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Exchange Rate Instability: A Threshold Autoregressive Approach
2 references·0 citing·9 second hop
Exchange Rate Instability: A Threshold Autoregressive Approach (2001)Exchange Rate Instability: A Threshold Au…Does the Australian dollar real exchange rate display mean reversion (2002)Does the Australian dollar re…Australian Economic Growth: Nonlinearities and International Influences (2000)Australian Economic Growth: N…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Impulse response analysis in nonlinear multivariate models (1996)Sample Splitting and Threshold Estimation (2000)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Current account: mean-reverting or random walk behavior? (2004)Efficiency tests of foreign exchange markets for four Asian Countries (2010)Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia (2011)
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  • 2002Does the Australian dollar real exchange rate display mean reversion51 cited
  • 2000Australian Economic Growth: Nonlinearities and International Influences12 cited

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