Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks
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More about this item
Keywords
Real Exchange Rate; Long Memory; Structural Breaks; Spurious; and Tunisia.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2014-03-22 (MENA - Middle East and North Africa)
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