Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Year of publication: |
2023
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Authors: | Ettbib, Ridha ; Eddaly, Mansour |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 13.2023, 5, p. 629-650
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Subject: | real exchange rate | outliers | smooth transition autoregressive | robust estimation | Kaufkraftparität | Purchasing power parity | Entwicklungsländer | Developing countries | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate |
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