Modelling teh US$/A$ Exchange Rate Using Cointegration Techniques.

Recent evidence indicates that Australia's real effective exchange rate, its terms of trade and a long-term real interest rate differential form a cointegrating relationship. This paper uses this evidence to analyse the nominal US$/A$ exchange rate.

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Year of publication:	1996
Authors:	Karfakis, c. ; Phipps, A.
Institutions:	School of Economics, Faculty of Arts and Social Sciences
Subject:	EXCHANGE RATE \| TERMS OF TRADE \| COINTEGRATION

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Series:	Sydney - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005618965