SCOPUS 정보 검색 플랫폼

Volumn 84, Issue 1, 2004, Pages 75-80

Univariate time series behaviour of the real exchange rate: Evidence from colonial India

Author keywords

Mean reversion; PPP; Real exchange rate; Silver standard; Unit root tests

Indexed keywords

EID: 2542460208 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/j.econlet.2003.12.012 Document Type: Article

Times cited : (21)

References (13)

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- Granger, C.W.J.¹ Joyeux, R.²

7
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- Testing for a unit root in the nonlinear STAR framwork
- Kapetanios G. Shin Y. Snell A. Testing for a unit root in the nonlinear STAR framwork Journal of Econometrics 112 2003 359-379
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- Kapetanios, G.¹ Shin, Y.² Snell, A.³

8
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- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Kwaitkowski D. Phillips P.C.B. Schmidt P. Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? Journal of Econometrics 54 1992 159-178
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9
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10
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12
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- LM tests for a unit root in the presence of deterministic tests
- Schmidt P. Phillips P.C.B. LM tests for a unit root in the presence of deterministic tests Oxford Bulletin of Economics and Statistics 54 1992 257-287
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13
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- The long-run behaviour of the real exchange rate: A reconsideration
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- White Jr., J.A.¹

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