Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Year of publication: |
2007
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Authors: | Hooi Hooi Lean ; Smyth, Russell |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 39.2007, 16/18, p. 2109-2120
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Subject: | Kaufkraftparität | Purchasing power parity | Mean Reversion | Mean reversion | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Asien | Asia | 1990-2005 |
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