Real exchange rates under the recent float: Unequivocal evidence of mean reversion

DOI10.1016/S0165-1765(98)00106-2zbMath0915.90063MaRDI QIDQ1275107

Lucio Sarno, Mark P. Taylor

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

purchasing power parityunit roots

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (4)

Mean-reverting behavior of current account in Asian countries ⋮ Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator ⋮ Is the consumption-income ratio stationary? Evidence from panel unit root tests ⋮ A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

Cites Work

• Statistical analysis of cointegration vectors
• Asymptotic Normality, When Regressors Have a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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