A nonlinear analysis of the real exchange rate-consumption relationship
Efthymios G. Pavlidis, Ivan Paya, and David A. Peel
| 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
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| Subject: | Exponential Smooth Transition Regression Model | Volatility Shifts | Conditional Heteroskedasticity | Impulse Response Analysis | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100516000894 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011918182