Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks

Slim Chaouachi (), Zied Ftiti and Frederic Teulon

No 2014-147, Working Papers from Department of Research, Ipag Business School

Abstract: This paper investigates the dilemma of long memory versus a switching regime for the Tunisian real exchange rate (TRER). Empirically, three long memory tests are implemented to examine the long-range dependence in the processes of Tunisian REER. All long

Keywords: Real Exchange Rate; Long Memory; Structural Breaks; Spurious; and Tunisia. (search for similar items in EconPapers)
JEL-codes: C22 F31 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ara
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Citations: View citations in EconPapers (1)

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