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~institution:"C.E.P.R. Discussion Papers"
~institution:"Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute"
~institution:"Verein für Socialpolitik - VfS"
~person:"Sarno, Lucio"
~subject:"Nonlinear Dynamics"
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Nonlinear Dynamics
exchange rates
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global imbalances
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order flow
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term structure of interest rates
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Sarno, Lucio
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C.E.P.R. Discussion Papers
Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute
Verein für Socialpolitik - VfS
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Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles
Peel, David
;
Sarno, Lucio
;
Taylor, Mark P
-
C.E.P.R. Discussion Papers
-
2001
, calculated through Monte Carlo
integration
, imply faster adjustment speeds than hitherto recorded. Monte Carlo simulations …
Persistent link: https://www.econbiz.de/10005666576
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