Nonlinear Econometric Methods in International Economics.

Pavlidis, Efthymios (2009) Nonlinear Econometric Methods in International Economics. PhD thesis, UNSPECIFIED.

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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.

Item Type:
Thesis (PhD)
Additional Information:
Thesis (Ph.D.)--Lancaster University (United Kingdom), 2009.
Subjects:
ID Code:
133601
Deposited By:
Deposited On:
02 May 2019 16:37
Refereed?:
No
Published?:
Unpublished
Last Modified:
23 Sep 2020 07:49