Capturing asymmetry in real exchange rate with quantile autoregression
Year of publication: |
2007-04
|
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Authors: | Ferreira, Mauro S. |
Institutions: | Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais |
Subject: | exchange rate | quantile autoregression | unit root | asymmetry |
Extent: | application/pdf |
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Series: | Textos para Discussão Cedeplar-UFMG. - ISSN 2318-2377. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 25 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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