Non-linearity versus non-normality in real exchange rate dynamics

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 2
Pages: 200-203

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

We distinguish non-normality from non-linearity in G7 real exchange rate dynamics by correcting the critical values of the Kapetanios et al. [Kapetanios, G., Shin, Y., Snell, A., 2003. Testing for a unit root in the non-linear STAR framework. Journal of Econometrics, 112, 359-379] test for non-normality using the wild bootstrap. Our findings validate non-linear Purchasing Power Parity net of non-normality effects.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:2:p:200-203
Journal Field
General
Author Count
2
Added to Database
2026-01-24