The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate

DOI10.1007/s11079-017-9467-7zbMath1412.91178OpenAlexW2369926811WikidataQ59612807 ScholiaQ59612807MaRDI QIDQ2416286

Ioannis Litsios, Keith Pilbeam

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-017-9467-7

zbMATH Keywords

real exchange rateasset pricesvector error correction modelintertemporal model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

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• Statistical analysis of cointegration vectors
• Cointegration in partial systems and the efficiency of single-equation analysis
• Identification of the long-run and the short-run structure. An application to the ISLM model
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy

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