Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Year of publication: |
2023
|
---|---|
Authors: | Ettbib, Ridha ; Eddaly, Mansour |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 13.2023, 5, p. 629-650
|
Subject: | real exchange rate | outliers | smooth transition autoregressive | robust estimation | Kaufkraftparität | Purchasing power parity | Entwicklungsländer | Developing countries | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Wechselkurs | Exchange rate | Robustes Verfahren | Robust statistics |
-
Dada, James Temitope, (2021)
-
Robust tests for white noise and cross-correlation
Dalla, Violetta, (2019)
-
Robust thresholding for Diffusion Index forecast
Le, Vu, (2014)
- More ...
-
Bouabda, Radhouan, (2011)
-
Ettbib, Ridha, (2010)
-
Jomaa, Wahiba, (2021)
- More ...