Stochastic Convergence in the Euro Area
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chung-Fu Lai & Shan-Kai Tsa, 2015. "Diversified Currency Holdings and Exchange Rate Dynamics," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 678-689.
- Gulbahar UCLER & Hale KIRMIZIOGLU, 2015. "The Reasons of Eurozone Sovereign Debt Crisis and an Empirical Analysis over Permanency of the Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 86-96.
More about this item
KeywordsStochastic convergence; Nonlinearity; Unit-root tests; Structural breaks.;
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-EEC-2011-01-03 (European Economics)
- NEP-MON-2011-01-03 (Monetary Economics)
- NEP-OPM-2011-01-03 (Open Economy Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uct:uconnp:2010-32. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark McConnel). General contact details of provider: http://edirc.repec.org/data/deuctus.html .
We have no references for this item. You can help adding them by using this form .