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;

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