✦ LIBER ✦

Fractional cointegration and real exchange rates

✍ Scribed by Guglielmo Maria Caporale; Luis A. Gil-Alana

Book ID: 116868883
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 154 KB
Volume: 13
Category: Article
ISSN: 1058-3300
DOI: 10.1016/j.rfe.2003.12.001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractional cointegration, long memory, a

Fractional cointegration, long memory, and exchange rate dynamics

✍ Ming-Shiun Pan; Y.Angela Liu 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 95 KB

Cointegration and exchange rate dynamics

✍ David H. Papell 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 846 KB

Fractional Cointegration Analysis of Sec

Fractional Cointegration Analysis of Securitized Real Estate

✍ Camilo Serrano; Martin Hoesli 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 377 KB

Cointegration between exchange rates: a

Cointegration between exchange rates: a generalized linear cointegration model

✍ Yan-Xia Lin; Michael McCrae; Chandra M. Gulati 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 337 KB

The real exchange rate–real interest rat

The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration

✍ Robert Sollis; Mark E. Wohar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB 👁 1 views

## Abstract This paper investigates the existence of threshold cointegration between real exchange rates and real interest rate differentials. Unlike previous work, which generally fails to find evidence of a long‐run relationship employing linear models, we employ tests of the null hypothesis of n

The cointegrating relationship between p

The cointegrating relationship between productivity, real exchange rates and purchasing power parity

✍ Jack Strauss 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 754 KB