RATS programs to replicate Michael-Nobay-Peel ESTAR models
AbstractReplication for Michael, Nobay and Peel(1997), "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation", J. of Political Economy, vol 105, no 4, pp 862-879.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00113.
Programming language: RATS
Requires: RATS 7.00
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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Other versions of this item:
- Michael, Panos & Nobay, A Robert & Peel, David A, 1997. "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 862-79, August.
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