Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test (Studies in Nonlinear Dynamics & Econometrics 2005)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Erdem Basci, Mehmet Caner Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test Studies in Nonlinear Dynamics & Econometrics 2005 4 - F3, F4 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Bootstrap, Augmented Dickey-Fuller test (ADF) - IMF International Financial Statistics (IFS) Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Italy, Japan, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, UK GAUSS

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.2202/1558-3708.1273 IDEAS: a/bpj/sndecm/v9y2005i4n2.html EconPapers: RePEc:bpj:sndecm:v:9:y:2005:i:4:n:2


Correction: Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" (Studies in Nonlinear Dynamics & Econometrics 2006)

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