.C.

  5. Harbo, L. Johansen, S. Nielsen, B. and A. Rahbek, 1998, Asymptotic inference in cointegrating rank in partial systems, Journal of Business Economics and Statistics 16, 388-399.

  6. Jakab, M.J. and M.A. Kovacs, 1999, Determinants of real exchange rate fluctuations in Hungary, National Bank of Hungary, Working Paper,n°1999/6.

  7. Johansen, S., 1996, Likelihood-based inference in cointegrated vector auto-regressive models, Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  8. Kutan, A.M. and S. Dibooglu, 1998, Sources of real and nominal exchange rate fluctuations in transition economies, Federal Reserve Bank of St. Louis, Working paper, No. 1998-022A.

  9. Maurin, L., 2001, Fundamental determinants of RER for transition countries, in Michael H. Stierle and Thomas Birringer (eds.): Economics of Transition: Theory, Experiences and EU-Enlargement, Verlag für Wissenschaft und Forschung, 427-442.
    Paper not yet in RePEc: Add citation now
  10. Meredith, G. and M.D. Chin, 1998, Long-horizon uncovered interest rate parity, NBER Working Paper n° 6797.

  11. Taylor, M.P. and L. Sarno, 2001, Real exchange rate dynamics in transition economies: a nonlinear analysis, Studies in Nonlinear Dynamics & Econometrics 5, 153-177.

  12. What We See? A Panel Study, Economics of Transition, 10(2), 273-309. Égert, B., Drive I., Lommatzsch, K and Ch. Rault, 2003, The Balassa-Samuelson effect in Central and Eastern Europe: Myth or Reality?, forthcoming in Journal of Comparative Economics, No. 3 Égert, B., 2003, Nominal and real convergence in Estonia: The Balassa-Samuelson (dis)connection Tradable goods, regulated prices and other culprits, Bank of Estonia Working Paper Series No. 4.

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