Real exchange rate behavior in the Middle East: A re-examination

DOI10.1016/S0165-1765(99)00192-5zbMath1013.91091OpenAlexW2009363416MaRDI QIDQ1606425

Lucio Sarno

Publication date: 1 September 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00192-5

zbMATH Keywords

equilibriumexchange ratesmultivariate nonlinear modelspurchasing power

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (4)

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework ⋮ Are Asian real exchange rates stationary? ⋮ Forecasting performance of exponential smooth transition autoregressive exchange rate models ⋮ Estimating the equilibrium effective exchange rate for potential EMU members

Cites Work

• Unnamed Item
• Testing the adequacy of smooth transition autoregressive models
• Do exchange rates follow a random walk process in middle eastern countries?
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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