The Yen Real Exchange Rate may be Stationary After All: Evidence from Non-linear Unit-root Tests

By Georgios Chortareas, George Kapetanios. 2004

79 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b37a605db219b592eb40ed22c9572caf43f0962e

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. George Kapetanios
2. Georgios Chortareas
3. M. Pesaran
4. Jushan Bai
5. Mark P. Taylor
6. Brantley Liddle
7. Vasilis Sarafidis
8. D. Xiu

In Finance

1. Georgios Chortareas
2. George Kapetanios
3. M. Pesaran
4. P. Geraats
5. Dong Li
6. S. Ling

Citations in the corpus

• Getting PPP right: Identifying mean-reverting real exchange rates in panels. (2009, background): “10For a recent analysis of the yen real exchange that uncovers evidenc of stationarity taking into account nonlinear behavior see G. E. Chortareas and Kapetanios (2004).”