Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time-Reference-Cited by-同舟云学术

Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time

Published:2008-01 Issue:2 Volume:17 Page:269-278
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Assaf Ata

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

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4. Caner, M., & Kilian, L. (1998). Size distortions and tests of the null hypothesis of stationarity: Evidence and implications for applied work. Discussion paper, University of Michigan.

5. A threshold model for the French franc/Deutschmark exchange rate;Chappell;Journal of Forecasting,1996

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