Smooth breaks and non-linear mean reversion : post-Bretton-Woods real exchange rates
Dimitris K. Christopoulos; Miguel A. León-Ledesma
| Year of publication: |
2010
|
|---|---|
| Authors: | Christopulos, Dēmētrēs K. ; León-Ledesma, Miguel A. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 6, p. 1076-1093
|
| Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | OECD-Staaten | OECD countries | 1974-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009238986