Basci, Erdem; Caner, Mehmet - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 4, pp. 1273-1273
We analyze the post-float real exchange rates for a group of OECD countries using the newly developed threshold test and tests for unit roots against stationary but nonlinear alternative by Caner and Hansen ( 2001). These tools help us disentangle the nonlinearity from the nonstationarity...
