Dataset - ZBW Journal Data Archive

John Creedy
;
Jenny N. Lye
;
Vance L. Martin

A non-linear model of the real US/UK exchange rate (replication data)

This paper provides a framework for building and estimating non-linear real exchange rate models. The approach derives the stationary distribution from a continuous time error...

DOI:10.15456/jae.2022313.1255364733
- TXT
- clm

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