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dc.contributor.authorCerveró, Susana G.en
dc.date.accessioned2010-07-27-
dc.date.accessioned2010-09-24T14:30:11Z-
dc.date.available2010-09-24T14:30:11Z-
dc.date.issued1999-
dc.identifier.urihttp://hdl.handle.net/10419/40294-
dc.description.abstractWe present a model of bilateral real exchange rate determination based on different theories that can be combined into a common statistical framework. Although eclectic, the approach is successfully used to shape a final specification which performs surprisingly well when out of sample exercises are carried out. Among the desirable features of the model there is the achievement of a high level of cross-currency consistency and the full interpretation of the coefficients from an economic point of view. Joint estimation by SURE, through the extraction of relevant interrelations among currencies, turns out to be an optimal tool to compute their historical fair values.en
dc.language.isoengen
dc.publisher|aDeutsche Bank Research |cFrankfurt a. M.en
dc.relation.ispartofseries|aResearch Notes |x99-6en
dc.subject.jelC3en
dc.subject.jelF3en
dc.subject.ddc330en
dc.subject.keywordReal Exchange Ratesen
dc.subject.keywordSUREen
dc.subject.keywordFair Valueen
dc.subject.stwKaufkraftparitäten
dc.subject.stwWechselkurstheorieen
dc.subject.stwSchätzungen
dc.subject.stwTheorieen
dc.subject.stwWelten
dc.subject.stwÖkonometrisches Modellen
dc.titleAn eclectic approach to real exchange rate: Determination-
dc.typeWorking Paperen
dc.identifier.ppn821922920en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:dbrrns:996en

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