Taylor rule equilibrium exchange rates and nonlinear mean reversion

2013 ◽  
Vol 23 (13) ◽  
pp. 1097-1107 ◽  
Author(s):  
Joscha Beckmann ◽  
Wolfram Wilde
Keyword(s):  
Exchange Rates ◽  
Taylor Rule ◽  
Mean Reversion ◽  
Equilibrium Exchange ◽  
Nonlinear Mean Reversion

Nonlinear mean-reversion in Southeast Asian real exchange rates

2011 ◽  
Vol 21 (19) ◽  
pp. 1409-1421 ◽  
Author(s):  
Doo-Yull Choi ◽  
Bong-Han Kim ◽  
See-Won Kim
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Southeast Asian ◽  
Nonlinear Mean Reversion

Nonlinear mean reversion in real exchange rates

2002 ◽  
Vol 77 (3) ◽  
pp. 411-417 ◽  
Author(s):  
Georgios E. Chortareas ◽  
George Kapetanios ◽  
Yongcheol Shin
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Nonlinear Mean Reversion
Sign in / Sign up

Export Citation Format

Share Document