The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing

C-Tier

Journal: Journal of Macroeconomics

Year: 2008

Volume: 30

Issue: 4

Pages: 1641-1650

Authors (2)

Bekiros, Stelios D. (not in RePEc) Diks, Cees G.H. (Universiteit van Amsterdam)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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