Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation
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- Burcu Kıran, 2012. "Nonlinearity and Fractional Integration in the US Dollar/Euro Exchange Rate," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(3), pages 325-334, June.
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More about this item
Keywords
Fractional integration; Long memory; Nonlinearity; Real exchange rates; Structural change; Time-series analysis; Foreign exchange rates--Econometric models; Nonlinear theories;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2009-01-24 (Econometric Time Series)
- NEP-IFN-2009-01-24 (International Finance)
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