A nonparametric study of real exchange rate persistence over a century
Hyeongwoo Kim, Deockhyun Ryu
| Year of publication: |
May 2015
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|---|---|
| Authors: | Kim, Hyeongwoo ; Ryu, Deockhyun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 37.2015, p. 406-418
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| Subject: | Real exchange rate | Purchasing power parity | Short memory in mean | Short-memory in distribution | ø-Mixing | Kaufkraftparität | Schätzung | Estimation | Theorie | Theory | Einheitswurzeltest | Unit root test | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011542192