Add to ORKGWe provide evidence on nonlinear mean reversion in the real exchange rates of developing and emerging market economies, using recently developed nonlinear unit root tests and a unique set of monthly data on black market exchange rates
Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simpl...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
Employing disaggregated real exchange rates from nine European counties in 16 goods categories, we a...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
This paper modifies a unit-root test procedure in the nonlinear STAR framework recently advanced by ...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
The purpose of this paper is to construct a series-specific non-linear panel unit-root test and then...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
[[abstract]]This paper seeks empirical evidence of nonlinear mean-reversion in relative national sto...
This paper seeks empirical evidence of nonlinear mean-reversion in relative national stock price ind...
In an effort to fight relatively high inflation, many developing countries try to manage their nomin...
In this paper we model the deviation of the nominal exchange rate from the long run equilibrium leve...
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack o...
Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simpl...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
Employing disaggregated real exchange rates from nine European counties in 16 goods categories, we a...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
This paper modifies a unit-root test procedure in the nonlinear STAR framework recently advanced by ...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
The purpose of this paper is to construct a series-specific non-linear panel unit-root test and then...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
[[abstract]]This paper seeks empirical evidence of nonlinear mean-reversion in relative national sto...
This paper seeks empirical evidence of nonlinear mean-reversion in relative national stock price ind...
In an effort to fight relatively high inflation, many developing countries try to manage their nomin...
In this paper we model the deviation of the nominal exchange rate from the long run equilibrium leve...
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack o...
Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simpl...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
Employing disaggregated real exchange rates from nine European counties in 16 goods categories, we a...