RATS programs to replicate Michael-Nobay-Peel ESTAR models

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication for Michael, Nobay and Peel(1997), "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation", J. of Political Economy, vol 105, no 4, pp 862-879.

Language: RATS
Requires: RATS 7.00
Keywords: ESTAR; model (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/michaelnobaypeeljpe1997.zip (application/zip)

Related works:
Journal Article: Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00113

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