LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886)
From MaRDI portal
scientific article; zbMATH DE number 2216262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES |
scientific article; zbMATH DE number 2216262 |
Statements
LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (English)
0 references
19 October 2005
0 references
purchasing power parity
0 references
fractional integration
0 references
whittle likelihood estimation
0 references
