Real exchange rates under the recent float: Unequivocal evidence of mean reversion
type: Item
instance of: scholarly article
title: Real exchange rates under the recent float: Unequivocal evidence of mean reversion
zbMATH Open document ID: 0915.90063
DOI: 10.1016/S0165-1765(98)00106-2
author: Lucio Sarno
author: Mark P. Taylor
published in: Economics Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1238824
zbMATH Keywords: purchasing power parity
zbMATH Keywords: unit roots
MaRDI profile type: Publication
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Statistical analysis of cointegration vectors
cites work: Asymptotic Normality, When Regressors Have a Unit Root
description: scientific article; zbMATH DE number 1238824