Revisiting the persistence of real exchange rates
Year of publication: |
2020
|
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Authors: | Chen, Show-lin ; Wu, Jyh-lin |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 103.2020, p. 1-13
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Subject: | Cross-correlated disturbances | Half-lives | Non-PPP equilibria | Real exchange rates | Small sample bias | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Einheitswurzeltest | Unit root test |
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