MODELLING THE SLOW MEAN-REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES*

Author:

DUFRENOT GILLES,GRIMAUD ELISABETH,LATIL EUGÉNIE,MIGNON VALERIE

Publisher

Wiley

Subject

Economics and Econometrics

Reference26 articles.

1. Amsler , C. Schmidt , P. 2000 Tests of Short Memory with Thick Tailed Errors

2. Bostgen , J. Coricelli , F. 2001 Real Exchange Rate Dynamics in Transition Economies Discussion Paper 2869

3. Internal Relative Price Stationarity in Long-run Purchasing Power Parity;Breuer;Review of International Economics,1997

4. Testing the Unit Root Hypothesis Using Generalized Range Statistics;Cavaliere;Econometrics Journal,2001

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