The present dissertation is a theoretical and empirical investigation regarding the existence of a long-run relationship between exchange rates and prices. It develops a unified approach to test for mean reversion of exchange rates and prices, bringing together the disequilibrium view and the long-run real exchange rate literatures in such a way that not only exchange rates and relative prices are considered, but also the role played by real factors in explaining long-run behavior of exchange rates and prices. In chapters 2 and 3 we developed some empirical tests for mean reversion of exchange rates and prices for OECD and Latin American countries from 1957 to 1997, while in chapter 4 we have restricted our attention to the floating period for selected OECD countries when we have included some real factors into the analysis.
","abstract_html":"<p>The present dissertation is a theoretical and empirical investigation regarding the existence of a long-run relationship between exchange rates and prices. It develops a unified approach to test for mean reversion of exchange rates and prices, bringing together the disequilibrium view and the long-run real exchange rate literatures in such a way that not only exchange rates and relative prices are considered, but also the role played by real factors in explaining long-run behavior of exchange rates and prices. In chapters 2 and 3 we developed some empirical tests for mean reversion of exchange rates and prices for OECD and Latin American countries from 1957 to 1997, while in chapter 4 we have restricted our attention to the floating period for selected OECD countries when we have included some real factors into the analysis.</p>","abstract_has_math":false,"creators":["Vieira, Flavio Vilela"],"institution":null,"degree_name":"Doctor of Philosophy","degree_level":"Dissertation","degree_discipline":null,"degree_department":null,"school":null,"contributors":["Michael D Goldberg"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2002,"date_issued":"2002-01-01T08:00:00Z","date_published":"2002-01-01T08:00:00Z","updated_at":"2026-07-24T05:21:54Z","subjects":["Economics","Finance","Theory"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://scholars.unh.edu/dissertation/83","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Michael D Goldberg"]},{"key":"dc:creator","label":"Author","values":["Vieira, Flavio Vilela"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Doctor of Philosophy"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Economics","Finance","Theory"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://scholars.unh.edu/dissertation/83"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["The present dissertation is a theoretical and empirical investigation regarding the existence of a long-run relationship between exchange rates and prices. It develops a unified approach to test for mean reversion of exchange rates and prices, bringing together the disequilibrium view and the long-run real exchange rate literatures in such a way that not only exchange rates and relative prices are considered, but also the role played by real factors in explaining long-run behavior of exchange rates and prices. In chapters 2 and 3 we developed some empirical tests for mean reversion of exchange rates and prices for OECD and Latin American countries from 1957 to 1997, while in chapter 4 we have restricted our attention to the floating period for selected OECD countries when we have included some real factors into the analysis.
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