Real exchange rate real interest rate relation evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert and Wohar, Mark E.
Real exchange rate real interest rate relation evidence from tests for symmetric and asymmetric threshold cointegration J5276 2006 - 2006 - 139-153 V. 11 Issue. 2
Finance and Economics
Threshold autoregression;Unit root;Asymmetry;
Real exchange rate real interest rate relation evidence from tests for symmetric and asymmetric threshold cointegration J5276 2006 - 2006 - 139-153 V. 11 Issue. 2
Finance and Economics
Threshold autoregression;Unit root;Asymmetry;