Non-linearities in the relation between the exchange rate and its fundamentals

Author:

Altavilla Carlo,De Grauwe Paul

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference46 articles.

1. Discrete Choice Theory of Product Differentiation

2. The search for equilibrium relationships in international finance: the case of the monetary model;Baillie;Journal of International Money and Finance,1991

3. Cointegration and models of exchange rate determination;Baillie;International Journal of Forecasting,1987

4. Non-linear adjustment to purchasing power parity in the post-Bretton Woods era;Baum;Journal of International Money and Finance,2001

5. Becker R, Hurn S. 2006. Testing for nonlinearity in mean in the presence of heteroskedasticity. Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.

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