Verfügbarkeit: Time-Varying Thresholds

Time-Varying Thresholds: An Application to Purchasing Power Parity

This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root...

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1. Verfasser:	Leon, H. L. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2003
Schriftenreihe:	IMF Working Papers Working Paper No. 03/181
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root in the corridor regime. We calculate magnitudes, frequencies, and durations of the deviations of exchange rates from forecasted changes in exchange rates. A key result is asymmetric adjustment. In developing countries, the average cumulative deviation from forecasts during periods when exchange rates are below forecasts is twice the corresponding measure during periods when exchange rates are above forecasts
Beschreibung:	1 Online-Ressource (33 p)
ISBN:	145185921X 9781451859218

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spelling	Leon, H. L. Verfasser aut Time-Varying Thresholds An Application to Purchasing Power Parity Leon, H. L Washington, D.C International Monetary Fund 2003 1 Online-Ressource (33 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 03/181 This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root in the corridor regime. We calculate magnitudes, frequencies, and durations of the deviations of exchange rates from forecasted changes in exchange rates. A key result is asymmetric adjustment. In developing countries, the average cumulative deviation from forecasts during periods when exchange rates are below forecasts is twice the corresponding measure during periods when exchange rates are above forecasts Online-Ausg Najarian, Serineh Sonstige oth http://elibrary.imf.org/view/IMF001/07404-9781451859218/07404-9781451859218/07404-9781451859218.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Leon, H. L. Time-Varying Thresholds An Application to Purchasing Power Parity
title	Time-Varying Thresholds An Application to Purchasing Power Parity
title_auth	Time-Varying Thresholds An Application to Purchasing Power Parity
title_exact_search	Time-Varying Thresholds An Application to Purchasing Power Parity
title_exact_search_txtP	Time-Varying Thresholds An Application to Purchasing Power Parity
title_full	Time-Varying Thresholds An Application to Purchasing Power Parity Leon, H. L
title_fullStr	Time-Varying Thresholds An Application to Purchasing Power Parity Leon, H. L
title_full_unstemmed	Time-Varying Thresholds An Application to Purchasing Power Parity Leon, H. L
title_short	Time-Varying Thresholds
title_sort	time varying thresholds an application to purchasing power parity
title_sub	An Application to Purchasing Power Parity
url	http://elibrary.imf.org/view/IMF001/07404-9781451859218/07404-9781451859218/07404-9781451859218.xml
work_keys_str_mv	AT leonhl timevaryingthresholdsanapplicationtopurchasingpowerparity AT najarianserineh timevaryingthresholdsanapplicationtopurchasingpowerparity

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