Filtering the Beer : A Permanent and Transitory Decomposition /

Filtering the Beer : A Permanent and Transitory Decomposition /

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In this paper we extend the BEER (Behavioral Equilibrium Exchange Rate) approach which identifies an estimated equilibrium relationship between the real exchange rate and economic fundamentals. Here the economic fundamentals are decomposed using Johansen cointegration methods into transitory and per...

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Bibliographic Details
Main Author: Clark, Peter
Other Authors: MacDonald, Ronald
Format: Book
Language:English
Published: Washington, D.C. : International Monetary Fund, 2000
Series:IMF Working Papers; Working Paper ; No. 2000/144
IMF eLibrary
Subjects:
Banks and Banking
Currencies
Currency
Current Account Adjustment
Exchange rates
Finance
Financial services
Foreign Exchange
Foreign exchange
Government and the Monetary System
Interest Rates: Determination, Term Structure, and Effects
Interest rates
Monetary Systems
Monetary economics
Money and Monetary Policy
Money
Open Economy Macroeconomics
Payment Systems
Real effective exchange rates
Real exchange rates
Real interest rates
Regimes
Short-term Capital Movements
Standards
United States
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