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subject:"Purchasing power parity"
~isPartOf:"Applied economics"
~isPartOf:"The Manchester School"
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Purchasing power parity
Mean Reversion
9
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Einheitswurzeltest
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Unit root test
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mean reversion
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Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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2
Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2921-2933
Persistent link: https://www.econbiz.de/10009616395
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3
Modelling the slow mean-reversion of the Central and Eastern European countries real exchange rates
Dufrénot, Gilles
;
Grimaud, Elisabeth
;
Latil, Eugénie
; …
- In:
The Manchester School
76
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003640939
Saved in:
4
Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711
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