Short run real exchange rate dynamics: a SUR approach

This paper examines the convergence question by contrasting the half-lives of deviations across the producer price index (PPI) and consumer price index (CPI) in a bivariate error correction model. To improve efficiency, the models are estimated jointly using a seemingly unrelated regressions approach.

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Year of publication:	2004
Authors:	Kim, Jaebeom
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 11.2004, 14, p. 909-913
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005629128