Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time

2008 ◽  
Vol 17 (2) ◽  
pp. 269-278 ◽  
Author(s):  
Ata Assaf
Keyword(s):  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates ◽  
Unit Root Tests ◽  
Level Shift

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

2004 ◽  
Vol 19 (2) ◽  
pp. 147-170 ◽  
Author(s):  
L. Vanessa Smith ◽  
Stephen Leybourne ◽  
Tae-Hwan Kim ◽  
Paul Newbold
Keyword(s):  
Panel Data ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Unit Root Tests

Real exchange rates and unit root tests

2000 ◽  
Vol 136 (3) ◽  
pp. 478-490 ◽  
Author(s):  
Ashok Parikh ◽  
Elizabeth Wakerly
Keyword(s):  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates ◽  
Unit Root Tests

scholarly journals A Bayesian analysis of the unit root in real exchange rates

1991 ◽  
Vol 49 (1-2) ◽  
pp. 195-238 ◽  
Author(s):  
Peter Schotman ◽  
Herman K. van Dijk
Keyword(s):  
Bayesian Analysis ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates

Do real exchange rates contain a unit root? Evidence from Turkish data

2005 ◽  
Vol 37 (17) ◽  
pp. 2037-2053 ◽  
Author(s):  
Tastan Hüseyin
Keyword(s):  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates
Sign in / Sign up

Export Citation Format

Share Document