Time-Varying Thresholds : An Application to Purchasing Power Parity /
This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2003/181 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |