Nonlinear Econometric Methods in International Economics.

Lancaster University

Electronic data

11003737.pdf
Final published version, 3.27 MB, PDF document
Available under license: CC BY-ND

Keywords

MiAaPQ, Economics.

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Research output: Thesis › Doctoral Thesis

Unpublished

Standard

Nonlinear Econometric Methods in International Economics. / Pavlidis, Efthymios.
Lancaster: Lancaster University, 2009. 153 p.

Research output: Thesis › Doctoral Thesis

Harvard

Pavlidis, E 2009, 'Nonlinear Econometric Methods in International Economics.', PhD, Lancaster University, Lancaster.

APA

Pavlidis, E. (2009). Nonlinear Econometric Methods in International Economics. [Doctoral Thesis, Lancaster University]. Lancaster University.

Vancouver

Pavlidis E. Nonlinear Econometric Methods in International Economics.. Lancaster: Lancaster University, 2009. 153 p.

Author

Pavlidis, Efthymios. / Nonlinear Econometric Methods in International Economics.. Lancaster : Lancaster University, 2009. 153 p.

Bibtex

@phdthesis{cf5084a77f6d4ad8ae7a697e538b10c4,

title = "Nonlinear Econometric Methods in International Economics.",

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.",

keywords = "MiAaPQ, Economics.",

author = "Efthymios Pavlidis",

note = "Thesis (Ph.D.)--Lancaster University (United Kingdom), 2009.",

year = "2009",

language = "English",

publisher = "Lancaster University",

school = "Lancaster University",

}

RIS

TY - BOOK

T1 - Nonlinear Econometric Methods in International Economics.

AU - Pavlidis, Efthymios

N1 - Thesis (Ph.D.)--Lancaster University (United Kingdom), 2009.

PY - 2009

Y1 - 2009

N2 - 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.

AB - 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.

KW - MiAaPQ

KW - Economics.

M3 - Doctoral Thesis

PB - Lancaster University

CY - Lancaster

ER -

Research

Electronic data

Keywords