The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?
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- Fakhri Hasanov, 2012. "The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?," Working Papers 2012-005, The George Washington University, Department of Economics, Research Program on Forecasting.
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Keywords
Asymmetric adjustment; Threshold autoregressive; Momentum-threshold autoregressive; Exchange Rate; Non-oil Export; Azerbaijan Economy;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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