Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Mark P. Taylor; David A. Peel and Lucio Sarno
| Year of publication: |
2001
|
|---|---|
| Authors: | Taylor, Mark P. |
| Other Persons: | Peel, David (contributor) ; Sarno, Lucio (contributor) |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Kaufkraftparität | Purchasing power parity | Flexibler Wechselkurs | Flexible exchange rate | Verbraucherpreisindex | Consumer price index | Währungsderivat | Currency derivative | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Japan | Mean Reversion | Mean reversion | US-Dollar | Zeitreihenanalyse | Multiple Regression | Geschichte 1973-1996 | 1973-1996 |
| Extent: | 32 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 2658 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 28 - 32 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013423283