search query: @indexterm EXCHANGE RATES / total: 1242
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| Author: | Sollis, R. Leybourne, S. Newbold, P. |
| Title: | Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates |
| Journal: | Journal of Money, Credit and Banking
2002 : AUG, VOL. 34:3, part 1, p. 686-700 |
| Index terms: | Exchange rates Regression analysis Autoregression |
| Language: | eng |
| Abstract: | The authors analyze the logarithms of observations in 1973-97 on seventeen real exchange rates of industrialized countries against the U.S. dollar, and fourteen against the deutsche mark. They reveal stronger evidence against the unit root null hypothesis than does the usual Dickey-Fuller test. |
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