1. Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:38:y:2023:i:6:p:801-819.

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2. Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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3. The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy.
   In: IHEID Working Papers.
   RePEc:gii:giihei:heidwp12-2023.

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4. Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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5. On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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6. Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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7. .

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8. Volatility dependent smooth transitions and abrupt switches: why they are needed for better forecasting the FX rates. (2022). Soylemez, Arif Orun.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:12:y:2022:i:2:d:10.1007_s40822-022-00211-x.

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9. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
10. Exchange rate misalignments, capital flows and volatility. (2022). Orlov, Alexei G ; Grossmann, Axel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200002x.

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11. Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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12. Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. (2022). Restrepo-Ángel, Sergio ; Garavito, Aaron ; Arcila-Agudelo, Leidy Viviana ; Restrepo-Angel, Sergio ; Garavito-Acosta, Aaron Levi ; Salazar-Diaz, Andrea.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1221.

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13. Oil price analysts forecasts. (2021). Rodriguez, Alejandro ; Figuerolaferretti, Isabel ; Schwartz, Eduardo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1351-1374.

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14. Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cuado, Juncal.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595.

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15. Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:5:p:769-791.

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16. Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

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17. Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore. (2021). Yip, Sau Leung ; Yan, Fangli.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:171-184.

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18. The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

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19. MULTIMODALITY IN MACROFINANCIAL DYNAMICS. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: International Economic Review.
    RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886.

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20. Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Janus, Jakub ; Dbrowski, Marek A.
    In: MPRA Paper.
    RePEc:pra:mprapa:107558.

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21. Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2021_03.

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22. Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10047-9.

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23. Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:30620.

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24. Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-03-63.

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25. ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA. (2020). Cheng, Chih-Yang ; Setyowati, Nur ; Chien, Mei-Se .
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:65:y:2020:i:04:n:s021759082050006x.

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26. THE IMPACTS OF BIASED RESOURCE ALLOCATION ON THE EFFECTIVENESS OF OFFICIAL DEVELOPMENT ASSISTANCE. (2020). Tsang, Chun-Kei ; Li, Sung-Ko.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:65:y:2020:i:01:n:s0217590818500285.

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27. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2020). Kunze, Frederik.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:2:p:313-333.

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28. Does Asymmetric Nonlinear Approach Explain the Relationship Between Exchange Rate and Trade of Iran?. (2020). Stehrer, Robert ; Ghodsi, Mohammad Mahdi ; Karimi, Mohammad Sharif.
    In: wiiw Working Papers.
    RePEc:wii:wpaper:187.

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29. Macroeconomic forecasting in Poland: The role of forecasting competitions. (2020). Rybacki, Jakub.
    In: Central European Economic Journal.
    RePEc:vrs:ceuecj:v:7:y:2020:i:54:p:1-11:n:1.

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30. Stock Markets and Exchange Rate Behaviour of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Isah, Kazeem.
    In: Working Papers.
    RePEc:pre:wpaper:202086.

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31. Trilemma Hypothesis: A Different Perspective on Turkey Economy. (2020). Ko, Havva.
    In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
    RePEc:ist:journl:v:70:y:2020:i:2:p:383-412.

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32. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
    In: Working Papers.
    RePEc:hal:wpaper:hal-02908680.

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33. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
    In: PSE Working Papers.
    RePEc:hal:psewpa:hal-02908680.

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34. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
    In: THEMA Working Papers.
    RePEc:ema:worpap:2020-11.

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35. Forecasting bulk prices of Bordeaux wines using leading indicators. (2020). Paroissien, Emmanuel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:292-309.

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36. Impacts of exchange rate volatility and international oil price shock on Chinas regional economy: A dynamic CGE analysis. (2020). Wei, Weixian ; Wang, Ningjing ; Ma, Xili ; Dong, Baomin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317303171.

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37. Multimodality in Macro-Financial Dynamics. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15088.

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38. Exchange rates in India: current account monetarism in a nonlinear context. (2020). CHAUBAL, ADITI ; Aditi, Chaubal.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:24:y:2020:i:5:p:27:n:3.

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39. La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. (2020). Julio, Juan ; Julio-Roman, Juan Manuel ; Moreno-Jimenez, William Ivan ; Bejarano-Salcedo, Valeria.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1142.

