Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic Modelling 26 (2009) 2, pp. 335-341
The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing non-linearity and long-memory features. In this context, we use the family of fractionally integrated STAR (FISTAR) models proposed by van Dijk et al. (van Dijk, D., Franses, P.H., and Paap, R.,...