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Volumn 35, Issue 12, 2003, Pages 1387-1392

The inadequacy of linear autoregressive model for real exchange rates: Empirical evidence from Asian economies

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; MODELING; REAL EXCHANGE RATE; REGRESSION ANALYSIS;

EID: 0142156489     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684032000129750     Document Type: Article
Times cited : (49)

References (15)
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  • 8
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    • Peel, D., Sarno, L. and Taylor, M. P. (2001) Nonlinear mean reversion in real exchange rates: towards a solution to the Purchasing Power Parity puzzles, International Economic Review, 42, 1015-42.
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  • 9
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  • 10
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    • Sarno, L.1
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    • Sarno, L.1
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    • 0034135003 scopus 로고    scopus 로고
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  • 13
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.