-
1
-
-
84977737410
-
Purchasing power in the long run
-
Abuaf, N and Jorion, P. (1990) Purchasing power in the long run Journal of Finance, 45, pp. 157 - 174.
-
(1990)
Journal of Finance
, vol.45
, pp. 157-174
-
-
Abuaf, N.1
Jorion, P.2
-
2
-
-
10144223278
-
Productivity and the euro-dollar exchange rate puzzle
-
NBER Working Paper #8824
-
Alquist, R and Chinn, HD. Productivity and the euro-dollar exchange rate puzzle. 2000. In NBER Working Paper #8824 [pp.].
-
(2000)
-
-
Alquist, R.1
Chinn, H.D.2
-
5
-
-
0001399205
-
The Purchasing Power Parity doctrine: A reappraisal
-
Balassa, B. (1964) The Purchasing Power Parity doctrine: A reappraisal Journal of Political Economy, 72, pp. 584 - 596.
-
(1964)
Journal of Political Economy
, vol.72
, pp. 584-596
-
-
Balassa, B.1
-
7
-
-
49149136203
-
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
-
Beveridge, S and Nelson, CR. (1991) A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle Journal of Monetary Economics, 7, pp. 151 - 174.
-
(1991)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
8
-
-
85071343664
-
A test for independence based on the correlation dimension
-
Brock, W and Dechert, D and Sheinkman, J and LeBaron, B. (1996) A test for independence based on the correlation dimension Econometric Reviews, 15, pp. 197 - 235.
-
(1996)
Econometric Reviews
, vol.15
, pp. 197-235
-
-
Brock, W.1
Dechert, D.2
Sheinkman, J.3
LeBaron, B.4
-
9
-
-
0003955994
-
Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries
-
NBER Working Paper #5676
-
Canzoneri, MB and Cumby, RE and Diba, B. Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries. 1996. In NBER Working Paper #5676 [pp.].
-
(1996)
-
-
Canzoneri, M.B.1
Cumby, R.E.2
Diba, B.3
-
10
-
-
0009532682
-
Trends in European productivity: Implications for real exchange rates, real interest rates and inflation differentials
-
Oesterreichische Nationalbank Working Paper #27
-
Canzoneri, M and Cumby, RE and Diba, B and Eudey, G. Trends in European productivity: Implications for real exchange rates, real interest rates and inflation differentials. 1998. In Oesterreichische Nationalbank Working Paper #27 [pp.].
-
(1998)
-
-
Canzoneri, M.1
Cumby, R.E.2
Diba, B.3
Eudey, G.4
-
11
-
-
4344621088
-
An unbiased appraisal of purchasing power parity
-
Cashin, P and McDermott, CJ. (2003) An unbiased appraisal of purchasing power parity IMF Staff Papers, 50, pp. 321 - 351.
-
(2003)
IMF Staff Papers
, vol.50
, pp. 321-351
-
-
Cashin, P.1
McDermott, C.J.2
-
12
-
-
0000832141
-
Abnormal deviations in international exchanges
-
Cassel, G. (1918) Abnormal deviations in international exchanges Economic Journal, 28, pp. 413 - 415.
-
(1918)
Economic Journal
, vol.28
, pp. 413-415
-
-
Cassel, G.1
-
14
-
-
12844265211
-
Does aggregation bias explain the PPP puzzle?
-
NBER Working Paper #10304
-
Chen, S-S and Engel, C. Does aggregation bias explain the PPP puzzle?. 2004. In NBER Working Paper #10304 [pp.].
-
(2004)
-
-
Chen, S.-S.1
Engel, C.2
-
15
-
-
0142170961
-
Commodity currencies and empirical exchange rate puzzles
-
International Monetary Fund Working Paper #WP/02/27
-
Chen, Y-C and Rogoff, K. Commodity currencies and empirical exchange rate puzzles. 2002. In International Monetary Fund Working Paper #WP/02/ 27 [pp.].
-
(2002)
-
-
Chen, Y.-C.1
Rogoff, K.2
-
16
-
-
0035038736
-
Market structure and the persistence of sectoral real exchange rates
-
Cheung, Y-W and Chinn, MD and Fujii, E. (1999) Market structure and the persistence of sectoral real exchange rates International Journal of Finance and Economics, 6, pp. 95 - 114.
