Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do They Matter (for Unit Root Testing)? What are the Most Likely Triggers?
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More about this item
KeywordsExchange rate; unit root; non-stationarity; stationarity; trend; structural breaks;
- 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
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