Mean reversion in the real exchange rates

Economics Letters

Volumn 69, Issue 3, 2000, Pages 285-288

  Gil Alana, Luis A ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

C22; Fractional integration; Mean reversion; Real exchange rates

Indexed keywords

EID: 0034367011     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00318-9     Document Type: Article

References (5)

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5. Sowell F. Modelling long-run behaviour with the fractional ARIMA model. Journal of Monetary Economics. 29:1992;277-302.