Can nominal exchange rates be differenced to stationarity?

DOI10.1016/S0165-1765(97)00116-XzbMath0897.90070OpenAlexW2020151237WikidataQ126551853 ScholiaQ126551853MaRDI QIDQ1390995

Jyh-Lin Wu, Show-Lin Chen

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00116-x

zbMATH Keywords

difference stationaritytime-varying coefficientsrandomized unit roots

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Testing for random coefficient autoregressive and stochastic unit root models

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing

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