Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries
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- Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
More about this item
KeywordsExchange rate bubbles; Cointegration test; Error correction models; BRICS;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
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