The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad Hassan Ahmad, Olalekan Bashir Aworinde
| Year of publication: |
September 2016
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|---|---|
| Authors: | Ahmad, Ahmad Hassan ; Aworinde, Olalekan Bashir |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 45.2016, p. 144-159
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| Subject: | PPP | Bilateral exchange rates | LM test | Structural breaks | Asymmetric cointegration | African countries | Kaufkraftparität | Purchasing power parity | Strukturbruch | Structural break | Kointegration | Cointegration | Afrika | Africa | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626334