Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK
Year of publication: |
2008
|
---|---|
Authors: | Gil-Alaña, Luis A. ; Luqui, Natalia ; Cuñado Eizaguirre, Juncal |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 37.2008, 1, p. 59-74
|
Subject: | Handelsbilanz | Trade balance | Wechselkurs | Exchange rate | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | USA | United States | Großbritannien | United Kingdom |
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