Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test

DOI10.2202/1558-3708.1273zbMath1081.91573OpenAlexW2087736193MaRDI QIDQ3368399

Erdem Başçı, Mehmet Caner

Publication date: 27 January 2006

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

Full work available at URL: https://doi.org/10.2202/1558-3708.1273

zbMATH Keywords

random walkmean-reversionboundaryforecasting. rmse

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price

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