-
(1999)
International Journal of Finance and Economics
, vol.6
, pp. 95-114
-
-
Cheung, Y.-W.1
Chinn, M.D.2
Fujii, E.3
-
17
-
-
0001728763
-
Long-run Purchasing Power Parity during the recent float
-
Cheung, Y-W and Lai, KS. (1993) Long-run Purchasing Power Parity during the recent float Journal of International Economics, 34, pp. 181 - 192.
-
(1993)
Journal of International Economics
, vol.34
, pp. 181-192
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
18
-
-
0033998054
-
On cross-country differences in the persistence of real exchange rates
-
Cheung, Y-W and Lai, KS. (2000) On cross-country differences in the persistence of real exchange rates Journal of International Economics, 50, pp. 375 - 397.
-
(2000)
Journal of International Economics
, vol.50
, pp. 375-397
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
19
-
-
0009766518
-
The usual suspects: Productivity and demand shocks and Asia-Pacific real exchange rates
-
Oesterreichische Nationalbank Working Paper # 31
-
Chinn, MD. The usual suspects: Productivity and demand shocks and Asia-Pacific real exchange rates. 1998. In Oesterreichische Nationalbank Working Paper # 31 [pp.].
-
(1998)
-
-
Chinn, M.D.1
-
20
-
-
10144240099
-
The empirical determinants of the euro: Short and long run perspectives
-
Paper Prepared for the Deutsche Bundesbank Conference, Equilibrium Exchange Rates of the Euro
-
Chinn, MD. The empirical determinants of the euro: Short and long run perspectives. 2000. In Paper Prepared for the Deutsche Bundesbank Conference, Equilibrium Exchange Rates of the Euro [pp.].
-
(2000)
-
-
Chinn, M.D.1
-
21
-
-
0003973487
-
Real exchange rate levels, productivity and demand shocks: Evidence from a panel of fourteen countries
-
IMF Working Paper #WP/97/66
-
Chinn, MD and Johnston, L. Real exchange rate levels. 1997. In productivity and demand shocks: Evidence from a panel of fourteen countries, IMF Working Paper #WP/97/66 [pp.].
-
(1997)
-
-
Chinn, M.D.1
Johnston, L.2
-
22
-
-
0031475350
-
The term structure of forward exchange rate premiums and the forecastability of spot exchange rates: Correcting the errors
-
Clarida, RH and Taylor, MP. (1997) The term structure of forward exchange rate premiums and the forecastability of spot exchange rates: correcting the errors Review of Economics and Statistics, 79, pp. 353 - 370.
-
(1997)
Review of Economics and Statistics
, vol.79
, pp. 353-370
-
-
Clarida, R.H.1
Taylor, M.P.2
-
23
-
-
0012965667
-
The determinants of the euro-dollar exchange rate: Synthetic fundamentals and a non-existing currency
-
Bundesbank Discussion Paper 2/00
-
Closterman, J and Schnatz, B. The determinants of the euro-dollar exchange rate: Synthetic fundamentals and a non-existing currency. 2000. In Bundesbank Discussion Paper 2/00 [pp.].
-
(2000)
-
-
Closterman, J.1
Schnatz, B.2
-
24
-
-
13944257064
-
Long-run Purchasing Power Parity and the theory of general relativity: The first tests
-
Coakley, J and Flood, RP and Fuertes, A-M and Taylor, MP. (2005) Long-run Purchasing Power Parity and the theory of general relativity: the first tests Journal of International Money and Finance, 24, pp. 293 - 316.
-
(2005)
Journal of International Money and Finance
, vol.24
, pp. 293-316
-
-
Coakley, J.1
Flood, R.P.2
Fuertes, A.-M.3
Taylor, M.P.4
-
25
-
-
31744432358
-
Persistence in law-of-one-price deviations: Evidence from micro-data
-
Vanderbilt University
-
Crucini, MJ and Shintani, M.(2001) Persistence in law-of-one-price deviations: Evidence from micro-data. In mimeo. Vanderbilt University.
