Pages that link to "Item:Q1583397"
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The following pages link to Mean reversion in the real exchange rates (Q1583397):
Displaying 17 items.
- Panel unit root tests and real exchange rates (Q672760) (← links)
- The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
- Do exchange rates follow a random walk process in middle eastern countries? (Q1128597) (← links)
- Real exchange rates under the recent float: Unequivocal evidence of mean reversion (Q1275107) (← links)
- Can nominal exchange rates be differenced to stationarity? (Q1390995) (← links)
- Structural breaks and fractional integration in the US output and unemployment rate. (Q1614820) (← links)
- Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
- A mean shift break in the US interest rate. (Q1852937) (← links)
- Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
- Mean-reverting behavior of current account in Asian countries (Q1927844) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
- A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
- Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)