Are real exchange rates mean reverting? Evidence from a panel of OECD countries
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DOI: 10.1080/13504850701735773
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- Levent, Korap, 2009. "Are real exchange rates mean reverting? Evidence from a panel of OECD countries," MPRA Paper 19527, University Library of Munich, Germany.
References listed on IDEAS
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Citations
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Cited by:
- Raihan, Selim & Abdullah, S M & Barkat, Aroni & Siddiqua, Salina, 2017. "Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach," MPRA Paper 77172, University Library of Munich, Germany.
- Tuck Cheong Tang & Venus Khim-Sen Liew, 2009. "Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates," Monash Economics Working Papers 29-09, Monash University, Department of Economics.
- Ramkishen S. Rajan, 2011.
"Management of Exchange Rate Regimes in Emerging Asia,"
Macroeconomics Working Papers
23214, East Asian Bureau of Economic Research.
- Rajan, Ramkishen, 2011. "Management of Exchange Rate Regimes in Emerging Asia," ADBI Working Papers 322, Asian Development Bank Institute.
- Ramkishen S. Rajan, 2011. "Management of Exchange Rate Regimes in Emerging Asia," Governance Working Papers 23214, East Asian Bureau of Economic Research.
- Akarim, Yasemin Deniz & Sevim, Serafettin, 2013. "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, vol. 31(C), pages 453-459.
More about this item
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F31 - International Economics - - International Finance - - - Foreign Exchange
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