메뉴 건너뛰기




Volumn 5, Issue 7, 1998, Pages 407-410

Testing for a unit root in ERM exchange rates in the presence of structural breaks: Evidence from the bootstrap

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0000510303     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048598354519     Document Type: Article
Times cited : (14)

References (10)
  • 1
    • 0039338388 scopus 로고
    • EMS exchange rate bands: A Monte Carlo investigation of three target zone models
    • Beetsma, R.M.W.J. (1995) EMS exchange rate bands: a Monte Carlo investigation of three target zone models, Journal of International Money and Finance, 14, 311-28.
    • (1995) Journal of International Money and Finance , vol.14 , pp. 311-328
    • Beetsma, R.M.W.J.1
  • 2
    • 0001444807 scopus 로고
    • Long-run purchasing power parity: Evidence from some European monetary system countries
    • Chen, B. (1995) Long-run purchasing power parity: evidence from some European monetary system countries, Applied Economics, 27, 377-83.
    • (1995) Applied Economics , vol.27 , pp. 377-383
    • Chen, B.1
  • 3
    • 21144479992 scopus 로고
    • Purchasing power parity in the major EMS countries: The role of price and exchange rate adjustment
    • Chowdhury, A.R. and Sdogati, F. (1993) Purchasing power parity in the major EMS countries: the role of price and exchange rate adjustment, Journal of Macroeconomics, 15, 25-45.
    • (1993) Journal of Macroeconomics , vol.15 , pp. 25-45
    • Chowdhury, A.R.1    Sdogati, F.2
  • 6
    • 0000345325 scopus 로고
    • Exchange-rate dynamics under stochastic regime shifts: A unified approach
    • Froot, K.A. and Obstfeld, M. (1991) Exchange-rate dynamics under stochastic regime shifts: a unified approach, Journal of International Economics, 31, 203-29.
    • (1991) Journal of International Economics , vol.31 , pp. 203-229
    • Froot, K.A.1    Obstfeld, M.2
  • 7
    • 0001144956 scopus 로고
    • The expectations theory of the term structure: A cointegration/causality analysis of US interest rates
    • Mandeno, R.J. and Giles, D.E.A. (1995) The expectations theory of the term structure: a cointegration/causality analysis of US interest rates, Applied Financial Economics, 5, 273-83.
    • (1995) Applied Financial Economics , vol.5 , pp. 273-283
    • Mandeno, R.J.1    Giles, D.E.A.2
  • 8
    • 84979368477 scopus 로고
    • Bootstrapping forecast intervals: An application to AR(p) models
    • McCullough, B.D. (1994) Bootstrapping forecast intervals: an application to AR(p) models, Journal of Forecasting, 13, 51-66.
    • (1994) Journal of Forecasting , vol.13 , pp. 51-66
    • McCullough, B.D.1
  • 9
    • 0000899296 scopus 로고
    • The great crash, the oil shock and the unit root hypothesis
    • Perron, P. (1989) The great crash, the oil shock and the unit root hypothesis, Econometrica, 57, 1361-401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 10
    • 0001416896 scopus 로고
    • Segmented trends and non-stationary timed series
    • Rappoport, P. and Reichlin, L. (1989) Segmented trends and non-stationary timed series, Economic Journal, 99, 168-77.
    • (1989) Economic Journal , vol.99 , pp. 168-177
    • Rappoport, P.1    Reichlin, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.