-
(2001)
Mimeo
-
-
Crucini, M.J.1
Shintani, M.2
-
26
-
-
31744440865
-
Cross-sectional variation in European real exchange rates: 1975-1990
-
Vanderbilt University
-
Crucini, MJ and Telmer, CI and Zachariadis, M.(2000) Cross-sectional variation in European real exchange rates: 1975-1990. In mimeo. Vanderbilt University.
-
(2000)
Mimeo
-
-
Crucini, M.J.1
Telmer, C.I.2
Zachariadis, M.3
-
27
-
-
30944458081
-
Exchange rate determination and inter-market order flow effects
-
LSE Financial Markets Group
-
Daníelsson, J and Payne, R and Luo, J.(2002) Exchange rate determination and inter-market order flow effects. In mimeo. LSE Financial Markets Group.
-
(2002)
Mimeo
-
-
Daníelsson, J.1
Payne, R.2
Luo, J.3
-
28
-
-
0003519686
-
Terms of trade, productivity and the real exchange rate
-
NBER Working Paper #4807
-
DeGregorio, J and Wolf, H. Terms of trade, productivity and the real exchange rate. 1994. In NBER Working Paper #4807 [pp.].
-
(1994)
-
-
DeGregorio, J.1
Wolf, H.2
-
29
-
-
0035009386
-
More evidence in favor of the Balassa-Samuelson hypothesis
-
DeLoach, S. (2001) More evidence in favor of the Balassa-Samuelson hypothesis Review of International Economics, 9, pp. 336 - 342.
-
(2001)
Review of International Economics
, vol.9
, pp. 336-342
-
-
DeLoach, S.1
-
31
-
-
0002158185
-
Testing the adequacy of smooth transition autoregressive models
-
Eitrheim, Ø and Teräsvirta, T. (1996) Testing the adequacy of smooth transition autoregressive models Journal of Econometrics, 74, pp. 59 - 75.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 59-75
-
-
Eitrheim, Ø.1
Teräsvirta, T.2
-
33
-
-
0035628134
-
Long run Purchasing Power Parity with asymmetric adjustment
-
Enders, W and Dibooglu, S. (2001) Long run Purchasing Power Parity with asymmetric adjustment Southern Economic Journal, 68, pp. 433 - 445.
-
(2001)
Southern Economic Journal
, vol.68
, pp. 433-445
-
-
Enders, W.1
Dibooglu, S.2
-
34
-
-
43949170301
-
Real exchange rates and relative prices: An empirical investigation
-
Engel, C. (1993) Real exchange rates and relative prices: An empirical investigation Journal of Monetary Economics, 32, pp. 35 - 50.
-
(1993)
Journal of Monetary Economics
, vol.32
, pp. 35-50
-
-
Engel, C.1
-
35
-
-
0003859581
-
Non-linear cointegration and non-linear error correction models
-
Working Papers Series in Statistics and Econometrics
-
Escribano, A and Mira, S. Non-linear cointegration and non-linear error correction models. 1996. In Working Papers Series in Statistics and Econometrics, 96-54 [pp.].
-
(1996)
, pp. 96-154
-
-
Escribano, A.1
Mira, S.2
-
37
-
-
0036187547
-
Order flow and exchange rate dynamics
-
Evans, M and Lyons, RK. (2002) Order flow and exchange rate dynamics Journal of Political Economy, 110, pp. 170 - 180.
-
(2002)
Journal of Political Economy
, vol.110
, pp. 170-180
-
-
Evans, M.1
Lyons, R.K.2
-
38
-
-
0001841085
-
Long-run determinants of the real exchange rate: A stock-low perspective
-
IMF Staff Papers
-
Faruqee, H. Long-run determinants of the real exchange rate: A stock-low perspective. 1995. In IMF Staff Papers [pp. 80 - 107].
-
(1995)
, pp. 80-107
-
-
Faruqee, H.1
-
40
-
-
0008355492
-
An empirical examination of long-run Purchasing Power Parity as a Theory of international commodity arbitrage
-
Fraser, P and Webster, A and Taylor, MP. (1991) An empirical examination of long-run Purchasing Power Parity as a Theory of international commodity arbitrage Applied Economics, 23, pp. 1749 - 1760.
