Artikel
Lizenziert
Nicht lizenziert
Erfordert eine Authentifizierung
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"
-
Erdem Basci
Veröffentlicht/Copyright:
7. Mai 2006
This is a corrigendum. We correct the mistakes in Basci and Caner, "Are Real Exchange Rates Nonlinear or Non-stationary? Evidence from a New Threshold Unit Root Test" 2005, vol.9.4, Article 2.
Published Online: 2006-5-7
©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston
Sie haben derzeit keinen Zugang zu diesem Inhalt.
Sie haben derzeit keinen Zugang zu diesem Inhalt.
Artikel in diesem Heft
- Article
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
- Unemployment and Inflation Regimes
- Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
- On the Power of Absolute Convergence Tests
- Replication
- Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"
Artikel in diesem Heft
- Article
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
- Unemployment and Inflation Regimes
- Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
- On the Power of Absolute Convergence Tests
- Replication
- Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"
