Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system
From MaRDI portal
Publication:3598349
DOI10.1007/BF02589582zbMath1446.62304MaRDI QIDQ3598349
Publication date: 3 February 2009
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
reflected Brownian motion; bootstrap inference; unit root hypothesis; devaluation expectations; drift-adjustment method
62P20: Applications of statistics to economics
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