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Regime (non)stationarity in the US/UK real exchange rate · Study

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ArticleRegime (non)stationarity in the US/UK real exchange rate

Angelos Kanas2005

Article2005

Regime (non)stationarity in the US/UK real exchange rate

Angelos Kanas · Margarita Genius

50 citations·0/0 files stored·Economics Letters

No readable copy stored yet — this record is metadata only.

Monetary Policy and Economic Impact Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 50 citations exist upstream.

References

2000Monetary Policy and Asset Price Volatility 1988Business Cycles and the Exchange Rate System: Some International Evidence 1989Business cycles and the exchange-rate regime 1991Nominal exchange rate regimes and the real exchange rate 1989Empirical Macroeconomics for Interdependent Economies.1994Fixes: Of The Forward Discount Puzzle 1996Fixes: Of the Forward Discount Puzzle 2004Are Asian real exchange rates stationary?

Cited by

2011Markov-switching models and the unit root hypothesis in real US GDP 2007Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach 2010Is the Great Moderation Ending?——UK and US Evidence 2007On real interest rate dynamics and regime switching 2011What do we know about real exchange rate nonlinearities?2012Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests

Details

Year2005

Typearticle

Published2005-04-19

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.econlet.2005.01.009

openalex_workW2082159686

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