This document has not been cited yet.

1. Charemza, W.W. and D.F. Deadman (1997), New Directions in Econometric Practice, 2nd Edition, Edward Elgar.
   Paper not yet in RePEc: Add citation now
   
2. Chung, S-K., and B-H. Kim (2004), âNon-linear Dynamics and Forecasting Analysis of Real Exchange Rate,â Foreign Economy Studies, 8(2), 223-256 (in Korean).
   Paper not yet in RePEc: Add citation now
   
3. Enders, W. (2004), Applied Econometric Time Series, 2nd Edition, John Wiley & Sons Inc.
   Paper not yet in RePEc: Add citation now
   

4. Engle, R.F., and C.W.J. Granger (1987), âCo-integration and Error Correction: Representation, Estimation, and Testing,â Econometrica, 55(2), 251-276.

5. Han, S-S., and K-S. Min (2001), âNon-linear Adjustment Process in Real Won Exchange Rate,â Korean Journal of Econometrics, 12(3), 1-30 (in Korean).
   Paper not yet in RePEc: Add citation now
   

6. Hasan, M.S. (2006), âA Century of Purchasing Power Parity: Evidence from Canada and Australia,â Applied Financial Economics, 16, 145-156.

7. Kilian, L., and M.P. Taylor (2001), Why Is It So Difficult to Beat The Random Walk Forecast of Exchange Rates, European Central Bank Working Paper, 88.

8. Kim, B-H. (2007), âForecasting Analysis of Real Won/Dollar Exchange Rate,â Economic Development Studies, 13(1), 95-112 (in Korean).
   Paper not yet in RePEc: Add citation now
   

9. KYTTACK HONG AND DONG-HWAN OH130 Rogoff, K. (1996), âThe Purchasing Power Parity Puzzle,â Journal of Economic Literature, 34(2), 647-668.

10. MacDonald, R. (2007), Exchange Rate Economics; Theories and Evidence, Routledge.
    Paper not yet in RePEc: Add citation now
    

11. Michael, P., A.R. Nobay, and D.A. Peel (1997), âTransaction Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation,â Journal of Political Economy, 105(4), 862-879.

12. Sager, M. (2006), âExplaining the Persistence of Deviations from PPP: A Non-linear Harrod-Balassa-Samuelson Effect?â Applied Financial Economics, 16, 41-61.

13. Sarno, L. and M.P. Taylor (2002), âPurchasing Power Parity and the Real Exchange Rate,â International Monetary Fund Staff Papers, 49(1), 65-105.

14. Taylor, A.M. and M.P. Taylor (2004), âThe Purchasing Power Parity Debate,â Journal of Economic Perspective, 18(4), 135-158.

15. Taylor, M.P. (2006), âReal Exchange Rates and Purchasing Power Parity: Mean-Reversion in Economic Thought,â Applied Financial Economics, 16, 1-17.

16. Taylor, M.P., D.A. Peel, and L. Sarno (2001), âNonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles,â International Economic Review, 42(4), 1015-1042.

17. Terasvirta, T. (1994), âSpecification, Estimation, and Evaluation of Smooth Transition Autoregressive Models,â Journal of the American Statistical Association, 89, 208-218.
    Paper not yet in RePEc: Add citation now
    

1. Origins of Stock Market Fluctuations. (2015). Ludvigson, Sydney ; Greenwald, Daniel L. ; Lettau, Martin.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10336.

   Full description at Econpapers || Download paper

2. The causal relationship between energy resources and economic growth in Brazil. (2013). Pao, Hsiao-Tien ; Fu, Hsin-Chia .
   In: Energy Policy.
   RePEc:eee:enepol:v:61:y:2013:i:c:p:793-801.

   Full description at Econpapers || Download paper

3. Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series. (2005). Levy, Daniel.
   In: International Finance.
   RePEc:wpa:wuwpif:0505006.

   Full description at Econpapers || Download paper

4. Identifying the New Keynesian Phillips Curve. (2005). Smith, Gregor ; Nason, James.
   In: Working Papers.
   RePEc:qed:wpaper:1026.

