Nonlinear mean reversion in real exchange rates

Economics Letters

Volumn 77, Issue 3, 2002, Pages 411-417

  Chortareas, Georgios E ^a   Kapetanios, George ^b   Shin, Yongcheol ^c  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

^c UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Nonlinear STAR models; PPP; Real exchange rates; Unit roots

Indexed keywords

EID: 0036828678     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00157-X     Document Type: Article

References (22)

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