Nonlinearities in exchange rate: evidence from smooth transition regression model
Abstract The purchasing power parity puzzle, exchange rate disconnection to macroeconomic fundamentals and pricing to market are central issues of international macroeconomics. Recent research has suggested that these issues can be presented by nonlinear behaviour. In this dissertation, we examine...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Oulu
2005
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| Online Access: | http://urn.fi/urn:isbn:9514279468 http://nbn-resolving.de/urn:isbn:9514279468 |