Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies
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More about this item
Keywordspurchasing power parity puzzle; half life; market friction; band threshold autoregressive model; generalized impulse response function;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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