Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/135048598354519
Reference10 articles.
1. EMS exchange rate bands: a Monte Carlo investigation of three target zone models
2. Long-run purchasing power parity: evidence from some European Monetary System countries
3. Purchasing power parity in the major EMS countries: The role of price and exchange rate adjustment
4. An empirical exploration of exchange-rate target-zones
5. Bootstrapping an Econometric Model: Some Empirical Results
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