Template-type: ReDIF-Paper 1.0
Author-Name: Juan-Ángel Jiménez-Martín
Author-Email: juanangel@ccee.ucm.es
Author-Homepage: https://www.ucm.es/fundamentos-analisis-economico2/jajm
Author-Person: pji27 
Author-Workplace-Name: Departamento de Economía Cuantitativa (Department of Quantitative Economics), Facultad de Ciencias Económicas y Empresariales 
	(Faculty of Economics and Business), Universidad Complutense de Madrid
Author-Workplace-Homepage: https://www.ucm.es/fundamentos-analisis-economico2
Author-Name: Rafael Flores de Frutos
Author-Workplace-Name: Universidad Complutense de Madrid, Facultad de CC. Económicas y Empresariales,
	Dpto. de Fundamentos de Análisis Económico II. 
Author-Workplace-Homepage: https://www.ucm.es/fundamentos-analisis-economico2
Title: Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
Abstract: 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.
Classification-JEL: F31, F37, G15.
Keywords: Exchange rate, Equilibrium model, Seasonality.
Length: 26 pages 
Creation-Date: 2004
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doicae0413.txt
File-URL: https://eprints.ucm.es/id/eprint/7727/1/0413.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doicae:0413