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~institution:"Queen Mary College / Department of Economics"
~subject:"Kaufkraftparität"
~subject:"Mean Reversion"
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Kaufkraftparität
Mean Reversion
Purchasing power parity
4
Einheitswurzeltest
2
Estimation
2
Schätzung
2
Time series analysis
2
Unit root test
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Zeitreihenanalyse
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1957-1998
1
Mean reversion
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Measurement
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Messung
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Neural networks
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Neuronale Netze
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Nichtlineare Regression
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Nichtparametrisches Verfahren
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Nonlinear regression
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Nonparametric statistics
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OECD countries
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OECD-Staaten
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Yen
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English
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Kapetanios, George
4
Chortareas, Georgios E.
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Queen Mary College / Department of Economics
National Bureau of Economic Research
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International Monetary Fund
33
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Institut für Weltwirtschaft
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William Davidson Institute <Ann Arbor, Mich.>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Stanford Institute for Economic Policy Research
3
Türkiye Cumhuriyet Merkez Bankası
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
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2
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
Saved in:
3
Testing for neglected nonlinearity in long memory models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
Saved in:
4
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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