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  • Search: subject:"Linearity and Stationarity"
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Linearity and Stationarity 1 Purchasing Power Parity 1 Threshold Autoregressive Model 1 Threshold Unit Root Test 1
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Free 1
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Article 1
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English 1
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Chang, Horng-jinh 1 Chang, Tsangyao 1 Lin, Su-yuan 1
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Economics Bulletin 1
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
Chang, Tsangyao; Lin, Su-yuan; Chang, Horng-jinh - In: Economics Bulletin 30 (2010) 3, pp. 1897-1905
and stationarity of China's real exchange rate vis-à-vis her 9 trading partner countries over the period of January 1986 …This article applies the threshold autoregressive model proposed by Caner and Hansen (2001) to examine both linearity …
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