2009-03-01, English, Article, Report edition: A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(Report) Boutahar, Mohamed; Mootamri, ImeNe; Peguin-Feissolle, Anne

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/204347784
Physical Description
  • Report
  • Magazine/​Journal article
Published
  • Elsevier B.V., 2009 March
Language
  • English

Edition details

Title
  • A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(Report)
Also Titled
  • A fractionally integrated exponential STAR model applied to the US real effective exchange rate.
Appears In
  • Economic Modelling, v.26, no.2, 2009 March, p.335(7) (ISSN: 0264-9993)
Author
  • Boutahar, Mohamed
  • Mootamri, ImeNe
  • Peguin-Feissolle, Anne
Published
  • Elsevier B.V., 2009 March
Physical Description
  • Report
  • Magazine/​Journal article
Subjects
Target Audience
  • Academic
Summary
  • To link to full-text access for this article, visit this link: http:/​/​dx.doi.org/​10.1016/​j.econmod.2008.07.019 Byline: Mohamed Boutahar (a), Imene Mootamri (a), Anne Peguin-Feissolle (b) Keywords: Fractional integration; Non-linearity; STAR models; Long-memory; Real effective exchange rate; Forecasting Abstract: The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing non-linearity and long-memory features. In this context, we use the family of fractionally integrated STAR (FISTAR) models proposed by van Dijk et al. (van Dijk, D., Franses, P.H., and Paap, R., 2002. A non-linear longmemory model with an application to US unemployment. Journal of Econometrics 110, 135-165.) in the case when the transition function is an exponential function and we develop an estimation procedure. Indeed, these models can take into account processes characterized by several distinct dynamic regimes and persistence phenomena. Author Affiliation: (a) GREQAM, Universite de la Mediterranee, France (b) GREQAM, CNRS, France Article History: Accepted 31 July 2008
Terms of Use
  • COPYRIGHT 2009 Elsevier B.V.
Language
  • English
Database
  • Gale Academic OneFile
Identifier
  • 350806059

Get this edition

Via a library membership

Library View online via
Australian Bureau of Statistics. Castles Library.
Australian College of Physical Education. Australian College of Physical Education Library.
Australian Catholic University. Alumni Access.
Australian Catholic University.
Australian Institute of Professional Education.
Australian Lutheran College. Lohe Memorial Library.
Australian School of Management. Perth Campus Library.
Avondale College. Avondale College of Higher Education Sydney Campus Library.
University of Adelaide. Barr Smith Library.
Blue Mountains International Hotel Management School.
Bond University. John and Alison Kearney Library .
Campion College Australia.
Charles Darwin University. Casuarina Campus Library.
Cengage Education.
Christian Heritage College. Christian Heritage College Library.
Deakin University. Deakin University Library.
Edith Cowan University. Edith Cowan University Library.
Australian College of Natural Medicine Pty Ltd. Endeavour College of Natural Health Library.
Excelsia College. Excelsia College Library.
Kaplan Professional. Library.
Fire & Rescue NSW. FRNSW Library.
University of Notre Dame Australia. Galvin Medical Library.
Holmesglen Institute of TAFE. Holmesglen Learning Commons.
International College of Management, Sydney. ICMS Library.
Macquarie University. Macquarie University Library.
Marcus Oldham College. Sir James Darling Resource Centre.
Melbourne Library Service.
Monash University. Monash University Library.
Moore Theological College. Moore Theological College Library.
SA Mental Health Services.
Sydney Missionary and Bible College. J.T.H. Kerr Library.
South Australian Research and Development Institute. South Australian Aquatic Sciences Centre Library.
South Western Sydney Institute of TAFE.
Swinburne University of Technology. Swinburne Library.
Tabor College Victoria.
Tabor Adelaide. Tabor College Library.
The Southport School. Senior Library.
Think: Education Group. Think Education Group Learning Resource Centre.
University of New England. Dixson Library.
University of Canberra. University of Canberra Library.
University of Wollongong. University of Wollongong Library.
University of Queensland. University of Queensland Library. UQ Library Cyberschool.
Catholic Institute of Sydney. Veech Library.
Western Sydney University. Hawkesbury Campus Library.
Show 0 more libraries...
Library View online via
Australian Bureau of Statistics. Castles Library.
University of Canberra. University of Canberra Library.
Show 0 more libraries...
Library View online via
Australian College of Physical Education. Australian College of Physical Education Library.
Australian Catholic University. Alumni Access.
Australian Catholic University.
Australian Institute of Professional Education.
Avondale College. Avondale College of Higher Education Sydney Campus Library.
Blue Mountains International Hotel Management School.
Campion College Australia.
Cengage Education.
Excelsia College. Excelsia College Library.
Kaplan Professional. Library.
Fire & Rescue NSW. FRNSW Library.
International College of Management, Sydney. ICMS Library.
Macquarie University. Macquarie University Library.
Moore Theological College. Moore Theological College Library.
Sydney Missionary and Bible College. J.T.H. Kerr Library.
South Western Sydney Institute of TAFE.
Think: Education Group. Think Education Group Learning Resource Centre.
University of New England. Dixson Library.
University of Wollongong. University of Wollongong Library.
Catholic Institute of Sydney. Veech Library.
Western Sydney University. Hawkesbury Campus Library.
Show 0 more libraries...
Library View online via
Charles Darwin University. Casuarina Campus Library.
Show 0 more libraries...
Library View online via
Bond University. John and Alison Kearney Library .
Christian Heritage College. Christian Heritage College Library.
Australian College of Natural Medicine Pty Ltd. Endeavour College of Natural Health Library.
The Southport School. Senior Library.
University of Queensland. University of Queensland Library. UQ Library Cyberschool.
Show 0 more libraries...
Library View online via
Australian Lutheran College. Lohe Memorial Library.
University of Adelaide. Barr Smith Library.
SA Mental Health Services.
South Australian Research and Development Institute. South Australian Aquatic Sciences Centre Library.
Tabor Adelaide. Tabor College Library.
Show 0 more libraries...
Library View online via
Deakin University. Deakin University Library.
Holmesglen Institute of TAFE. Holmesglen Learning Commons.
Marcus Oldham College. Sir James Darling Resource Centre.
Melbourne Library Service.
Monash University. Monash University Library.
Swinburne University of Technology. Swinburne Library.
Tabor College Victoria.
Show 0 more libraries...

