-
1
-
-
0000687701
-
Dynamic linkages among real interest rates in international capital market
-
Al Awad M. Goodwin B.K. Dynamic linkages among real interest rates in international capital market Journal of International Money and Finance 17 1998 881-907
-
(1998)
Journal of International Money and Finance
, vol.17
, pp. 881-907
-
-
Al Awad, M.1
Goodwin, B.K.2
-
2
-
-
0032413513
-
Nonlinear dynamics and covered interest parity
-
Balke N. Wohar M. Nonlinear dynamics and covered interest parity Empirical Economics 23 1998 535-559
-
(1998)
Empirical Economics
, vol.23
, pp. 535-559
-
-
Balke, N.1
Wohar, M.2
-
3
-
-
38249015514
-
The persistence of real interest differentials: A Kalman filtering approach
-
Cavaglia S. The persistence of real interest differentials: A Kalman filtering approach Journal of Monetary Economics 29 1992 429-443
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 429-443
-
-
Cavaglia, S.1
-
4
-
-
58149212970
-
Who drives real interest rates around the pacific rim: The USA or Japan?
-
Chinn M.D. Frankel J.A. Who drives real interest rates around the pacific rim: The USA or Japan? Journal of International Money and Finance 14 1995 801-821
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 801-821
-
-
Chinn, M.D.1
Frankel, J.A.2
-
5
-
-
0001912746
-
The international linkage of real interest rates: The European-US connection
-
Cumby R. Mishkin F. The international linkage of real interest rates: The European-US connection Journal of International Money and Finance 5 1986 5-23
-
(1986)
Journal of International Money and Finance
, vol.5
, pp. 5-23
-
-
Cumby, R.1
Mishkin, F.2
-
7
-
-
0000522890
-
Dynamic equilibrium and the real exchange rate in a spatially separated world
-
Dumas B. Dynamic equilibrium and the real exchange rate in a spatially separated world Review of Financial Studies 5 1992 153-180
-
(1992)
Review of Financial Studies
, vol.5
, pp. 153-180
-
-
Dumas, B.1
-
8
-
-
0032811935
-
Testing for real interest rate convergence in European countries
-
Fountas S. Wu J. Testing for real interest rate convergence in European countries Scottish Journal of Political Economy 46 1999 158-174
-
(1999)
Scottish Journal of Political Economy
, vol.46
, pp. 158-174
-
-
Fountas, S.1
Wu, J.2
-
9
-
-
84995733144
-
On the mark: A theory of floating exchange rates based on real interest differentials
-
Frankel J. On the mark: A theory of floating exchange rates based on real interest differentials American Economic Review 69 1979 610-622
-
(1979)
American Economic Review
, vol.69
, pp. 610-622
-
-
Frankel, J.1
-
10
-
-
84963421243
-
Some efficient tests of international real interest parity
-
Fraser P. Taylor M. Some efficient tests of international real interest parity Applied Economics 22 1990 1083-1092
-
(1990)
Applied Economics
, vol.22
, pp. 1083-1092
-
-
Fraser, P.1
Taylor, M.2
-
11
-
-
0000634137
-
A monetary approach to the exchange rate: Doctrinal aspects of empirical evidence
-
Frenkel J. A monetary approach to the exchange rate: Doctrinal aspects of empirical evidence Scandinavian Journal of Economics 78 1976 200-224
-
(1976)
Scandinavian Journal of Economics
, vol.78
, pp. 200-224
-
-
Frenkel, J.1
-
13
-
-
38149145769
-
Real interest rate equalization and the integration of international financial markets
-
Goodwin B. Grennes T. Real interest rate equalization and the integration of international financial markets Journal of International Money and Finance 13 1994 107-124
-
(1994)
Journal of International Money and Finance
, vol.13
, pp. 107-124
-
-
Goodwin, B.1
Grennes, T.2
-
15
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton J.D. A new approach to the economic analysis of nonstationary time series and the business cycle Econometrica 57 1989 357-384
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
16
-
-
0034808436
-
Exchange rate misalignment and nonlinear convergence to purchasing power parity in European exchange rate mechanism
-
Iannizzotto M. Exchange rate misalignment and nonlinear convergence to purchasing power parity in European exchange rate mechanism Applied Financial Economics 11 2001 511-526
-
(2001)
Applied Financial Economics
, vol.11
, pp. 511-526
-
-
Iannizzotto, M.1
-
18
-
-
0043043481
-
Disinflation and central bank independence in Australia, Canada and New Zealand: Evidence from smooth transition analysis
-
Discussion Paper 97/6. Department of Economics, University of Nottingham
-
Leybourne S. & Mizen P. (1997). Disinflation and central bank independence in Australia, Canada and New Zealand: Evidence from smooth transition analysis. Discussion Paper 97/6. Department of Economics, University of Nottingham.
