Fractional cointegration and real exchange rates
Year of publication: |
2000
|
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Authors: | Caporale, Guglielmo Maria ; Gil-AlaƱa, Luis A. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | fractional integration | fractional cointegration | real exchange rates |
Series: | SFB 373 Discussion Paper ; 2000,69 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 723785708 [GVK] hdl:10419/62239 [Handle] RePEc:zbw:sfb373:200069 [RePEc] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; F30 - International Finance. General ; F41 - Open Economy Macroeconomics |
Source: |
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Fractional cointegration and real exchange rates
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