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Bayesian analysis of the unit root in real exchange rates: the NAFTA case

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  • Enrique Cuervo Guzmán

    (Banco de México)

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  • Enrique Cuervo Guzmán, 2008. "Bayesian analysis of the unit root in real exchange rates: the NAFTA case," Monetaria, CEMLA, vol. 0(1), pages 93-144, enero-mar.
    • Handle: RePEc:cml:moneta:v:xxxi:y:2008:i:1:p:93-144
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    References listed on IDEAS

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    1. DavidC. Parsley & Shang-Jin Wei, 2007. "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," Economic Journal, Royal Economic Society, vol. 117(523), pages 1336-1356, October.
    2. Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June.
    3. Francis Ahking, 1997. "Testing long-run purchasing power parity with a Bayesian unit root approach: the experience of Canada in the 1950s," Applied Economics, Taylor & Francis Journals, vol. 29(6), pages 813-819.
    4. Francis W. Ahking, 2004. "The Power of the "Objective" Bayesian Unit-Root Test," Working papers 2004-14, University of Connecticut, Department of Economics.
    5. Schotman, Peter & van Dijk, Herman K., 1991. "A Bayesian analysis of the unit root in real exchange rates," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238.
    6. DeJong, David N & Whiteman, Charles H, 1991. "The Case for Trend-Stationarity Is Stronger Than We Thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 413-421, Oct.-Dec..
    7. Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O., 2008. "Mixtures of g Priors for Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 410-423, March.
    8. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995. "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September.
    9. Anne O. Krueger, 1999. "Trade Creation and Trade Diversion Under NAFTA," NBER Working Papers 7429, National Bureau of Economic Research, Inc.
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