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~person:"Balke, Nathan S."
~subject:"Nonlinear models"
~subject:"Theory"
~subject:"threshold autoregression"
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Nonlinear models
Theory
threshold autoregression
Covered interest parity
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impulse response
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Balke, Nathan S.
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Nonlinear dynamics and covered interest rate parity
Wohar, Mark E.
;
Balke, Nathan S.
- In:
Empirical Economics
23
(
1998
)
4
,
pp. 535-559
deviations, we estimated a
threshold
autoregression
in which the dynamics behavior of deviations from covered interest parity is …
Persistent link: https://www.econbiz.de/10005613056
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