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Non-linearity versus non-normality in real exchange rate dynamics

Arghyrou, Michael Georgiou; Gregoriou, Andros - In: Economics letters 100 (2008) 2, pp. 200-203

Persistent link: https://www.econbiz.de/10003768208

Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap

Arghyrou, Michael Georgiou; Gregoriou, Andros - In: Economics letters 95 (2007) 2, pp. 285-290

Persistent link: https://www.econbiz.de/10003460484

Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap

Arghyrou, Michael G.; Gregoriou, Andros - In: Economics letters 95 (2007) 2, pp. 285-290

Persistent link: https://www.econbiz.de/10007721724

Non-linearity versus non-normality in real exchange rate dynamics

Arghyrou, Michael G.; Gregoriou, Andros - In: Economics letters 100 (2008) 2, pp. 200-203

Persistent link: https://www.econbiz.de/10008071348

Non-linearity versus non-normality in real exchange rate dynamics

Arghyrou, Michael G.; Gregoriou, Andros - In: Economics letters 100 (2008) 2, pp. 200-204

Persistent link: https://www.econbiz.de/10008883907

Non-linearity versus non-normality in real exchange rate dynamics

Arghyrou, Michael G.; Gregoriou, Andros - In: Economics Letters 100 (2008) 2, pp. 200-203

We distinguish non-normality from non-linearity in G7 real exchange rate dynamics by correcting the critical values of the Kapetanios et al. [Kapetanios, G., Shin, Y., Snell, A., 2003. Testing for a unit root in the non-linear STAR framework. Journal of Econometrics, 112, 359-379] test for...

Persistent link: https://www.econbiz.de/10005158770

Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap

Arghyrou, Michael G.; Gregoriou, Andros - In: Economics Letters 95 (2007) 2, pp. 285-290

Persistent link: https://www.econbiz.de/10005275780