Are there bubbles in Chinese RMB-dollar exchange rate? : evidence from generalized sup ADF tests
Year of publication: |
2015
|
---|---|
Authors: | Jiang, Chun ; Wang, Yi ; Chang, Tsangyao ; Su, Chi-Wei |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 55/57, p. 6120-6135
|
Subject: | multiple bubbles | RMB–dollar exchange rate | GSADF test | Spekulationsblase | Bubbles | Wechselkurs | Exchange rate | China | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Statistischer Test | Statistical test |
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