External-Otitis
发表于 2025-3-21 18:14:45
书目名称Real Exchange Rate Movements影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0822168<br><br> <br><br>书目名称Real Exchange Rate Movements读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0822168<br><br> <br><br>
一再遛
发表于 2025-3-21 21:30:56
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倔强不能
发表于 2025-3-22 00:34:41
978-3-7908-1081-3Springer-Verlag Berlin Heidelberg 1998
Ligament
发表于 2025-3-22 06:29:38
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爵士乐
发表于 2025-3-22 10:55:32
Contributions to Economicshttp://image.papertrans.cn/r/image/822168.jpg
辫子带来帮助
发表于 2025-3-22 16:35:25
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山羊
发表于 2025-3-22 20:45:39
The Two-Country Overshooting Model and Construction of Variables, stems from Buiter (1988, p. 122) and is not reported here. Buiter did not derive an estimable equation for his two-country model. To get an estimable equation it was proceeded as follows: Buiter (1988, p. 124) derived the following equation for the long-run equilibrium real exchange rate:
pacifist
发表于 2025-3-22 22:48:35
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定点
发表于 2025-3-23 05:27:34
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娴熟
发表于 2025-3-23 07:01:20
Book 1998-1994 with quarterly data to determine appropriate policy recommendations to reduce these movements. A second aim is to investigate whether the three real exchange rates are covariance-stationary or not and to which extent they are covariance-stationary, respectively. These aims are reached by using