Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator
type: Item
instance of: scholarly article
title: Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator
zbMATH Open document ID: 1255.91333
author: Tsung-Wu Ho
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6132366
zbMATH Keywords: nonlinear IV
zbMATH Keywords: seasonal unit root
zbMATH Keywords: PPP
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.07.012
OpenAlex ID: W1970843971
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cites work: Real exchange rates under the recent float: Unequivocal evidence of mean reversion
DOI: 10.1016/J.ECONLET.2007.07.012
description: scientific article; zbMATH DE number 6132366