Journal article

Does the Australian dollar real exchange rate display mean reversion

OT Henry, N Olekalns

Journal of International Money and Finance | ELSEVIER SCI LTD | Published : 2002

DOI: 10.1016/S0261-5606(02)00018-9

University of Melbourne Researchers

Citation metrics

17Web of Science
29Scopus
28Dimensions

Keywords

Unit-Root Hypothesis
Semiparametric Estimators
Gold Standard
Great Crash
Oil-Price Shock
Social Sciences
Long-Memory
Business & Economics
Time-Series
Long Range Dependence
Purchasing Power Parity
Autoregressive Approach
Maximum-Likelihood-Estimation
Arfima
Business, Finance
Cointegration Analysis