Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence

DOI10.1016/0165-1765(94)90064-7zbMath0800.90230OpenAlexW1484489476MaRDI QIDQ1328006

Sarantis Kalyvitis, Guglielmo Maria Caporale, Nikitas Pittis

Publication date: 3 July 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90064-7

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Long-Term Memory in Stock Market Prices
• Limit theorems on the self-normalized range for weakly and strongly dependent processes