Can nominal exchange rates be differenced to stationarity?

Economics Letters

Volumn 55, Issue 3, 1997, Pages 397-402

  Wu, Jyh Lin ^a   Chen, Show Lin ^a  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Difference stationarity; F31; Randomized unit roots; Time varying coefficients

Indexed keywords

EID: 0031285265     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(97)00116-X     Document Type: Article

References (9)

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