Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time
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Cited by:
- Terra, Cristina & Valladares, Frederico, 2010.
"Real exchange rate misalignments,"
International Review of Economics & Finance, Elsevier, vol. 19(1), pages 119-144, January.
- Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003. "Real exchange rate misalignments," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 493, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Cristina Terra & Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frederico Valladares & Cristina Terra, 2004. "Real Exchange Rate Misalignments," Econometric Society 2004 Latin American Meetings 191, Econometric Society.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
- Ahmad Zubaidi Baharumshah & Siew-Voon Soon, 2012. "Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit," Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2921-2933, August.
- Ventosa-Santaulària, Daniel & Noriega, Antonio E., 2015. "Long-run monetary neutrality under stochastic and deterministic trends," Economic Modelling, Elsevier, vol. 47(C), pages 372-382.
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