1. Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models. (2017). Buncic, Daniel.
   In: Working Paper Series.
   RePEc:hhs:rbnkwp:0344.

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2. Volatility and Persistence of Simulated DSGE Real Exchange Rates. (2012). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena .
   In: Working Papers.
   RePEc:uww:wpaper:11-01.

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3. The law of one price and the role of market structure. (2012). Filiztekin, Alpay ; Caglayan, Mustafa.
   In: MPRA Paper.
   RePEc:pra:mprapa:36975.

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4. Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan. (2011). Chang, Tsangyao ; Yu, Chin-Ping ; Lu, Yang-Cheng.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2011:i:3:p:59-70.

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5. Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships. (2011). Adrangi, Bahram ; Allender, Mary E. ; Raffiee, Kambiz .
   In: Review of Economics & Finance.
   RePEc:bap:journl:110201.

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6. Linearity and stationarity of G7 government bond returns. (2010). Wong, Wing-Keung ; Liew, Venus ; Qiao, Zhuo.
   In: MPRA Paper.
   RePEc:pra:mprapa:24836.

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7. PPP: Delusion or Reality? Evidence from a Nonlinear Analysis. (2010). Robles Fernandez, M. Dolores ; Jimenez-Martin, Juan ; Robles-Fernandez, M..
   In: Open Economies Review.
   RePEc:kap:openec:v:21:y:2010:i:5:p:679-704.

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8. Non-linearities in the relation between the exchange rate and its fundamentals. (2010). De Grauwe, Paul ; Altavilla, Carlo ; Carlo Altavilla , ; DeGrauwe, Paul.
   In: International Journal of Finance & Economics.
   RePEc:ijf:ijfiec:v:15:y:2010:i:1:p:1-21.

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9. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2010). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
   In: Post-Print.
   RePEc:hal:journl:hal-00685810.

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10. The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis. (2009). Kulaksizoglu, Tamer.
    In: MPRA Paper.
    RePEc:pra:mprapa:23780.

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11. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2009). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-18.

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12. Monetary exchange rate model: supportive evidence from nonlinear testing procedures. (2008). Liew, Venus ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Midi, Habshah.
    In: MPRA Paper.
    RePEc:pra:mprapa:7293.

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13. Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?. (2008). Mourelle, Estefanía ; Cuestas, Juan.
    In: Working Papers.
    RePEc:nbs:wpaper:2008/8.

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14. NON-LINEAR TREND STATIONARITY AND CO-TRENDING IN LATIN AMERICAN REAL EXCHANGE RATES. (2008). Holmes, Mark.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:1_9.

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15. On the relationship between nominal exchange rates and domestic and foreign prices. (2007). Peel, David ; Paya, Ivan.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:2:p:105-117.

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16. Is reversion to PPP in euro exchange rates non-linear?. (2007). Schnatz, Bernd.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:4:y:2007:i:3:p:281-297.

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17. Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test. (2006). Chang, Tsangyao ; Su, Chi-Wei ; Chu, Hsiao-Ping .
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:20:p:2453-2459.

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18. Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries. (2006). Martin, Christopher ; Arghyrou, Michael ; Boinet, Virginie .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:30:y:2006:i:1:p:38-56.

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19. Phillips-Perron-type unit root tests in the nonlinear ESTAR framework. (2006). Sibbertsen, Philipp ; Rothe, Christoph.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:90:y:2006:i:3:p:439-456.

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20. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Peel, David ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:577409.

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21. Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests. (2006). Assaf, Ata.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2006:v:7:i:2:p:283-294.

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22. The Current Account - Interest Rate Relation as a Nonlinear Phenomenon. (2005). Gandolfo, Giancarlo ; Belloc, Marianna.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:14:y:2005:i:2:p:145-166.

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23. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia. (2005). Lim, Kian-Ping.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2005:i:11:p:1-16.

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24. Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka. (2004). Wickremasinghe, Guneratne.
    In: International Finance.
    RePEc:wpa:wuwpif:0406005.

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25. Are Asian Real Exchange Rates Stationary?. (2004). Liew, Venus ; CHONG, Terence Tai Leung ; Baharumshah, Ahmad Zubaidi.
    In: International Finance.
    RePEc:wpa:wuwpif:0307002.

