Do China mainland and SARs constitute an optimal currency area? Evidence from nonlinearity and stationarity behavior testing on real exchange rates
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://link.springer.com/content/pdf/10.1007/s12204-016-1729-9.pdf
Reference7 articles.
1. MUNDELL R A. A theory of optimum currency areas [J]. American Economic Review, 1961, 51(4): 657–665.
2. NARAYAN P K, NARAYAN S. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: A note [J]. Applied Economics, 2007, 39(19): 2483–2488.
3. TAYLORM P, PEEL D A, SARNO L. Nonlinear mean reversion in real exchange rates: Towards a solution to the purchasing power parity puzzles [J]. International Economic Review, 2001, 42(4): 1015–1042.
4. CHORTAREAS G, KAPETANIOS G. The yen real exchange rate may be stationary after all: Evidence from nonlinear unit root tests [J]. Oxford Bulletin of Economics and Statistics, 2004, 66(1): 113–131.
5. CANER M, HANSEN B E. Threshold autoregression with a unit root [J]. Econometrica, 2001, 69(6): 1555–1596.
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