On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates

1991 ◽  
Vol 38 (4) ◽  
pp. 901 ◽  
Author(s):  
Charles Adams ◽  
Bankim Chadha
Keyword(s):  
Random Walk ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates

scholarly journals A Bayesian analysis of the unit root in real exchange rates

1991 ◽  
Vol 49 (1-2) ◽  
pp. 195-238 ◽  
Author(s):  
Peter Schotman ◽  
Herman K. van Dijk
Keyword(s):  
Bayesian Analysis ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates

On Interpreting the Random Walk Behavior of Nominal and Real Exchange Rates

1991 ◽  
Vol 91 (7) ◽  
pp. 1 ◽  
Author(s):  
Charles Adams ◽  
Bankim Chadha ◽  
◽  
Keyword(s):  
Random Walk ◽  
Exchange Rates ◽  
Real Exchange Rates

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

2004 ◽  
Vol 19 (2) ◽  
pp. 147-170 ◽  
Author(s):  
L. Vanessa Smith ◽  
Stephen Leybourne ◽  
Tae-Hwan Kim ◽  
Paul Newbold
Keyword(s):  
Panel Data ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Unit Root Tests
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