Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
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More about this item
- 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
- P34 - Economic Systems - - Socialist Institutions and Their Transitions - - - Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-09-08 (All new papers)
- NEP-EEC-2003-09-08 (European Economics)
- NEP-ETS-2003-09-08 (Econometric Time Series)
- NEP-IFN-2003-09-08 (International Finance)
- NEP-TRA-2003-09-08 (Transition Economics)
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