RT Journal Article
T1 Seasonal fluctuations and dynamic equilibrium models of exchange rate
A1 Jiménez Martín, Juan Ángel
A1 Flores De Frutos, Rafael
AB Most dynamic equilibrium models of exchange rate are not able to generate monthly time series with the typical properties of actual exchange rate. If the exogenous endowments in an equilibrium exchange rate model contain seasonal variations, then the exchange rate will as well. In this paper, we show how in this framework, seasonal preferences can help to remove seasonality of the exchange rate simulated time series.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
SN 0003-6846
YR 2004
FD 2004
LK https://hdl.handle.net/20.500.14352/56615
UL https://hdl.handle.net/20.500.14352/56615
LA eng
NO Jiménez-Martín, J. Á., & Frutos, R. F. de. (2009). Seasonal fluctuations and equilibrium models of exchange rate. Applied Economics, 41(20), 2635–2652. https://doi.org/10.1080/00036840701222603
NO Ministerio de Educación (España)
DS Docta Complutense
RD 19 dic 2025