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RANDOM WALK COMPONENTS IN OUTPUT AND EXCHANGE RATES: SOME ROBUST TESTS ON UK DATA
Author(s) -
Mills Terence C.,
Taylor Mark P.
Publication year - 1989
Publication title -
bulletin of economic research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.227
H-Index - 29
eISSN - 1467-8586
pISSN - 0307-3378
DOI - 10.1111/j.1467-8586.1989.tb00284.x
Subject(s) - economics , schools of economic thought , business history , financial market , finance , sociology , management , neoclassical economics