   Full description at Econpapers || Download paper

5. Threshold autoregressive testing procedures and structural change in cointegrating relationships. (2005). Cook, Steven.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-05c20065.

   Full description at Econpapers || Download paper

6. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:5302.

   Full description at Econpapers || Download paper

7. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:4835.

   Full description at Econpapers || Download paper

8. Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics. (2004). Darrat, A. F. ; Yousef, D. A..
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:14:y:2004:i:8:p:537-554.

   Full description at Econpapers || Download paper

9. Why do US banks borrow from the Fed? A fresh look at the reluctance phenomenon. (2004). Darrat, Ali F. ; Zhong, Maosen ; Banerjee, Gaurango.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:14:y:2004:i:7:p:477-484.

   Full description at Econpapers || Download paper

10. On The Identification and Estimation of Partially Nonstationary ARMAX Systems. (2004). Poskitt, Donald.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-20.

    Full description at Econpapers || Download paper

11. The permanent income hypothesis: A new framework based on fractional integration and cointegration. (2004). Gil-Alana, Luis.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:10:y:2004:i:3:p:165-179:10.1007/bf02296212.

    Full description at Econpapers || Download paper

12. The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model. (2004). Podivinsky, Jan ; Cheong, Chongcheul ; Lu, Maozu .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:212.

    Full description at Econpapers || Download paper

13. Generalized Reduced Rank Tests using the Singular Value Decomposition. (2004). Paap, Richard ; Kleibergen, Frank.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:195.

    Full description at Econpapers || Download paper

14. A VECM Model of Stockmarket Returns. (2004). Jeyasreedharan, Nagaratnam.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:166.

    Full description at Econpapers || Download paper

15. Real Exchange Rate Behavior Under Floating and Fixed Regimes. (2003). McCarthy, Cornelia ; Lothian, James.
    In: International Finance.
    RePEc:wpa:wuwpif:0311006.

    Full description at Econpapers || Download paper

16. Spurious Zipfs Law. (2003). Montañés, Antonio ; Olloqui, Irene ; Candeal, Juan-Carlos.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa03p67.

    Full description at Econpapers || Download paper

17. Trade liberalization and endogenous growth of manufacturing industries in Bangladesh: an empirical investigation. (2003). .
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:3:p:305-314.

    Full description at Econpapers || Download paper

18. Some international evidence on the stability of aggregate import demand function. (2003). Matsubayashi, Yoichi ; Hamori, Shigeyuki.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1497-1504.

    Full description at Econpapers || Download paper

19. Impulse Response Analysis with Long Run Restrictions on Error Correction Models. (2001). Jang, Kyungho .
    In: Working Papers.
    RePEc:osu:osuewp:01-04.

    Full description at Econpapers || Download paper

20. The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach. (2001). Ogaki, Masao ; Jang, Kyungho .
    In: Working Papers.
    RePEc:osu:osuewp:01-02.

    Full description at Econpapers || Download paper

21. COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?. (2001). Nogues, Julio ; Grandes, Martin.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:1:p:125-162.

    Full description at Econpapers || Download paper

22. PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data. (2001). Driver, Rebecca ; Chortareas, Georgios.
    In: Bank of England working papers.
    RePEc:boe:boeewp:138.

    Full description at Econpapers || Download paper

23. Consumption, money and lending: a joint model for the UK household sector. (2001). Mizen, Paul ; Chrystal, Alec K.
    In: Bank of England working papers.
    RePEc:boe:boeewp:134.

    Full description at Econpapers || Download paper

24. Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector. (2000). Murchison, Stephen ; Amano, Robert ; Coletti, Don .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0104.

    Full description at Econpapers || Download paper

25. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0021.

    Full description at Econpapers || Download paper

26. Does current-quarter information improve quarterly forecasts for the U.S. economy?. (2000). Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:00-2.

    Full description at Econpapers || Download paper

27. Puzzles in the Chinese stock market. (2000). Rogers, John ; Fernald, John.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-00-13.

    Full description at Econpapers || Download paper

28. Monetary policy independence in the ERM: was there any?. (2000). MacDonald, Ronald ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:665.

    Full description at Econpapers || Download paper

29. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990. (2000). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar.
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:00-01.

