What do we know about real exchange rate nonlinearities?

Empirical Economics

Volumn 43, Issue 2, 2012, Pages 457-474

  Kruse, Robinson ^a   Frömmel, Michael ^b   Menkhoff, Lukas ^c   Sibbertsen, Philipp ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b GHENT UNIVERSITY   (Belgium)

^c LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

ESTAR; Markov Switching; PPP; Real exchange rates; Unit root test

Indexed keywords

MARKOV CHAIN; MONTE CARLO ANALYSIS; NUMERICAL MODEL; PURCHASING POWER PARITY; REAL EXCHANGE RATE; REGRESSION ANALYSIS;

EID: 84865820132     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-010-0431-2     Document Type: Article

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