Nonlinear mean reversion in real exchange rates
Year of publication: |
2002
|
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Authors: | Chortareas, Georgios E. ; Kapetanios, George ; Shin, Yongcheol |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 77.2002, 3, p. 411-417
|
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | G7-Staaten | G7 countries | 1960-2000 |
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