-
(1991)
Applied Economics
, vol.23
, pp. 1749-1760
-
-
Fraser, P.1
Webster, A.2
Taylor, M.P.3
-
41
-
-
0042253195
-
Perspectives on PPP and long-run real exchange rates
-
NBER Working Paper #4952
-
Froot, KA and Rogoff, K. Perspectives on PPP and long-run real exchange rates. 1994. In NBER Working Paper #4952 [pp.].
-
(1994)
-
-
Froot, K.A.1
Rogoff, K.2
-
42
-
-
0004089301
-
Co-integrated variables and error correcting models
-
UCSD Discussion Paper
-
Granger, CWJ. Co-integrated variables and error correcting models. 1993. In UCSD Discussion Paper [pp.].
-
(1993)
-
-
Granger, C.W.J.1
-
44
-
-
0004050862
-
-
Cambridge: James Nisbet and Cambridge University Press
-
Harrod, R.(1933) International Economics. Cambridge: James Nisbet and Cambridge University Press.
-
(1933)
International Economics
-
-
Harrod, R.1
-
46
-
-
3543077239
-
PPP strikes back: Aggregation and the real exchange rate
-
NBER Working Paper #9372
-
Imbs, J and Mumtaz, H and Ravn, MO and Rey, H. PPP strikes back: aggregation and the real exchange rate. 2002. In NBER Working Paper #9372 [pp.].
-
(2002)
-
-
Imbs, J.1
Mumtaz, H.2
Ravn, M.O.3
Rey, H.4
-
47
-
-
0345774560
-
The information technology revolution
-
International Monetary Fund
-
International Monetary Fund. (2001) The information technology revolution IMF World Economic Outlook.
-
(2001)
IMF World Economic Outlook
-
-
-
48
-
-
31744437665
-
The rise of the sterling exchange rate
-
International Monetary Fund. March IMF Country Report #02/46
-
International Monetary Fund. The rise of the sterling exchange rate. March2002. In In United Kingdom: Selected issues, IMF Country Report #02/ 46 [pp.].
-
(2002)
United Kingdom: Selected Issues
-
-
-
49
-
-
0013305288
-
Economic growth and real exchange rates: An overview of the Balassa-Samuelson hypothesis in Asia
-
NBER Working Paper #5979
-
Ito, T and Isard, P and Symansky, S. Economic growth and real exchange rates: An overview of the Balassa-Samuelson hypothesis in Asia. 1997. In NBER Working Paper #5979 [pp.].
-
(1997)
-
-
Ito, T.1
Isard, P.2
Symansky, S.3
-
50
-
-
0001435150
-
How far can we push the law of one price
-
Isard, P. (1977) How far can we push the law of one price American Economic Review, 67, pp. 942 - 948.
-
(1977)
American Economic Review
, vol.67
, pp. 942-948
-
-
Isard, P.1
-
51
-
-
0345510809
-
Statistical analysis of cointegrating vectors
-
Johansen, S. (1988) Statistical analysis of cointegrating vectors Journal of Economic Dynamics and Control, 12, pp. 231 - 254.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 231-254
-
-
Johansen, S.1
-
52
-
-
0037403617
-
Why is it so difficult to beat the random walk forecast of exchange rates?
-
Kilian, L and Taylor, MP. (2002) Why is it so difficult to beat the random walk forecast of exchange rates? Journal of International Economics, 60, pp. 85 - 107.
-
(2002)
Journal of International Economics
, vol.60
, pp. 85-107
-
-
Kilian, L.1
Taylor, M.P.2
-
53
-
-
0000061757
-
International comparisons of pricing-to-market behavior
-
Knetter, MM. (1993) International comparisons of pricing-to-market behavior American Economic Review, 83, pp. 473 - 486.
-
(1993)
American Economic Review
, vol.83
, pp. 473-486
-
-
Knetter, M.M.1
-
54
-
-
0012918117
-
Tracking the Euro
-
OECD Economics Department Working Paper #298
-
Koen, V and Boone, L and de Serres, A and Fuchs, N. Tracking the Euro. 2001. In OECD Economics Department Working Paper #298 [pp.].
