Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Year of publication: |
2002
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Authors: | Sollis, Robert ; Leybourne, Stephen James ; Newbold, Paul |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 34.2002, 3,1, p. 686-699
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Subject: | Kaufkraftparität | Purchasing power parity | US-Dollar | US dollar | Deutsche Mark | Industrieländer | Industrialized countries | Mean Reversion | Mean reversion | Autokorrelation | Autocorrelation | 1973-1997 |
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