Exchange rates dynamics revisited : a panel data test of the fractional integration order
Fredrik N. G. Andersson
| Year of publication: |
2014
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|---|---|
| Authors: | Andersson, Fredrik N. G. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 47.2014, 2, p. 389-409
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| Subject: | Nominal exchange rates | Panel data | Fractional integration | Long memory | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Kointegration | Cointegration | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391171