-
(1997)
-
-
Leybourne, S.1
Mizen, P.2
-
21
-
-
0035084341
-
Non-linearities in the black market zloty-dollar exchange rate: Some further evidence
-
McMillan D. Speight A. Non-linearities in the black market zloty-dollar exchange rate: Some further evidence Scottish Journal of Political Economy 11 2001 209-220
-
(2001)
Scottish Journal of Political Economy
, vol.11
, pp. 209-220
-
-
McMillan, D.1
Speight, A.2
-
22
-
-
0000017295
-
Transactions costs and nonlinear adjustments in real exchange rates: An empirical investigation
-
Michael P. Nobay A.R. Peel D. Transactions costs and nonlinear adjustments in real exchange rates: An empirical investigation Journal of Political Economy 105 1997 862-879
-
(1997)
Journal of Political Economy
, vol.105
, pp. 862-879
-
-
Michael, P.1
Nobay, A.R.2
Peel, D.3
-
23
-
-
0005890219
-
Business cycle asymmetries and non-linearities in UK macroeconomic time-series
-
Mills T. Business cycle asymmetries and non-linearities in UK macroeconomic time-series Ricerche Economiche 49 1995 97-124
-
(1995)
Ricerche Economiche
, vol.49
, pp. 97-124
-
-
Mills, T.1
-
24
-
-
0037685822
-
Are real interest rates equal across countries: An empirical investigation of international parity conditions
-
Mishkin F. Are real interest rates equal across countries: An empirical investigation of international parity conditions Journal of Finance 39 1984 1345-1357
-
(1984)
Journal of Finance
, vol.39
, pp. 1345-1357
-
-
Mishkin, F.1
-
25
-
-
44949279753
-
A multi-country study of the information in the shorter maturity term structure about future inflation
-
Mishkin F. A multi-country study of the information in the shorter maturity term structure about future inflation Journal of International Money and Finance 10 1991 2-22
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 2-22
-
-
Mishkin, F.1
-
27
-
-
0000083297
-
Some evidence on mean reversion in ex ante real interest rates
-
Moosa I. Bhatti R. Some evidence on mean reversion in ex ante real interest rates Scottish Journal of Political Economy 43 1996 177-191
-
(1996)
Scottish Journal of Political Economy
, vol.43
, pp. 177-191
-
-
Moosa, I.1
Bhatti, R.2
-
28
-
-
4344653880
-
Does real interest parity hold? Empirical evidence from Asia
-
Moosa I. Bhatti R. Does real interest parity hold? Empirical evidence from Asia Keio Economic Studies 33 1996 63-70
-
(1996)
Keio Economic Studies
, vol.33
, pp. 63-70
-
-
Moosa, I.1
Bhatti, R.2
-
30
-
-
0000634139
-
The exchange rate, balance of payments, and monetary and fiscal policy under a regime of controlled floating
-
Mussa M. The exchange rate, balance of payments, and monetary and fiscal policy under a regime of controlled floating Scandinavian Journal of Economics 78 1976 229-248
-
(1976)
Scandinavian Journal of Economics
, vol.78
, pp. 229-248
-
-
Mussa, M.1
-
31
-
-
0036220144
-
Real exchange rates and real interest differentials: Implications of nonlinear adjustment in real exchange rates
-
Nakagawa H. Real exchange rates and real interest differentials: Implications of nonlinear adjustment in real exchange rates Journal of Monetary Economics 49 2002 629-649
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 629-649
-
-
Nakagawa, H.1
-
32
-
-
0038056312
-
Nonlinear aspects of goods market arbitrage and adjustment: Heckschers commodity points revisited
-
Discussion Paper No. 1672. CEPR
-
Obstfeld M. & Taylor A.M. (1997). Nonlinear aspects of goods market arbitrage and adjustment: Heckschers commodity points revisited. Discussion Paper No. 1672. CEPR.
