Copeland, Laurence S. (contributor); … - 2006
Cardiff Economics
Working Papers
Laurence Copeland and Saeed Heravi
Structural Breaks in the Real Exchange Rate … University of Hannover for their helpful
comments.
Abstract
Structural Breaks in the Real Exchange Rate Adjustment Mechanism …-Varying Smooth Transition AutoRegressive of the kind
introduced by Lundbergh et al (2003), we show that the real exchange rate …