Modelling Ireland’s exchange rates : from EMS to EMU
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- Bond, Derek & Harrison, Michael J. & O'Brien, Edward J., 2007. "Modelling Ireland’s exchange rates: from EMS to EMU," Working Paper Series 823, European Central Bank.
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- D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009. "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers 200901, School of Economics, University College Dublin.
- Burcu Kıran, 2012. "Nonlinearity and Fractional Integration in the US Dollar/Euro Exchange Rate," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(3), pages 325-334, June.
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KeywordsPurchasing power parity; Fractional Dickey-Fuller tests; Smooth transition autoregression; Random field regression; Multiple structural changes models; Foreign exchange--Econometric models; Purchasing power parity; Stochastic processes;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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