๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Exchange Rate and Company Failure in a Macro-Micro Model of the UK Company Sector

โœ Scribed by A. W. Goudie and G. Meeks


Book ID
121273254
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
329 KB
Volume
101
Category
Article
ISSN
0013-0133

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A non-linear model of the real US/UK exc
โœ John Creedy; Jenny Lye; Vance L. Martin ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1018 KB

This paper provides a framework for building and estimating non-linear real exchange rate models. The approach derives the stationary distribution from a continuous time error correction model and estimates this by MLE methods. The derived distribution exhibits a wide variety of distributional shape