Are real exchange rates nonstationary? Evidence from a panel-data test

被引:200
作者
Wu, YR
机构
关键词
D O I
10.2307/2077966
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:54 / 63
页数:10
相关论文
共 18 条
[1]   PURCHASING POWER PARITY IN THE LONG-RUN [J].
ABUAF, N ;
JORION, P .
JOURNAL OF FINANCE, 1990, 45 (01) :157-174
[2]   DEVIATIONS FROM PURCHASING POWER PARITY IN THE LONG RUN [J].
ADLER, M ;
LEHMANN, B .
JOURNAL OF FINANCE, 1983, 38 (05) :1471-1487
[3]  
Bilson J.F.O., 1978, EC EXCHANGE RATES, P75
[4]   LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].
DICKEY, DA ;
FULLER, WA .
ECONOMETRICA, 1981, 49 (04) :1057-1072
[5]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[6]   REAL EXCHANGE-RATES UNDER THE GOLD STANDARD [J].
DIEBOLD, FX ;
HUSTED, S ;
RUSH, M .
JOURNAL OF POLITICAL ECONOMY, 1991, 99 (06) :1252-1271
[7]   EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].
DORNBUSCH, R .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176
[8]   A REASSESSMENT OF THE RELATIONSHIP BETWEEN REAL EXCHANGE-RATES AND REAL INTEREST-RATES - 1974-1990 [J].
EDISON, HJ ;
PAULS, BD .
JOURNAL OF MONETARY ECONOMICS, 1993, 31 (02) :165-187
[9]   THE COLLAPSE OF PURCHASING POWER PARITIES DURING THE 1970S [J].
FRENKEL, JA .
EUROPEAN ECONOMIC REVIEW, 1981, 16 (01) :145-165
[10]  
FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924