Mean reversion or unit roots in the Japanese real exchange rate
Year of publication: |
2006
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Published in: |
The Asia Pacific journal of economics and business : APJEB. - Perth, ISSN 1326-8481, ZDB-ID 2071496-8. - Vol. 10.2006, 2, p. 54-68
|
Subject: | Kaufkraftparität | Purchasing power parity | Yen | Zeitreihenanalyse | Time series analysis | Japan |
-
Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su, (2014)
-
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E., (2006)
-
Kapetanios, George, (2011)
- More ...
-
Testing unemployment theories: A multivariate long memory approach
Caporale, Guglielmo Maria, (2013)
-
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
Caporale, Guglielmo Maria, (2014)
-
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria, (2017)
- More ...