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...
