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. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 24.2010, 3, p. 397-412
|
Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Asien | Asia |
-
Asian financial crisis : prologue and the case of Thailand
Tsurumi, Hiroki, (2000)
-
La sous-évaluation des monnaies asiatiques
Benaroya, François, (1996)
-
Do real exchange rates follow random walks? : a heteroscedasticity-robust autocorrelation test
Liu, Christina Y., (1991)
- More ...
-
Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity
Tsong, Ching-Chuan, (2012)
-
Lee, Chien-Chiang, (2014)
-
Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test
Lee, Cheng-Feng, (2013)
- More ...