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Marcel Aloy, Mohamed Boutahar, Karine Gente, Anne Peguin-Feissolle

Public reference bibliography and cataloged PDF materials authored or published by Marcel Aloy, Mohamed Boutahar, Karine Gente, Anne Peguin-Feissolle.

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Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?

Year: 2011 • Source: hal.science • Listed PDF

This paper examines the time series behavior of monthly bilateral real exchange rates (RER) on a comprehensive sample of 78 industrialized and developing countries, using the U.S. Dollar, the UK Pound and the German Deut...