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Alternating Conditional Expectation algorithm
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Equilibrium exchange rate
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Linear cointegration
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Tang, Xiaolei
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Zhou, Jizhong
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Journal of International Money and Finance
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Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea
Tang, Xiaolei
;
Zhou, Jizhong
- In:
Journal of International Money and Finance
32
(
2013
)
C
,
pp. 304-323
Alternating
Conditional
Expectation
algorithm
to test for nonlinearity among the variables of interest. The results show that …
Persistent link: https://www.econbiz.de/10010594693
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