Taylor rule equilibrium exchange rates and nonlinear mean reversion
Year of publication: |
2013
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Authors: | Beckmann, Joscha ; Wilde, Wolfram |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 13/15, p. 1097-1107
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Subject: | real exchange rates | Taylor rule deviations | nonlinear mean reversion | Kaufkraftparität | Purchasing power parity | Taylor-Regel | Taylor rule | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation |
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