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 …