With access conditions

Published in

Some editions of the publication "Economic modelling" are available from these libraries. The edition containing this article ( v.26, no.2, 2009 March, p.335(7) ) may not be available:

None of your libraries hold this item.

These 12 locations in All:

Library Access Call number(s) Formats held Language
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 001665886; Full Text Available; Elsevier SD Freedom Collection - Available from 1999 volume: 16 issue: 1 Periodical; Journal, magazine, other English
Department of Agriculture and Water Resources. Department of Agriculture and Water Resources Library. May not be open to the public Online access only Periodical; Journal, magazine, other English
Edith Cowan University. Edith Cowan University Library. Open to the public Periodical; Journal, magazine, other English
James Cook University. Townsville Campus Library. Open to the public 231778; <231778>; Vol. no. 1 - v. 13, no. 4; Jan. 1984 - Oct. 1996 Periodical; Journal, magazine, other English
Macquarie University. Macquarie University Library. Open to the public 993450010802171; HB141 .E248 Periodical; Journal, magazine, other English
Monash University. Monash University Library. Open to the public 993977801751; 330.0151 E19; v. 1, no. 1 (Jan. 1984) to v. 17, no. 4 (Dec. 2000); OS; YOS-SER Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings Periodical; Journal, magazine, other English
The University of Melbourne. The University of Melbourne Library. Open to the public ECO P 330.028 ECO; v.1-v.17 no.4; 1984-Oct. 2000, Online access. Available for document delivery - restrictions apply. Periodical; Journal, magazine, other English
University of New England. Dixson Library. Open to the public 1153-33060; <1153-33060>; Vol 1. (1994) - Vol. 15 (1998) Periodical; Journal, magazine, other English
University of Queensland. University of Queensland Library. Open to the public .b1862814x; sshp HB1 .E33 : 13(1996)-18(2001); lacking 16:2(1999) Periodical; Journal, magazine, other English
University of Western Australia. University of Western Australia Library. Open to the public 99102835202101; HELD; V. 1-18(1) ; 1984-2001 Periodical; Journal, magazine, other English
University of Wollongong. University of Wollongong Library. Open to the public Online access. Not available for document delivery Periodical; Journal, magazine, other English
Show 0 more libraries...

This single location in Australian Capital Territory:

Library Access Call number(s) Formats held Language
Department of Agriculture and Water Resources. Department of Agriculture and Water Resources Library. May not be open to the public Online access only Periodical; Journal, magazine, other English
Show 0 more libraries...

These 5 locations in New South Wales:

Library Access Call number(s) Formats held Language
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 001665886; Full Text Available; Elsevier SD Freedom Collection - Available from 1999 volume: 16 issue: 1 Periodical; Journal, magazine, other English
Macquarie University. Macquarie University Library. Open to the public 993450010802171; HB141 .E248 Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings Periodical; Journal, magazine, other English
University of New England. Dixson Library. Open to the public 1153-33060; <1153-33060>; Vol 1. (1994) - Vol. 15 (1998) Periodical; Journal, magazine, other English
University of Wollongong. University of Wollongong Library. Open to the public Online access. Not available for document delivery Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.

These 2 locations in Queensland:

Library Access Call number(s) Formats held Language
James Cook University. Townsville Campus Library. Open to the public 231778; <231778>; Vol. no. 1 - v. 13, no. 4; Jan. 1984 - Oct. 1996 Periodical; Journal, magazine, other English
University of Queensland. University of Queensland Library. Open to the public .b1862814x; sshp HB1 .E33 : 13(1996)-18(2001); lacking 16:2(1999) Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.
None of your libraries hold this item.

These 2 locations in Victoria:

Library Access Call number(s) Formats held Language
Monash University. Monash University Library. Open to the public 993977801751; 330.0151 E19; v. 1, no. 1 (Jan. 1984) to v. 17, no. 4 (Dec. 2000); OS; YOS-SER Periodical; Journal, magazine, other English
The University of Melbourne. The University of Melbourne Library. Open to the public ECO P 330.028 ECO; v.1-v.17 no.4; 1984-Oct. 2000, Online access. Available for document delivery - restrictions apply. Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment