Nonlinear adjustment in real exchange rates and long run purchasing power parity further evidence

Gangadhar Darbha; Urjit R. Patel

The paper investigates, using a threshold autoregression model, the nature of nonlinear adjustments in real exchange rates (RERs) arising from the presence of transaction costs and uncertainty, and their implications for the testing of unit roots.

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Year of publication:	2004 ; Rev. March 2004
Other Persons:	Darbha, Gangadhar (contributor) ; Patel, Urjit R. (contributor)
Publisher:	Philadelphia, Pa. : Weiss Center for International Financial Research, Wharton School, Univ. of Pennsylvania
Subject:	Wechselkurs \| Exchange rate \| Kaufkraftparität \| Purchasing power parity \| Einheitswurzeltest \| Unit root test \| Autokorrelation \| Autocorrelation \| USA \| United States

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Extent:	Online-Ressource (PDF-Datei: 27 S., 482,30 KB) graph. Darst.
Series:	Weiss Center working papers. - Philadelphia, Pa. : [Verlag nicht ermittelbar], ISSN 1936-9352, ZDB-ID 2439389-7. - Vol. 04,1
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Literaturverz. S. 15 - 17 Systemvoraussetzungen: Acrobat reader
Source:	ECONIS - Online Catalogue of the ZBW

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