-
(1997)
-
-
Obstfeld, M.1
Taylor, A.M.2
-
33
-
-
0040805946
-
Business cycle non-linearities in UK consumption and production
-
Ocal N. Osborn D. Business cycle non-linearities in UK consumption and production Journal of Applied Econometrics 15 2000 27-43
-
(2000)
Journal of Applied Econometrics
, vol.15
, pp. 27-43
-
-
Ocal, N.1
Osborn, D.2
-
34
-
-
0001561726
-
Further evidence from breaking trend functions in macroeconomic variables
-
Perron P. Further evidence from breaking trend functions in macroeconomic variables Journal of Econometrics 80 1997 355-385
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
35
-
-
0031161428
-
Capital market integration in the pacific basin region: An analysis of real interest rate linkages
-
Phylaktis K. Capital market integration in the pacific basin region: An analysis of real interest rate linkages Pacific-Basin Finance Journal 5 1997 195-213
-
(1997)
Pacific-Basin Finance Journal
, vol.5
, pp. 195-213
-
-
Phylaktis, K.1
-
36
-
-
0000132507
-
Capital market integration in the pacific basin region: An impulse response analysis
-
Phylaktis K. Capital market integration in the pacific basin region: An impulse response analysis Journal of International Money and Finance 18 1999 267-287
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 267-287
-
-
Phylaktis, K.1
-
37
-
-
0001864474
-
Modeling non-linearities in real effective exchange rates
-
Sarantis N. Modeling non-linearities in real effective exchange rates Journal of International Money and Finance 18 1999 27-45
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 27-45
-
-
Sarantis, N.1
-
38
-
-
0034396024
-
Systematic sampling and real exchange rates
-
Sarno L. Systematic sampling and real exchange rates Weltwirtschaftliches Archiv 136 2000 24-57
-
(2000)
Weltwirtschaftliches Archiv
, vol.136
, pp. 24-57
-
-
Sarno, L.1
-
39
-
-
0034100497
-
Real exchange rate behavior in high inflation countries: Empirical evidence from Turkey, 1980-97
-
Sarno L. Real exchange rate behavior in high inflation countries: Empirical evidence from Turkey, 1980-97 Applied Economics Letters 7 2000 285-291
-
(2000)
Applied Economics Letters
, vol.7
, pp. 285-291
-
-
Sarno, L.1
-
40
-
-
0033789095
-
Purchasing power parity, non-linearity and chaos
-
Serletis A. Gogas P. Purchasing power parity, non-linearity and chaos Applied Financial Economics 10 2000 615-622
-
(2000)
Applied Financial Economics
, vol.10
, pp. 615-622
-
-
Serletis, A.1
Gogas, P.2
-
42
-
-
0001436323
-
Potential pitfalls for the purchasing-power-parity puzzle? Sampling and specification biases in mean-reversion tests of the law of one price
-
Taylor A.M. Potential pitfalls for the purchasing-power-parity puzzle? Sampling and specification biases in mean-reversion tests of the law of one price Econometrica 69 2001 473-498
-
(2001)
Econometrica
, vol.69
, pp. 473-498
-
-
Taylor, A.M.1
-
43
-
-
84923053681
-
Specification, estimation, and evaluation of smooth transition autoregressive models
-
Terasvirta T. Specification, estimation, and evaluation of smooth transition autoregressive models Journal of American Statistic Association 89 1994 212-281
-
(1994)
Journal of American Statistic Association
, vol.89
, pp. 212-281
-
-
Terasvirta, T.1
-
44
-
-
84986414326
-
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
-
Terasvirta T. Anderson H.M. Characterizing nonlinearities in business cycles using smooth transition autoregressive models Journal of Applied Econometrics 7 1992 S119-S136
-
(1992)
Journal of Applied Econometrics
, vol.7
-
-
Terasvirta, T.1
Anderson, H.M.2
-
46
-
-
84950428199
-
Testing and modeling threshold autoregressive processes
-
Tsay R. Testing and modeling threshold autoregressive processes Journal of the American Statistical Association 84 1989 231-240
-
(1989)
Journal of the American Statistical Association
, vol.84
, pp. 231-240
-
-
Tsay, R.1
|