A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Bibliographic Data
| ID | 19064629 |
|---|---|
| Authors | Mohamed Boutahar, Imène Mootamri (corresponding author), Anne Péguin-Feissolle |
| Year | 2008 |
| Volume | 26 |
| Issue | 2 |
| Pages | 335-341 |
| Publication date | 2008-09-25 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Economic Modelling (JOURNAL) |
| Journal identifiers | ISSN: 0264-9993 • E-ISSN: 1873-6122 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.econmod.2008.07.019 |
| OpenAlex | W2165909328 |
| Language | EN |
| References cited | 55 |
Astrophysics · Econometrics · Economics · Exchange rate · Exponential function · Long memory · Macroeconomics · Mathematical analysis · Mathematical economics · Physics · Statistical physics · Complex Systems and Time Series Analysis · Market Dynamics and Volatility · Mathematics · Monetary Policy and Economic Impact · Applied Mathematics
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| Citation velocity | historical |
|---|---|
| Highly cited | No |