Temporal aggregation of an ESTAR process
Year of publication: |
2005
|
---|---|
Authors: | Paya, I ; Peel, D |
Institutions: | Department of Economics, Management School |
Subject: | ESTAR | Real Exchange Rate | Purchasing Power Parity | Aggregation |
-
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT
Paya, Ivan, (2004)
-
Nonlinear dynamics of real exchange rates for sectoral data
Kim, Jaebeom, (2011)
-
Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard, (2014)
- More ...
-
On the stability of the CRRA utility under high degrees of uncertainty
Niguez, T M, (2011)
-
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear
Pavlidis, E, (2009)
-
Pavlidis, E, (2009)
- More ...