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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Caporale, Guglielmo Maria"
~person:"Disney, Richard"
~person:"Emmerson, Carl"
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Caporale, Guglielmo Maria
Disney, Richard
Emmerson, Carl
Gil-Alaña, Luis A.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
This paper uses fractional
integration
and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional
integration
; fractional cointegration ; real exchange rates …
Persistent link: https://www.econbiz.de/10009611542
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