Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate

Journal of the Japanese and International Economies

Volumn 20, Issue 1, 2006, Pages 87-98

  Gil Alana, Alana L ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Exchange rates; Long memory; Seasonal fractional integration

Indexed keywords

EID: 32044456505     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jjie.2004.10.001     Document Type: Article

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