Generalized long memory and mean reversion of the real exchange rate
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840701721349
Reference41 articles.
1. Parity reversion persistence in real exchange rates: middle income country case
2. On the maximum likelihood cointegration procedure under a fractional equilibrium error
3. Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries
4. Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
5. A Fractional Cointegration Analysis of Purchasing Power Parity
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