Smooth structural breaks and the stationarity of the yen real exchange rates
Year of publication: |
2014
|
---|---|
Authors: | Zhou, Su ; Kutan, Ali Mustafa |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 10/12, p. 1150-1159
|
Subject: | yen real exchange rates | nonlinear mean-reversion | large swings | PPP | unit root tests | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Yen | Schätzung | Estimation | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Japan | Wechselkurs | Exchange rate | Theorie | Theory |
-
The post-war behavior of foreign exchange rates in Lebanon
Azar, Samih Antoine, (2013)
-
Mazur, Michael E., (2013)
-
Kutan, Ali Mustafa, (2015)
- More ...
-
China's exchange rate and the balance of trade
Brada, Josef C., (1993)
-
The exchange rate and the balance of trade : the Turkish experience
Brada, Josef C., (1997)
-
Linkage in EMS term structures : evidence from common trend and transitory components
Hafer, Rik W., (1997)
- More ...