Abstract
An integrated model of the UK real effective exchange rate is examined which links purchasing power parity with trade flow and asset market mechanisms. Furthermore, time series and econometric analysis using quarterly data from 1972 to 1987 are applied. The results obtained are broadly consistent with this model and imply that the UK real effective exchange rate index is constant in the long run
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
