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A non-linear model of the real US UK exchange rate

Creedy, John - In: Journal of applied econometrics 11 (1996) 6, pp. 669-686

Persistent link: https://www.econbiz.de/10001211069

A nonparametric measure of convergence towards purchasing power parity

Shintani, Mototsugu - In: Journal of applied econometrics 21 (2006) 5, pp. 589-604

Persistent link: https://www.econbiz.de/10003360450

Temporal aggregation of an estar process : some implications for purchasing power parity adjustment

Payá, Ivan; Peel, David - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668

Persistent link: https://www.econbiz.de/10003360464

Principal components, stationarity, and new evidence of purchasing power parity in developing countries

Holmes, Mark J. - In: The developing economies 39 (2001) 2, pp. 189-198

Persistent link: https://www.econbiz.de/10001597935

Exchange rate instability : a threshold autoregressive approach

Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166

Persistent link: https://www.econbiz.de/10001601863

Does the Australian dollar real exchange rate display mean reversion

Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666

Persistent link: https://www.econbiz.de/10001703885

The Euro-dollar exchange rate : is it fundamental?

Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002

In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus seven developed countries, four of them...