    Full description at Econpapers || Download paper

30. Nonlinear Minimization Estimators in the Presence of Cointegrating Relations. (2000). deJong, Robert M. ; DE JONG, Robert M..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1651.

    Full description at Econpapers || Download paper

31. A small structural empirical model of the UK monetary transmission mechanism. (2000). Thomas, Ryland ; Pain, Darren ; Dhar, Shamik.
    In: Bank of England working papers.
    RePEc:boe:boeewp:113.

    Full description at Econpapers || Download paper

32. Did Gladstone make a difference? Rhetoric and reality in mid-Victorian finance. (1999). Christine Gunter, John Maloney, .
    In: Accounting History Review.
    RePEc:taf:acbsfi:v:9:y:1999:i:3:p:325-347.

    Full description at Econpapers || Download paper

33. The Exchange Rate and the Term Structure of Interest Rates in Mexico. (1999). Ogaki, Masao ; Santaella, Julio .
    In: Working Papers.
    RePEc:osu:osuewp:99-21.

    Full description at Econpapers || Download paper

34. There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined. (1999). Bajo-Rubio, Oscar ; Montavez, Maria Dolores.
    In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
    RePEc:nav:ecupna:9906.

    Full description at Econpapers || Download paper

35. Foreign Direct Investment and Trade: A Causality Analysis. (1999). Bajo-Rubio, Oscar ; Muoz, Maria Montero .
    In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
    RePEc:nav:ecupna:9902.

    Full description at Econpapers || Download paper

36. Cointegration, Causality and Wagners Law: A test for Northern Cyprus, 1977-1996. (1999). jackson, peter ; Fethi, Sami .
    In: Discussion Papers in Public Sector Economics.
    RePEc:lec:lpserc:99/2.

    Full description at Econpapers || Download paper

37. An Econometric Study of Private Consumption Expenditure in Sweden. (1999). Johnsson, Helena ; Kaplan, Peter.
    In: Working Papers.
    RePEc:hhs:nierwp:0070.

    Full description at Econpapers || Download paper

38. Temporary employment and the natural rate of unemployment. (1999). Otoo, Maria W..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-66.

    Full description at Econpapers || Download paper

39. Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:84.

    Full description at Econpapers || Download paper

40. The bond rate and actual future inflation. (1998). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1998:i:spr:p:27-47.

    Full description at Econpapers || Download paper

41. A Bayesian vector error corrections model of the U.S. economy. (1998). Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:98-12.

    Full description at Econpapers || Download paper

42. Credit spreads and interest rates : a cointegration approach. (1998). Rolph, Douglas ; Morris, Charles ; Neal, Robert .
    In: Research Working Paper.
    RePEc:fip:fedkrw:98-08.

    Full description at Econpapers || Download paper

43. Puzzles in the Chinese stock market. (1998). Rogers, John ; Fernald, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:619.

    Full description at Econpapers || Download paper

44. Stochastic trends and cointegration in the market for equities. (1998). Ackert, Lucy ; Racine, Marie D..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:98-13.

    Full description at Econpapers || Download paper

45. Are UK inflation expectations rational?. (1998). yates, anthony ; Bakhshi, Hasan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:81.

    Full description at Econpapers || Download paper

46. A review of the recent behavior of M2 demand. (1997). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1997:i:sum:p:27-44.

    Full description at Econpapers || Download paper

47. Real Interest Rate Linkages: Testing for Common Trends and Cycles. (1997). Thomas, Ryland ; Pain, Darren .
    In: Bank of England working papers.
    RePEc:boe:boeewp:65.

    Full description at Econpapers || Download paper

48. Broad money demand and financial liberalization in Greece. (1996). Sharma, Sunil ; Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:559.

    Full description at Econpapers || Download paper

49. Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?. (1995). Siklos, Pierre ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-19.

    Full description at Econpapers || Download paper

50. There was monetary autonomy in Europe on the eve of EMU?. The German dominance hypothesis re-examined. (). Bajo-Rubio, Oscar ; M. Dolores Montávez-Garcés, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:52.

    Full description at Econpapers || Download paper

Report date: 2025-02-24 20:48:22 || Missing content? Let us know