Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/91214
Authors: 
Ribeiro, Priscila Fernandes
Year of Publication: 
2013
Series/Report no.: 
Texto para Discussão, Instituto de Pesquisa Econômica Aplicada (IPEA) 1857
Abstract (Translated): 
This study aims to test the existence of cointegration between variables that are typically used to estimate the existence of exchange rate misalignment for a sample of developed and developing countries, many of whom are members of the G20. The methodology consists in cointegration analysis using the procedure of Chen and MacDonald (2010), without the need to estimate a structural model. Compare the results with the results presented in Marçal (2012).
Subjects: 
exchange rates
exchange rate misalignment
G20
JEL: 
F31
C32
Document Type: 
Working Paper

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