Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data

Panayiotis F. Diamandis, Anastassios A. Drakos and Georgios Kouretas

A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 85-124 from Emerald Group Publishing Limited

Abstract: Keywords: Monetary model, nonlinearity, fundamentals, cointegration, Markov switching model, C22, C32, C53, F31, F47

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eme:isetez:s1571-038620140000023004

DOI: 10.1108/S1571-038620140000023004

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