Real exchange rate, stationarity, and economic fundamentals
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-008-9041-7.pdf
Reference63 articles.
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3. Caporale GM, Pittis N, Sakellis P (2003) Testing for PPP: the erratic behaviour of unit root tests. Econ Lett 80:277–284
4. Carr JL, Floyd JE (2002) Real and monetary shocks to the Canadian dollar: do Canada and the United States form an optimal currency area? N Am J Econ Finance 13:21–39
5. Cavaliere G (2003) Asymptotics for unit roots under Markov regime-switching. Econom J 6(1):193–216
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