The nature of persistence in Turkish real exchange rates

Emerging Markets Finance and Trade

Volumn 39, Issue 2, 2003, Pages 70-97

  Erlat, Haluk ^a  

^a MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

Author keywords

ARFIMA models; Long memory; Outliers; Real exchange rates; Structural shifts; Unit root tests

Indexed keywords

EID: 2442513202     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1540496x.2003.11052536     Document Type: Article

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