Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach
Year of publication: |
2010
|
---|---|
Authors: | Tsong, Ching-Chuan |
Published in: |
International Economic Journal. - Taylor & Francis Journals, ISSN 1016-8737. - Vol. 24.2010, 3, p. 397-412
|
Publisher: |
Taylor & Francis Journals |
Subject: | Real exchange rate | purchasing power parity | covariate stationarity test |
-
Nonlinear dynamics of real exchange rates for sectoral data
Kim, Jaebeom, (2011)
-
A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo, (2014)
-
Reconsidering the price-income relationship across countries
Fujii, Eiji, (2013)
- More ...
-
Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity
Tsong, Ching-Chuan, (2012)
-
Testing for stationarity of inflation rates with covariates
Tsong, Ching-chuan, (2010)
-
Tsong, Ching-chuan, (2010)
- More ...