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Volumn 66, Issue 2, 2000, Pages 127-136

Real exchange rate behavior in the Middle East: A re-examination

Author keywords

C22; F31; Middle East; Nonlinearity; Purchasing power parity; Real exchange rate

Indexed keywords


EID: 0034385761     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00192-5     Document Type: Article
Times cited : (78)

References (13)
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  • 2
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  • 3
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    • Eitrheim, O.1    Teräsvirta, T.2
  • 4
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    • A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence
    • Frenkel J.A. A monetary approach to the exchange rate: doctrinal aspects and empirical evidence. Scandinavian Journal of Economics. 78:1976;200-224.
    • (1976) Scandinavian Journal of Economics , vol.78 , pp. 200-224
    • Frenkel, J.A.1
  • 5
    • 77957239083 scopus 로고
    • Perspectives on PPP and long-run real exchange rates
    • K. Rogoff, & G. Grossman. Amsterdam: North Holland
    • Froot K.A., Rogoff K. Perspectives on PPP and long-run real exchange rates. Rogoff K., Grossman G. Handbook of International Economics. 1995;North Holland, Amsterdam.
    • (1995) Handbook of International Economics
    • Froot, K.A.1    Rogoff, K.2
  • 8
    • 0000017295 scopus 로고    scopus 로고
    • Transactions costs and nonlinear adjustment in real exchange rates: An empirical investigation
    • Michael P., Nobay A.R., Peel D.A. Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation. Journal of Political Economy. 105:1997;862-879.
    • (1997) Journal of Political Economy , vol.105 , pp. 862-879
    • Michael, P.1    Nobay, A.R.2    Peel, D.A.3
  • 9
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    • The purchasing power parity puzzle
    • Rogoff R. The purchasing power parity puzzle. Journal of Economic Literature. 34:1996;647-668.
    • (1996) Journal of Economic Literature , vol.34 , pp. 647-668
    • Rogoff, R.1
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    • 0032462524 scopus 로고    scopus 로고
    • The behavior of real exchange rates during the post-Bretton Woods period
    • Taylor M.P., Sarno L. The behavior of real exchange rates during the post-Bretton Woods period. Journal of International Economics. 46:1998;281-312.
    • (1998) Journal of International Economics , vol.46 , pp. 281-312
    • Taylor, M.P.1    Sarno, L.2
  • 12
    • 84923053681 scopus 로고
    • Specification, estimation and evaluation of smooth transition autoregressive models
    • Teräsvirta T. Specification, estimation and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association. 89:1994;208-218.
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    • Teräsvirta, T.1
  • 13
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    • Modelling economic relationships with smooth transition regressions
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    • Teräsvirta T. Modelling economic relationships with smooth transition regressions. Giles D.E.A., Ullah A. Handbook of Applied Economic Statistics. 1998;507-552 Marcel Dekker, New York.
    • (1998) Handbook of Applied Economic Statistics , pp. 507-552
    • Teräsvirta, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.