Monetary exchange rate model: supportive evidence from nonlinear testing procedures
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More about this item
Keywordsmonetary model; exchange rate; nonlinear; unit root test; linearity test; STAR model;
- 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
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-01 (All new papers)
- NEP-CBA-2008-03-01 (Central Banking)
- NEP-IFN-2008-03-01 (International Finance)
- NEP-MON-2008-03-01 (Monetary Economics)
- NEP-OPM-2008-03-01 (Open Economy Macroeconomics)
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