Showing 1 - 10 of 184
Persistent link: https://www.econbiz.de/10011412006
Persistent link: https://www.econbiz.de/10012258993
Persistent link: https://www.econbiz.de/10011844755
Persistent link: https://www.econbiz.de/10011819667
Persistent link: https://www.econbiz.de/10010418105
Persistent link: https://www.econbiz.de/10012874029
Persistent link: https://www.econbiz.de/10013410884
Persistent link: https://www.econbiz.de/10003461752
Persistent link: https://www.econbiz.de/10003882976
Nonlinear exponential smooth transition autoregressive (ESTAR) models are recently very popular in modelling the deviation from purchasing power parity. This article, shows that there is a close relation between the ESTAR models estimated in Taylor et al. (2001) and stochastic unit root (STUR)...
Persistent link: https://www.econbiz.de/10003951985