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