-
(2001)
-
-
Koen, V.1
Boone, L.2
de Serres, A.3
Fuchs, N.4
-
55
-
-
31744433364
-
Asymmetric adjustment and non-linear dynamics in real exchange rates
-
IMF Working Paper WP/03/159
-
Leon, H and Najarian, S. Asymmetric adjustment and non-linear dynamics in real exchange rates. 2003. In IMF Working Paper WP/03/159 [pp.].
-
(2003)
-
-
Leon, H.1
Najarian, S.2
-
56
-
-
31744448760
-
Modelling mortgage rate changes with a smooth transition error-correction model
-
Bank of Canada Working Paper #2001-23
-
Liu, Y. Modelling mortgage rate changes with a smooth transition error-correction model. 2001. In Bank of Canada Working Paper #2001-23 [pp.].
-
(2001)
-
-
Liu, Y.1
-
57
-
-
0030480824
-
Real exchange rate behavior: The recent float from the perspective of the past two centuries
-
Lothian, JR and Taylor, MP. (1996) Real exchange rate behavior: The recent float from the perspective of the past two centuries Journal of Political Economy, 104, pp. 488 - 509.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 488-509
-
-
Lothian, J.R.1
Taylor, M.P.2
-
59
-
-
13944275150
-
Real exchange rates over the last two centuries: How important is the Harrod-Balassa-Samuelson effect?
-
University of Warwick
-
Lothian, JR and Taylor, MP.(2004) Real exchange rates over the last two centuries: How important is the Harrod-Balassa-Samuelson effect?. In mimeo. University of Warwick.
-
(2004)
Mimeo
-
-
Lothian, J.R.1
Taylor, M.P.2
-
60
-
-
0013148655
-
Interest rates and currency prices in a two-country
-
Lucas, RE. (1982) Interest rates and currency prices in a two-country World Journal of Monetary Economics, 10, pp. 335 - 359.
-
(1982)
World Journal of Monetary Economics
, vol.10
, pp. 335-359
-
-
Lucas, R.E.1
-
61
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out of sample?
-
Meese, RA and Rogoff, K. (1983a) Empirical exchange rate models of the seventies: Do they fit out of sample? Journal of International Economics, 14, pp. 3 - 24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
62
-
-
0001851162
-
The out-of-sample failure of empirical exchange rate models: Sampling error or misspecification?
-
Chicago: University of Chicago Press. (Ed.)
-
Meese, RA and Rogoff, K.(1983b) The out-of-sample failure of empirical exchange rate models: Sampling error or misspecification?. In Exchange Rates and International Economics. Chicago: University of Chicago Press. (Ed.)
-
(1983)
Exchange Rates and International Economics
-
-
Meese, R.A.1
Rogoff, K.2
-
63
-
-
0000017295
-
Transactions costs and non-linear adjustment in real exchange rates: An empirical investigation
-
Michael, P and Nobay, AR and Peel, DA. (1997) Transactions costs and non-linear adjustment in real exchange rates: An empirical investigation The Journal of Political Economy, 105, pp. 862 - 879.
-
(1997)
The Journal of Political Economy
, vol.105
, pp. 862-879
-
-
Michael, P.1
Nobay, A.R.2
Peel, D.A.3
-
65
-
-
0038732748
-
The bigger they are, the harder they fall: How price differences across US cities are arbitraged
-
NBER Working Paper #6089
-
O'Connell, PGJ and Wei, S-J. The bigger they are, the harder they fall: How price differences across US cities are arbitraged. 1997. In NBER Working Paper #6089 [pp.].
-
(1997)
-
-
O'Connell, P.G.J.1
Wei, S.-J.2
-
66
-
-
31744436004
-
The rise of the yen vis-à-vis the (synthetic) euro: Is it supported by economic fundamentals?
-
European Central Bank Working Paper #224
-
Osbat, C and Rüffer, R and Schnatz, B. The rise of the yen vis-à-vis the (synthetic) euro: Is it supported by economic fundamentals?. 2003. In European Central Bank Working Paper #224 [pp.].
