An I(2) CVAR Analysis of the Real Exchange Rate Persistence in Turkey
Year of publication: |
2019
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Authors: | Karatepe, Selin ; Demirel, Baki |
Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 223-242
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Subject: | Theory-consistent CVAR | I(2) Analysis | International Parity Conditions | Long Swings | Persistence | Imperfect Knowledge | Kaufkraftparität | Purchasing power parity | Türkei | Turkey | Schätzung | Estimation | Devisenmarkt | Foreign exchange market |
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