The dynamics of real exchange rates - A reconsideration
Year of publication: |
2011-01
|
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Authors: | Heinen, Florian ; Kaufmann, Hendrik ; Sibbertsen, Philipp |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Nonlinearities | Markov switching | Smooth transition | Specification testing | Real exchange rates |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 23 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; F31 - Foreign Exchange |
Source: |
-
The dynamics of real exchange rates: A reconsideration
Heinen, Florian, (2011)
-
Evaluating a class of nonlinear time series models
Heinen, Florian, (2010)
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Evaluating a class of nonlinear time series models
Heinen, Florian, (2010)
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik, (2012)
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Kaufmann, Hendrik, (2012)
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Forecasting long memory time series under a break in persistence
Heinen, Florian, (2009)
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