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The Macroeconomics of Exchange-rate and Price-level Interactions : Empirical Evidence for West Germany

Giovannini, Alberto - 1988

This paper studies the evidence on the conditional covariances between the German wholesale price level and the Deutsche mark exchange rate in the short run and in the long run. I rely both on an unrestricted time-series model, and on a structural Mussa-Dornbusch model. The results from...

Persistent link: https://www.econbiz.de/10012476520