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Non-Linearity and Non-Stationarity of Exchange Rate Time Series in Three Central-Eastern European Countries Regarding the CHF Currency in 2014 and 2015 Cover

Non-Linearity and Non-Stationarity of Exchange Rate Time Series in Three Central-Eastern European Countries Regarding the CHF Currency in 2014 and 2015

Acta Universitatis Sapientiae, Economics and Business
Volume 4 (2016): Issue 1 (December 2016)
By: Szilárd Madaras and  Lehel Györfy  
Open Access
|Dec 2016
DOI: https://doi.org/10.1515/auseb-2016-0002 | Journal eISSN: 2360-0047
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Language: English
Page range: 33 - 41
Published on: Dec 28, 2016
Published by: Sapientia Hungarian University of Transylvania
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
time series model,
unit root tests,
threshold unit root test,
exchange rates
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures

© 2016 Szilárd Madaras, Lehel Györfy, published by Sapientia Hungarian University of Transylvania
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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