Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"

Erdem Basci 1 , 1 , Mehmet Caner 2 , 2 ,  und Gawon Yoon 3 , 3
  • 1 Central Bank of Turkey
  • 2 University of Pittsburgh, Department of Economics
  • 3 Kookmin University, School of Economics

This is a corrigendum. We correct the mistakes in Basci and Caner, "Are Real Exchange Rates Nonlinear or Non-stationary? Evidence from a New Threshold Unit Root Test" 2005, vol.9.4, Article 2.

    • Revised data and code
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SNDE recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published.