Mean reversion in the real exchange rates

By L. Gil‐Alana. 2000

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a06b4e1f06b17fe29da5a78b5493846ce4e03175

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. L. Gil‐Alana
2. Gang Li
3. Haiyan Song

In Finance

1. L. Gil‐Alana
2. Gang Li
3. Haiyan Song
4. Christian L. E. Franzke

Citations in the corpus

• Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques (2005, methodology): “This version of the tests of Robinson (1994a) was used in empirical applications in Gil-Alana and Robinson (1997) and Gil-Alana (2000), and other versions of his tests based on seasonal and cyclical data can be found, respectively, in Gil-Alana and Robinson (2001) and Gil-Alana (2001a).”