Work

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Year: 2010

Type: article

Source: Annals of Economics and Statistics

DOI: 10.2307/41219172

Authors: Frédérique Bec, Mélika Ben Salem, Marine Carrasco

Institutions: Institut National de la Statistique et des Etudes Economiques, Théorie Économique, Modélisation et Applications, Centre de Recherche en Économie et Statistique, Université de Cergy-Pontoise, Paris-Est Sup, Université Paris-Est Marne-la-Vallée, Université de Montréal

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1548112031

FWCI: 9.329

Cites: 45

Cited by: 43

Related to: 10