A Bayesian analysis of the unit root in real exchange rates (Q758078)

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scientific article; zbMATH DE number 4195005
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English
A Bayesian analysis of the unit root in real exchange rates
scientific article; zbMATH DE number 4195005

    Statements

    A Bayesian analysis of the unit root in real exchange rates (English)
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    1991
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    unit root hypothesis
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    posterior odds analysis
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    real exchange rates
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    random walk hypothesis
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    stationary AR(1) process
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    time series
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