Long memory and mean reversion in real exchange rates in Latin America
Year of publication: |
2018
|
---|---|
Authors: | Gil-Alaña, Luis A. ; Sauci, Laura |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 29, p. 3148-3155
|
Subject: | fractional integration | long memory | mean reversion | Purchasing Power Parity | Real exchange rates | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Lateinamerika | Latin America | Einheitswurzeltest | Unit root test | Mean Reversion | Mean reversion | Theorie | Theory |
-
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A., (2019)
-
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime Star Model
Bec, Frederique, (2004)
-
Nominal and real wages in the UK, 1750 - 2015 : mean reversion, persistence and structural breaks
Caporale, Guglielmo Maria, (2022)
- More ...
-
Public finances in the EU-27 : are they sustainable?
Cuestas, Juan Carlos, (2020)
-
US sea level data : time trends and persistence
Caporale, Guglielmo Maria, (2020)
-
Trends and persistence in the Greenland ice sheet mass
Caporale, Guglielmo Maria, (2023)
- More ...