Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries
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- Mariam Camarero & Juan Carlos Cuestas & Javier Ordonez, 2008. "Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 30-46.
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Citations
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Cited by:
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Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 87-94.
- Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Juan Carlos Cuestas & Paulo José Regis, 2008.
"Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives,"
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- Juan Carlos Cuestas & Paulo Jose Regis, 2008. "Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives," NBS Discussion Papers in Economics 2008/3, Economics, Nottingham Business School, Nottingham Trent University.
- Juan Carlos Cuestas & Estefania Mourelle, 2011.
"Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?,"
Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 243-258.
- Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," NBS Discussion Papers in Economics 2008/8, Economics, Nottingham Business School, Nottingham Trent University.
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More about this item
Keywords
purchasing power parity; real exchange rate; unit roots; structural change; nonlinearity;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-IFN-2007-01-23 (International Finance)
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