A Bayesian analysis of the unit root in real exchange rates
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Publication:758078
DOI10.1016/0304-4076(91)90014-5zbMath0724.62105OpenAlexW2151645884MaRDI QIDQ758078
Hermann K. Van Dijk, Peter C. Schotman
Publication date: 1991
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/272390
time seriesreal exchange ratesrandom walk hypothesisposterior odds analysisstationary AR(1) processunit root hypothesis
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