Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
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More about this item
KeywordsNon-linearity; chaos; recurrence analysis;
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-10-28 (All new papers)
- NEP-CMP-2003-10-28 (Computational Economics)
- NEP-ETS-2003-10-28 (Econometric Time Series)
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