-
(2003)
-
-
Osbat, C.1
Rüffer, R.2
Schnatz, B.3
-
67
-
-
0000619128
-
Tests for specification errors in classical linear least squares regression analysis
-
Series B
-
Ramsey, JB. (1969) Tests for specification errors in classical linear least squares regression analysis Journal of the Royal Statistical Society, 31, pp. 350 - 371. Series B
-
(1969)
Journal of the Royal Statistical Society
, vol.31
, pp. 350-371
-
-
Ramsey, J.B.1
-
68
-
-
31744437319
-
Some evidence on commodity arbitrage and the law of one price
-
Richardson, JD. (1978) Some evidence on commodity arbitrage and the law of one price Journal of International Economics, 38, pp. 339 - 360.
-
(1978)
Journal of International Economics
, vol.38
, pp. 339-360
-
-
Richardson, J.D.1
-
69
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogoff, K. (1996) The purchasing power parity puzzle Journal of Economic Literature, 34, pp. 647 - 668.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogoff, K.1
-
70
-
-
0004248405
-
The law of one price over 700 years
-
IMF Working Paper #WP/01/174
-
Rogoff, K and Froot, KA and Kim, M. The law of one price over 700 years. 2001. In IMF Working Paper #WP/01/174 [pp.].
-
(2001)
-
-
Rogoff, K.1
Froot, K.A.2
Kim, M.3
-
72
-
-
33644788827
-
Order flow and exchange rate forecasting
-
University of Warwick
-
Sager, MJ and Taylor, MP.(2005) Order flow and exchange rate forecasting. In mimeo. University of Warwick.
-
(2005)
Mimeo
-
-
Sager, M.J.1
Taylor, M.P.2
-
74
-
-
30844442295
-
The microstructure of the foreign-exchange market: A selective survey of the literature
-
Sarno, L and Taylor, MP. (2001) The microstructure of the foreign-exchange market: A selective survey of the literature Princeton Studies in International Economics, 89.
-
(2001)
Princeton Studies in International Economics
, vol.89
-
-
Sarno, L.1
Taylor, M.P.2
-
75
-
-
84924490657
-
The economics of exchange rates
-
Cambridge: Cambridge University Press
-
Sarno, L and Taylor, MP.(2002) The economics of exchange rates. In. Cambridge: Cambridge University Press.
-
(2002)
-
-
Sarno, L.1
Taylor, M.P.2
-
76
-
-
31744450573
-
Non-linear dynamics in deviations from the law of one price: A broad-based empirical study
-
CEPR Discussion Paper #3377
-
Sarno, L and Taylor, MP and Chowdhury, I. Non-linear dynamics in deviations from the law of one price: A broad-based empirical study. 2002. In CEPR Discussion Paper #3377 [pp.].
-
(2002)
-
-
Sarno, L.1
Taylor, M.P.2
Chowdhury, I.3
-
77
-
-
31744450035
-
Productivity and the (synthetic) euro-dollar exchange rate
-
European Central Bank Working Paper #225
-
Schnatz, B and Vijselaar, F and Osbat, C. Productivity and the (synthetic) euro-dollar exchange rate. 2003. In European Central Bank Working Paper #225 [pp.].
-
(2003)
-
-
Schnatz, B.1
Vijselaar, F.2
Osbat, C.3
-
78
-
-
0001608293
-
A theory of exchange rate determination
-
Stockman, AC. (1980) A theory of exchange rate determination Journal of Political Economy, 88, pp. 673 - 698.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 673-698
-
-
Stockman, A.C.1
-
79
-
-
0012797661
-
Potential pitfalls for the Purchasing Power Parity puzzle? Sampling and specification biases in mean reversion tests of the law of one price
-
NBER Working Paper #7577
-
Taylor, AM. Potential pitfalls for the Purchasing Power Parity puzzle? Sampling and specification biases in mean reversion tests of the law of one price. 2000. In NBER Working Paper #7577 [pp.].
-
(2000)
-
-
Taylor, A.M.1
-
82
-
-
84948866113
-
An empirical analysis of long-run Purchasing Power Parity using cointegration techniques
-
Taylor, MP. (1988) An empirical analysis of long-run Purchasing Power Parity using cointegration techniques Applied Economics, 20, pp. 1369 - 1381.
