Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/47035
Title: Purchasing power parity and nonlinear adjustment
Authors: Pérez Rodríguez, Jorge Vicente 
Ledesma Rodríguez,Francisco 
Torra Porras, S.
UNESCO Clasification: 530406 Dinero y operaciones bancarias
Keywords: Tipos de cambio
Poder adquisitivo
Issue Date: 2009
Publisher: 1350-4851
Journal: Applied Economics Letters 
Abstract: In this article we study the out-of-sample real exchange rate forecasts of an Artificial Neural Network model, an AR model and a random walk model. The results confirm the relevance of nonlinear adjustment in the dynamics of the real exchange rate.
URI: http://hdl.handle.net/10553/47035
ISSN: 1350-4851
DOI: 10.1080/13504850701719645
Source: Applied Economics Letters[ISSN 1350-4851],v. 16, p. 35-38
Appears in Collections:Artículos
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