Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade
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More about this item
KeywordsExchange rate volatility; non-linear flexible inference; production lags; pork exports;
- Q17 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agriculture in International Trade
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2005-04-16 (Risk Management)
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