An examination of trade-weighted real exchange rates based on fractional integration
Luis Alberiko Gil-Alana, Tommaso Trani
| Year of publication: |
2019
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|---|---|
| Authors: | Gil-Alaña, Luis A. ; Trani, Tommaso |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 158.2019, p. 64-76
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| Subject: | Fractional integration | Mean reversion | Nonstationarity | Persistence | Semiparametric methods | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Einheitswurzeltest | Unit root test | Mean Reversion |
| Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
| Other identifiers: | 10.1016/j.inteco.2019.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012318739