Non-linear trend stationarity and co-trending in Latin American real exchange rates
Year of publication: |
2008
|
---|---|
Authors: | Holmes, Mark J. |
Published in: |
Applied econometrics and international development. - Santiago de Compostela, ISSN 1578-4487, ZDB-ID 2149891-X. - Vol. 8.2008, 1, p. 107-118
|
Subject: | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Lateinamerika | Latin America | 1973-2005 |
-
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A., (2018)
-
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria, (2008)
-
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria, (2008)
- More ...
-
The Beveridge Curve Across US States : New Insights From a Pairwise Approach
Holmes, Mark J., (2019)
-
A tale of two coffees? Analysing interaction and futures market efficiency
Holmes, Mark J., (2020)
-
Does foreign investment benefit the exporting activities of Vietnamese firms?
Ha, Van, (2020)
- More ...