Smooth breaks and non-linear mean reversion : post-Bretton-Woods real exchange rates
Year of publication: |
2010
|
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Authors: | Christopulos, Dēmētrēs K. ; León-Ledesma, Miguel A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 6, p. 1076-1093
|
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | OECD-Staaten | OECD countries | 1974-2006 |
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