Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach
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Bibliographic InfoArticle provided by Springer in its journal Open Economies Review.
Volume (Year): 19 (2008)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/link.asp?id=100323
Latin America; PPP; Regime-switching; Stationarity; Unit root tests; F0; F3; C2;
Find related papers by JEL classification:
- F0 - International Economics - - General
- F3 - International Economics - - International Finance
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"On Cross-Country Differences in the Persistence of Real Exchange Rates,"
CESifo Working Paper Series
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- Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
- Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011. "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 591-606, October.
- Cevik, Emrah Ismail & Dibooglu, Sel, 2013. "Persistence and non-linearity in US unemployment: A regime-switching approach," Economic Systems, Elsevier, vol. 37(1), pages 61-68.
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