Euro-dollar real exchange rate dynamics in an estimated two-country model : what is important and what is not

Euro-dollar real exchange rate dynamics in an estimated two-country model : what is important and what is not / prepared by Pau Rabanal and Vicente Tuesta.

We use a Bayesian approach to estimate a standard two-country New Open Economy Macroeconomics model using data for the United States and the euro area, and we perform model comparisons to study the importance of departing from the law of one price and complete markets assumptions. Our results can be...

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Bibliographic Details
Main Authors: Rabanal, Pau (Author), Tuesta, Vicente (Author)
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, 2006.
Series:IMF working paper ; WP/06/177.
Subjects:
Euro-dollar market > Econometric models.
Foreign exchange rates > United States > Econometric models.
Foreign exchange rates > European Union countries > Econometric models.
Euro-dollar market > Econometric models
Foreign exchange rates > Econometric models
European Union countries
United States
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