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26. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2004). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
    In: RCER Working Papers.
    RePEc:roc:rocher:509.

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27. Short Memory and the PPP-puzzle. (2004). El-Gamal, Mahmoud ; Ryu, Deockhyun .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:577.

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28. Nonlinear Modelling of Purchasing Power Parity in Indonesia. (2004). Silvapulle, Param ; Kim, Jae ; Lestari, Titi Kanti.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:316.

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29. Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka. (2004). Wickremasinghe, Guneratne.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:236.

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30. Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence. (2004). Darbha, Gangadhar ; Patel, Urjit R..
    In: Working Papers.
    RePEc:ecl:upafin:04-1.

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31. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective. (2004). Chaouachi, Slim .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2004:i:19:p:1-11.

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32. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5. (2003). Liew, Venus ; Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: International Trade.
    RePEc:wpa:wuwpit:0308001.

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33. Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective. (2003). Mignon, Valérie ; Dufrénot, Gilles ; chaouachi, slim.
    In: International Finance.
    RePEc:wpa:wuwpif:0309002.

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34. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions. (2003). Liew, Venus ; Baharumshah, Ahmad Zubaidi ; Sen, Liew Khim.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0308001.

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35. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS. (2003). Liew, Venus ; Lim, Kian-Ping ; Choong, Chee-Keong.
    In: Finance.
    RePEc:wpa:wuwpfi:0307012.

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36. Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model. (2003). Mignon, Valérie ; Dufrénot, Gilles ; GRIMAUD, Elisabeth.
    In: Econometrics.
    RePEc:wpa:wuwpem:0309001.

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37. The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests. (2003). Kapetanios, George ; Chortareas, Georgios.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp484.

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38. Real exchange rate misalignment in Hungary: a fractionally integrated threshold model. (2003). Mignon, Valérie ; Dufrénot, Gilles ; Grimaud, E. ; DUFRENOT, G. ; Latil, E..
    In: THEMA Working Papers.
    RePEc:ema:worpap:2003-07.

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39. Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective. (2003). Mignon, Valérie ; Dufrénot, Gilles ; chaouachi, slim ; DUFRENOT, G..
    In: THEMA Working Papers.
    RePEc:ema:worpap:2003-03.

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40. The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests. (2003). Sekioua, Sofiane Hicham.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-03f30002.

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41. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece. (2003). Kouretas, Georgios ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:crt:wpaper:0311.

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42. A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs. (2002). Wu, Liuren ; Goswami, Gautam .
    In: Finance.
    RePEc:wpa:wuwpfi:0207016.

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43. Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions. (2002). Liew, Venus ; Baharumshah, Ahmad Zubaidi ; Lau, Sie-Hoe.
    In: MPRA Paper.
    RePEc:pra:mprapa:511.

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44. Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration. (2002). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles ; DUFRENOT, G. ; Mathieu, L..
    In: THEMA Working Papers.
    RePEc:ema:worpap:2002-29.

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45. Nonlinearities and outliers: robust specification of STAR models. (1998). van Dijk, Dick ; Franses, Philip Hans ; Escribano, Alvaro ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., .
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1. Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach. (2012). Ubilava, David.
   In: Agribusiness.
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2. The ACR Model: A Multivariate Dynamic Mixture Autoregression. (2008). Shephard, Neil ; Rahbek, Anders ; Bec, Frédérique.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:70:y:2008:i:5:p:583-618.

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3. Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?. (2007). AkdoÄŸan, KurmaÅŸ ; Aksoy, Yunus ; Akdogan, Kurmas .
   In: Working Papers.
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4. Panel data model comparison for empirical saving-investment relations. (2006). Xu, Fang ; Herwartz, Helmut.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:4350.

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5. Modelling the Fisher hypothesis: World wide evidence. (2006). Reimers, Hans-Eggert ; Herwartz, Helmut.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:4136.

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6. Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?. (2006). AkdoÄŸan, KurmaÅŸ ; Aksoy, Yunus ; Akdogan, Kurmas .
   In: Computing in Economics and Finance 2006.
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7. Changements de régime pour la persistance et la dynamique du taux dintérêt réel américain.. (2006). Million, Nicolas.
   In: Cahiers de la Maison des Sciences Economiques.
   RePEc:mse:wpsorb:v06067.

