The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Year of publication: |
2004
|
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Authors: | Chortareas, Georgios E. ; Kapetanios, George |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 66.2004, 1, p. 113-131
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Subject: | Yen | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätzung | Estimation |
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