English, Article, Journal or magazine article edition: Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion Mario Cerrato; Hyunsok Kim; Ronald MacDonald

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Bookmark: http://trove.nla.gov.au/version/211241
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion
Author
  • Mario Cerrato
  • Hyunsok Kim
  • Ronald MacDonald
Physical Description
  • preprint
Notes
  • The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. The present is a technical Appendix to Cerrato et al. (2009) and presents detailed simulations of the proposed methodology and additional empirical results.
  • unit root tests, threshold autoregressive models, purchasing power parity.
  • RePEc:gla:glaewp:2009_26
Language
  • English
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