Mean reversion in real exchange rates

DOI10.1016/0165-1765(94)00486-2zbMath0875.90160OpenAlexW2112027734MaRDI QIDQ5894562

Yin-Wong Cheung, Kon S. Lai

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00486-2

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items

A discontinuous mispricing model under asymmetric information, Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields

Cites Work

• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Efficient Tests for an Autoregressive Unit Root