Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests
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Cited by:
- repec:ebl:ecbull:v:3:y:2008:i:27:p:1-8 is not listed on IDEAS
- Juan Carlos Cuestas & Paulo José Regis, 2008.
"Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives,"
Economics Bulletin,
AccessEcon, vol. 3(27), pages 1-8.
- Juan Carlos Cuestas & Paulo Jose Regis, 2008. "Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives," Working Papers 2008/3, Nottingham Trent University, Nottingham Business School, Economics Division.
- Juan Carlos Cuestas & Estefania Mourelle, 2011.
"Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?,"
Applied Economics,
Taylor & Francis Journals, vol. 43(2), pages 243-258.
- Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," Working Papers 2008/8, Nottingham Trent University, Nottingham Business School, Economics Division.
- HOLMES, Mark J, 2008. "Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 107-118.
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Keywords
Real exchange rates; PPP; Nonlinear ADF; Nonlinear trend stationary;JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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