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8. Testing for a Unit Root against Transitional Autoregressive Models. (2006). Shintani, Mototsugu ; Park, Joon.
   In: Levine's Bibliography.
   RePEc:cla:levrem:321307000000000316.

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9. Threshold Random Walks in the U.S. Stock Market. (2006). Serletis, Apostolos ; Lamarche, Jean-Francois ; Koustas, Zisimos.
   In: Working Papers.
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10. Policy-Induced Mean Reversion in the Real Interest Rate?. (2006). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:0601.

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11. The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests. (2006). Chortareas, Georgios ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:311.

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12. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502010.

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13. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-23.

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14. Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration. (2005). Wolff, Christian ; van Tol, Michel R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4958.

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15. Policy-Induced Mean Reversion in the Real Interest Rate?. (2005). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
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16. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412001.

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17. Modelling the FF/MM rate by threshold cointegration analysis. (2004). Baghli, Mustapha .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:6:p:533-548.

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18. Estimating threshold vector error-correction models with multiple cointegrating relationships.. (2004). Gascoigne, Jamie.
    In: Working Papers.
    RePEc:shf:wpaper:2004013.

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19. Covered Interest Arbitrage: Then vs. Now. (2004). Weidenmier, Marc ; Juhl, Ted ; Miles, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10961.

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20. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

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21. Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models. (2004). Seo, Byeongseon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:749.

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22. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
    RePEc:wpa:wuwpfi:0308003.

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23. Price transmission and asymmetric adjustment in the Spanish dairy sector. (2003). serra, teresa ; Goodwin, Barry.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:18:p:1889-1899.

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24. Threshold Effects in the US Budget Deficit. (2003). Arestis, Philip ; Cipollini, Andrea.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:18.

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25. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2003). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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26. Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance. (2003). Taylor, Mark ; Clarida, Richard.
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:486:p:c125-c139.

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27. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece. (2003). Kouretas, Georgios ; Aslanidis, Nektarios.
    In: Working Papers.
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28. Is the Budget Deficit Sustainable when Fiscal Policy is nonlinear? The Case of Spain, 1961-2001. (2003). Esteve, Vicente ; Diaz-Roldan, Carmen ; Bajo-Rubio, Oscar.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2003_32.

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29. Import prices and exchange rate pass-through: theory and evidence from the United Kingdom. (2003). Price, Simon ; Kapetanios, George ; Herzberg, Valerie.
    In: Bank of England working papers.
    RePEc:boe:boeewp:182.

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30. Substituting a Substitute Currency – The Case of Estonia. (2002). Heimonen, Kari.
    In: International Finance.
    RePEc:wpa:wuwpif:0209003.

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31. Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach. (2002). Shin, Dong Wan ; Oh, Man-Suk .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:29:y:2002:i:5:p:771-789.

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32. Nonlinear stochastic trends and economic fluctuations. (2002). Camacho, Maximo.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:274.

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33. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-032.

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34. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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35. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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36. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices.. (2001). Vahid, Farshid ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2001-3.

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37. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:4:p:461-486.

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38. The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity. (2001). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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39. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

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40. Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price. (2000). Taylor, Alan.
    In: NBER Working Papers.
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41. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
    In: NBER Technical Working Papers.
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42. Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998. (2000). Bessec, Marie.
    In: Econometric Society World Congress 2000 Contributed Papers.
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43. The Nonlinear Dynamics of Output and Unemployment in the US. (2000). Violante, Giovanni ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2475.

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44. Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina. (2000). Silva, Ana ; Susmel, Raul ; Rabinovitch, Ramon .
    In: CEMA Working Papers: Serie Documentos de Trabajo..
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45. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:404.

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46. Threshold autoregression with a near unit root. (1998). Hansen, Bruce ; Caner, Mehmet.
    In: Working papers.
    RePEc:att:wimass:199827.

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47. Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913. (1997). Taylor, Alan ; Prakash, Gauri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6073.

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48. Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckschers Commodity Points Revisited. (1997). Taylor, Alan ; Obstfeld, Maurice.
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