Exchange rates in India: current account monetarism in a nonlinear context

DOI10.1515/snde-2019-0072OpenAlexW3059169404MaRDI QIDQ2697107

Aditi Chaubal

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2019-0072

zbMATH Keywords

exchange ratenonlinear error correction modelIndiacapital account monetarismcurrent account monetarism

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• sapa

Cites Work

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• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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• Spectral Analysis for Physical Applications
• Information-Theoretic Analysis of Serial Dependence and Cointegration
• Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
• A Tukey nonadditivity-type test for time series nonlinearity
• Nonlinearity tests for time series
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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