Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Christina Anderl and Guglielmo Maria Caporale
| Year of publication: |
2022
|
|---|---|
| Authors: | Anderl, Christina ; Caporale, Guglielmo Maria |
| Subject: | Asymmetric adjustment | Inflation expectations | Nonlinearities | PPP | Real exchange rate | Kaufkraftparität | Purchasing power parity | Inflationserwartung | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Kointegration | Cointegration |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-02-2021-0109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013352888