Real exchange rates and real interest rates : a nonlinear perspective
Year of publication: |
2006
|
---|---|
Authors: | Bec, Frédérique ; BenSalem, Mélika ; MacDonald, Ronald |
Published in: |
Recherches économiques de Louvain. - Bruxelles : De Boeck, ISSN 0770-4518, ZDB-ID 281002-5. - Vol. 72.2006, 2, p. 177-194
|
Subject: | Kaufkraftparität | Purchasing power parity | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Schätzung | Estimation |
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