Causes of nonlinearities in low-order models of the real exchange rate
Year of publication: |
2013
|
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Authors: | Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 91.2013, 1, p. 128-141
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Subject: | Simulation | Real exchange rate dynamics | Nonlinear dynamics | Smooth transition estimation | DSGE modeling | Kaufkraftparität | Purchasing power parity | Dynamisches Gleichgewicht | Dynamic equilibrium | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Deutschland | Germany | Nichtlineare Dynamik | Japan | Einheitswurzeltest | Unit root test |
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