Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539653 |
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Title: | Nonlinear econometric methods in international economics | ||||||
Author: | Pavlidis, Efthymios |
ISNI:
0000 0004 2705 3743
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Awarding Body: | Lancaster University | ||||||
Current Institution: | Lancaster University | ||||||
Date of Award: | 2009 | ||||||
Availability of Full Text: |
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Abstract: | |||||||
This thesis builds upon recent developments in the areas of international economics, econometrics and computational statistics, to provide a robust framework for specifying, modelling and forecasting real exchange rates. The main research topics addressed are the following. First, the impact of conditional heteroskedas-ticity on linearity tests. Second, the parsimonious modelling and forecasting of the dollar-sterling real exchange rate using a long span of data. Third, the reexamination of the well-documented real exchange rate-consumption anomaly from the viewpoint of nonlinear dynamics. Finally, the relationship between real exchange rate persistence and time-varying trade costs.
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Supervisor: | Not available | Sponsor: | Not available | ||||
Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
EThOS ID: | uk.bl.ethos.539653 | DOI: | Not available | ||||
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