Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note

C-Tier
Journal: Applied Economics
Year: 2007
Volume: 39
Issue: 19
Pages: 2483-2488

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this article, we apply the recently developed threshold autoregression model to examine both linearity and stationarity of Italy's real exchange rate vis-a-vis her six trading partner (G6) countries. Our main finding is that Italy's real exchange rate is a nonlinear process that is not characterized by a unit root process for five of six trading partner countries. This provides strong support for purchasing power parity.

Technical Details

RePEc Handle
repec:taf:applec:v:39:y:2007:i:19:p:2483-2488
Journal Field
General
Author Count
2
Added to Database
2026-01-26