Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
Year of publication: |
2008
|
---|---|
Authors: | Smallwood, Aaron D. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 27.2008, 7, p. 1161-1176
|
Subject: | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | G7-Staaten | G7 countries | USA | United States |
-
Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries
Chang, Tsangyao, (2012)
-
Two short papers in exchange rate economics
Manzur, Meher, (1991)
-
Third-country effects of the US policies on the "relative" real exchange rates in the G-7 countries
Kim, Hee-ho, (1996)
- More ...
-
Exchange rate shocks and trade: A multivariate GARCH-M approach
Grier, Kevin B., (2013)
-
Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation
Norrbin, Onsurang, (2011)
-
Uncertainty and Export Performance: Evidence from 18 Countries
GRIER, KEVIN B., (2007)
- More ...