-
1
-
-
0005167657
-
Non-linear adjustment to Purchasing Power Parity in the Post-Bretton Woods era
-
Baum, C.F., Barkoulas, J.T. and Caglayan, M. (2001) Non-linear adjustment to Purchasing Power Parity in the Post-Bretton Woods era, Journal of International Money and Finance, 20, 379-99.
-
(2001)
Journal of International Money and Finance
, vol.20
, pp. 379-399
-
-
Baum, C.F.1
Barkoulas, J.T.2
Caglayan, M.3
-
2
-
-
0000537884
-
Linear and non-linear (non-)forecastability of high-frequency exchange rates
-
Brooks, C. (1997) Linear and non-linear (non-)forecastability of high-frequency exchange rates, Journal of Forecasting, 16, 125-45.
-
(1997)
Journal of Forecasting
, vol.16
, pp. 125-145
-
-
Brooks, C.1
-
3
-
-
0142188031
-
-
NBER Working Paper 9393, National Bureau of Economic Research, Cambridge
-
Cheung, Y. W., Chinn, M. D. and Pascual, A. G. (2002) Empirical exchange rate models of the nineties: Are any fit to survive? NBER Working Paper 9393, National Bureau of Economic Research, Cambridge.
-
(2002)
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
-
-
Cheung, Y.W.1
Chinn, M.D.2
Pascual, A.G.3
-
4
-
-
0142219234
-
Advanced time-series analysis
-
(Eds) C. Dunis and M. Feeny, Woodhead-Faulkner, England
-
Keller, A. (1989) Advanced time-series analysis, in Exchange Rate Forecasting (Eds) C. Dunis and M. Feeny, Woodhead-Faulkner, England.
-
(1989)
Exchange Rate Forecasting
-
-
Keller, A.1
-
5
-
-
0000894103
-
Testing linearity against smooth transition autoregressive models
-
Luukkonen, R., Saikkonen, P. and Teräsvirta, T. (1988) Testing linearity against Smooth Transition Autoregressive Models, Biometrika, 75, 491-99.
-
(1988)
Biometrika
, vol.75
, pp. 491-499
-
-
Luukkonen, R.1
Saikkonen, P.2
Teräsvirta, T.3
-
6
-
-
0033637906
-
Testing for non-linear Granger causality from fundamentals to exchange rates in the ERM
-
Ma, Y. and Kanas, A. (2000) Testing for non-linear Granger causality from fundamentals to exchange rates in the ERM, Journal of International Financial Markets. Institutions and Money, 10, 69-82.
-
(2000)
Journal of International Financial Markets, Institutions and Money
, vol.10
, pp. 69-82
-
-
Ma, Y.1
Kanas, A.2
-
7
-
-
0003828267
-
-
2nd edn, McGraw-Hill Inc., New York, US
-
Montgomery, D. C., Johnson, L. A. and Gardiner, J. S. (1990) Forecasting and Time Series Analysis, 2nd edn, McGraw-Hill Inc., New York, US.
-
(1990)
Forecasting and Time Series Analysis
-
-
Montgomery, D.C.1
Johnson, L.A.2
Gardiner, J.S.3
-
8
-
-
0003045718
-
Nonlinear mean reversion in real exchange rates: Towards a solution to the Purchasing Power Parity puzzles
-
Peel, D., Sarno, L. and Taylor, M. P. (2001) Nonlinear mean reversion in real exchange rates: towards a solution to the Purchasing Power Parity puzzles, International Economic Review, 42, 1015-42.
-
(2001)
International Economic Review
, vol.42
, pp. 1015-1042
-
-
Peel, D.1
Sarno, L.2
Taylor, M.P.3
-
9
-
-
0001864474
-
Modeling non-linearities in real effective exchange rates
-
Sarantis, N. (1999) Modeling non-linearities in real effective exchange rates, Journal of International Money and Finance, 18, 27-45.
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 27-45
-
-
Sarantis, N.1
-
10
-
-
0034100497
-
Real exchange rate behaviour in high inflation countries: Empirical evidence from Turkey, 1980-1997
-
Sarno, L. (2000a) Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997, Applied Economics Letters, 7, 285-91.
-
(2000)
Applied Economics Letters
, vol.7
, pp. 285-291
-
-
Sarno, L.1
-
11
-
-
0034385761
-
Real exchange rate behaviour in the Middle East: A re-examination
-
Sarno, L. (2000b) Real exchange rate behaviour in the Middle East: a re-examination, Economics Letters, 66, 127-36.
-
(2000)
Economics Letters
, vol.66
, pp. 127-136
-
-
Sarno, L.1
-
12
-
-
0034135003
-
Non-linear adjustment, long-run equilibrium and exchange rate fundamentals
-
Taylor, M.P. and Peel, D.A. (2000) Non-linear adjustment, long-run equilibrium and exchange rate fundamentals, Journal of International Money and Finance, 19, 33-53.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 33-53
-
-
Taylor, M.P.1
Peel, D.A.2
-
13
-
-
84923053681
-
Specification, estimation, and evaluation of Smooth Transition Autoregressive Models
-
Teräsvirta, T. (1994) Specification, estimation, and evaluation of Smooth Transition Autoregressive Models, Journal of the American Statistical Association, 89(425), 208-18.
-
(1994)
Journal of the American Statistical Association
, vol.89
, Issue.425
, pp. 208-218
-
-
Teräsvirta, T.1
-
14
-
-
4243822624
-
Characterizing non-linearities in business cycles using smooth transition autoregressive models
-
(Eds) M. H. Pesaran and S. M. Potter, John Wiley and Sons, New York
-
Teräsvirta, T. and Anderson, H. M. (1993) Characterizing non-linearities in business cycles using Smooth Transition Autoregressive Models, in Non-linear Dynamics, Chaos and Econometrics (Eds) M. H. Pesaran and S. M. Potter, John Wiley & Sons, New York, pp. 111-28.
-
(1993)
Non-linear Dynamics, Chaos and Econometrics
, pp. 111-128
-
-
Teräsvirta, T.1
Anderson, H.M.2
-
15
-
-
85045980281
-
Smooth transition autoregressive models: A survey of recent developments
-
Van Dijk, D., Teräsvirta, T. and Franses, P. H. (2002) Smooth Transition Autoregressive models: a survey of recent developments, Econometric Review, 21, 1-47.
-
(2002)
Econometric Review
, vol.21
, pp. 1-47
-
-
Van Dijk, D.1
Teräsvirta, T.2
Franses, P.H.3
|