Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates
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- Burns, Kelly & Moosa, Imad A., 2015. "Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?," Economic Modelling, Elsevier, vol. 50(C), pages 27-39.
- Michael Sager, 2006. "Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 41-61.
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More about this item
Keywords
WP; exchange rate; Nonlinearities; real exchange rates; asymmetry; transition function; WH country; Markov chain; time series; TAR model; advanced country; Purchasing power parity; Exchange rate adjustments; Depreciation; Exchange rates; Asia and Pacific; Western Hemisphere;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2004-04-18 (Econometric Time Series)
- NEP-IFN-2004-04-18 (International Finance)
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