Work

Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes

Year: 2008

Type: article

Source: Applied Economics

DOI: 10.1080/00036840701604552

Author: Gawon Yoon

Institution: Kookmin University

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

Funders: Türkiye Atom Enerjisi Kurumu, Kookmin University

OpenAlex ID: W2043534890

FWCI: 2.604

Cites: 42

Cited by: 9

Related to: 10