A nonlinear analysis of the real exchange rate-consumption relationship
Year of publication: |
October 2018
|
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Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 7, p. 1825-1843
|
Subject: | Exponential Smooth Transition Regression Model | Volatility Shifts | Conditional Heteroskedasticity | Impulse Response Analysis | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model |
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