-
(1988)
Applied Economics
, vol.20
, pp. 1369-1381
-
-
Taylor, M.P.1
-
83
-
-
5744254483
-
On unit roots and real exchange rates: Empirical evidence and Monte Carlo analysis
-
Taylor, MP. (1990) On unit roots and real exchange rates: Empirical evidence and Monte Carlo analysis Applied Economics, 22, pp. 1311 - 1321.
-
(1990)
Applied Economics
, vol.22
, pp. 1311-1321
-
-
Taylor, M.P.1
-
84
-
-
0001795161
-
The economics of exchange rates
-
Taylor, MP. (1995) The economics of exchange rates Journal of Economic Literature, 33, pp. 13 - 47.
-
(1995)
Journal of Economic Literature
, vol.33
, pp. 13-47
-
-
Taylor, M.P.1
-
86
-
-
12844268424
-
Long-run Purchasing Power Parity in the 1920s
-
Taylor, MP and McMahon, PC. (1988) Long-run Purchasing Power Parity in the 1920s European Economic Review, 32, pp. 179 - 197.
-
(1988)
European Economic Review
, vol.32
, pp. 179-197
-
-
Taylor, M.P.1
McMahon, P.C.2
-
87
-
-
0034135003
-
Non-linear adjustment, long-run equilibrium and exchange rate fundamentals
-
Taylor, MP and Peel, DA. (2000) Non-linear adjustment, long-run equilibrium and exchange rate fundamentals Journal of International Money and Finance, 19, pp. 33 - 53.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 33-53
-
-
Taylor, M.P.1
Peel, D.A.2
-
88
-
-
0003045718
-
Non-linear mean reversion in real exchange rates: Towards a solution to the Purchasing Power Parity puzzles
-
Taylor, MP and Peel, DA and Sarno, L. (2001) Non-linear mean reversion in real exchange rates: Towards a solution to the Purchasing Power Parity puzzles International Economic Review, 42, pp. 1015 - 1042.
-
(2001)
International Economic Review
, vol.42
, pp. 1015-1042
-
-
Taylor, M.P.1
Peel, D.A.2
Sarno, L.3
-
89
-
-
84923053681
-
Specification, estimation and evaluation of smooth transition autoregressive model
-
Teräsvirta, T. (1994) Specification, estimation and evaluation of smooth transition autoregressive model Journal of the American Statistical Association, 89, pp. 208 - 218.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 208-218
-
-
Teräsvirta, T.1
-
90
-
-
0003355455
-
Modelling economic relationships with smooth transition regressions
-
New York: Marcel Dekker. (Eds)
-
Teräsvirta, T.(1998) Modelling economic relationships with smooth transition regressions. In Handbook of Applied Economic Statistics. (pp. 507 - 52).New York: Marcel Dekker. (Eds)
-
(1998)
Handbook of Applied Economic Statistics
, pp. 507-552
-
-
Teräsvirta, T.1
-
91
-
-
84986414326
-
Characterising non-linearities in business cycles using smooth transition autoregressive models
-
Teräsvirta, T and Anderson, HM. (1992) Characterising non-linearities in business cycles using smooth transition autoregressive models Journal of Applied Econometrics, 7, pp. 119 - 136.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 119-136
-
-
Teräsvirta, T.1
Anderson, H.M.2
-
93
-
-
0002527329
-
Non-linear error correction models for interest rates in the Netherlands
-
Cambridge: Cambridge University Press. (Eds)
-
Van Dijk, D and Franses, PH.(2000) Non-linear error correction models for interest rates in the Netherlands. In Non-Linear Econometric Modelling in Time Series Analysis. Cambridge: Cambridge University Press. (Eds)
-
(2000)
Non-Linear Econometric Modelling in Time Series Analysis
-
-
Van Dijk, D.1
Franses, P.H.2
-
94
-
-
0003601649
-
Smooth transition autoregressive models - A survey of recent developments
-
Econometric Institute Research Report EI2000-23/A
-
Van Dijk, D and Franses, PH and Teräsvirta, T. Smooth transition autoregressive models - a survey of recent developments. 2000. In Econometric Institute Research Report EI2000-23/A [pp.].
-
(2000)
-
-
Van Dijk, D.1
Franses, P.H.2
Teräsvirta, T.3
|