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Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test Author info | Abstract | Publisher info | Download info | Related research | Statistics Erdem Basci (Central Bank of Turkey)
Mehmet Caner (University of Pittsburgh)
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Paper provided by EconWPA in its series International Finance with number
0512001.
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Date of creation: 09 Dec 2005Date of revision:
Handle: RePEc:wpa:wuwpif:0512001Note: Type of Document - pdfContact details of provider: Web page: http://129.3.20.41
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Find related papers by JEL classification: F3 - International Economics - - International Finance F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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References listed on IDEAS 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.: Taylor, Mark P. & Peel, David A., 2000.
"Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals ,"
Journal of International Money and Finance ,
Elsevier, vol. 19(1), pages 33-53, February.
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references Cited by : (explanations , 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.)
Svetlana Maslyuk & Russell Smyth, 2007.
"Non-Linear Unit Root Properties of Crude Oil Production ,"
Monash Economics Working Papers
39/07, Monash University, Department of Economics.
[Downloadable!]
Other versions: David O. Cushman, 2008.
"Real exchange rates may have nonlinear trends ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(2), pages 158-173.
[Downloadable!]
Penelope Smith, 2006.
"Bayesian Inference for a Threshold Autoregression with a Unit Root ,"
Melbourne Institute Working Paper Series
wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Jesus Crespo Cuaresma & Adelina Gschwandtner, 2006.
"The competitive environment hypothesis revisited: non-linearity, nonstationarity and profit persistence ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(4), pages 465-472, March.
[Downloadable!] (restricted)
Other versions: Sofiane Hicham Sekioua, 2003.
"The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(1), pages 1-13.
[Downloadable!]
Sofiane Sekioua, 2004.
"The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis ,"
Money Macro and Finance (MMF) Research Group Conference 2003
85, Money Macro and Finance Research Group.
[Downloadable!]
Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006.
"Purchasing Power Parity: The Irish Experience Re-visited ,"
Trinity Economics Papers
tep200615, Trinity College Dublin, Department of Economics.
[Downloadable!]
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