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A nonparametric study of real exchange rate persistence over a century

Hyeongwoo Kim and Deockhyun Ryu
Year of publication:
2014
Authors: Kim, Hyeongwoo ; Ryu, Deockhyun
Publisher: Auburn, Ala. : Auburn Univ., Dep. of Economics
Subject: Real Exchange Rate | Purchasing Power Parity | Short Memory in Mean | Short‐Memory in Distribution | ߶‐mixing | Max Half‐Life | Max Quarter‐Life | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Theorie | Theory
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