Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:58, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system |
scientific article |
Statements
Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (English)
0 references
3 February 2009
0 references
devaluation expectations
0 references
unit root hypothesis
0 references
reflected Brownian motion
0 references
bootstrap inference
0 references
drift-adjustment method
0 references