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40. Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1141.

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41. Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:1282019.

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42. Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination. (2019). Parot, Alejandro ; Kristjanpoller, Werner D ; Michell, Kevin.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:26:y:2019:i:1:p:3-15.

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43. Essays on banking and international trade. (2019). Schmitz, Emerson.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:74748bf6-7c16-4e08-a6a6-e5d792ec8c9e.

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44. Size and sign asymmetries in house price adjustments. (2019). Akdoaan, Kurma .
    In: Applied Economics.
    RePEc:taf:applec:v:51:y:2019:i:48:p:5268-5281.

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45. Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques. (2019). Luo, Zhongmin ; Brummelhuis, Raymond.
    In: MPRA Paper.
    RePEc:pra:mprapa:94779.

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46. Macroeconomic convergence in the West African monetary zone: Evidence from rank tests. (2019). Gyamfi, Emmanuel Numapau ; Appiah, Emily Frimpomaa ; Adam, Anokye Mohammed.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:13248.

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47. The impact of Brexit uncertainties on international trade : Evidence from Belgium. (2019). Schmitz, Emerson Erik.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201912-380.

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48. Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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49. An Artificial Neural Network-Based Approach to the Monetary Model of Exchange Rate. (2019). Ince, Huseyin ; Imamoglu, Salih Zeki ; Cebeci, Ali Fehim.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9765-6.

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50. Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Kianfar, Farhad ; Ramyar, Sepehr.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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51. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). girardin, eric ; Namin, Fatemeh Salimi.
    In: Post-Print.
    RePEc:hal:journl:hal-02314156.

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52. Multimodality in Macro-Financial Dynamics. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:903.

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53. Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2019). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:354.

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54. The finite sample power of long-horizon predictive tests in models with financial bubbles. (2019). Ren, Dongmeng ; Maynard, Alex.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:418-430.

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55. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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56. Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13835.

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57. Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:017468.

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58. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. (2018). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:5:p:833-856.

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59. Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:3:p:216-232.

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60. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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61. EXCHANGE RATE FORECAST FUTILITY FOR THE TAKA. (2018). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:6:y:2018:i:2:p:1-7.

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62. Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
    In: Working Papers.
    RePEc:cui:wpaper:0055.

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63. Habit Formation with Smooth Transitions: Estimating Demand for U.S. Carbonated-Sweetened Beverages and Beer. (2018). Dorfman, Jeffrey H ; Li, Wenying.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:273852.

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64. .

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65. .

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66. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:326.

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67. Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector. (2017). Cuiabano, Simone.
    In: TSE Working Papers.
    RePEc:tse:wpaper:31959.

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68. Real Exchange Rate Persistence and Country Characteristics. (2017). Velic, Adnan ; Curran, Michael.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep0917.

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69. The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries. (2017). Gubler, Matthias ; Sax, Christoph .
    In: Working Papers.
    RePEc:snb:snbwpa:2017-01.

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70. Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan. (2017). Nagayasu, Jun.
    In: Urban Studies.
    RePEc:sae:urbstu:v:54:y:2017:i:6:p:1482-1499.

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71. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1149.

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72. Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach. (2017). Haug, Alfred ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:83205.

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73. Purchasing Power Parity in the 34 OECD Countries: Evidence from Quantile-Based Unit Root Tests with both Smooth and Sharp Breaks. (2017). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao.
    In: MPRA Paper.
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74. Exchange Rate Prediction Redux: New Models, New Data, New Currencies. (2017). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie ; Zhang, YI.
    In: NBER Working Papers.
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75. 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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76. US monetary policy and global financial stability. (2017). Tong, Eric.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:466-485.

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77. Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach. (2017). Arize, Augustine C ; Igwe, Emmanuel U ; Malindretos, John.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:313-326.

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78. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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79. The political economy of the impossible trinity. (2017). Schweickert, Rainer ; Beckmann, Joscha ; Belke, Ansgar ; Ademmer, Esther.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:47:y:2017:i:c:p:103-123.

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80. Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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81. TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS. (2016). Shintani, Mototsugu ; Park, Joon Y.
    In: International Economic Review.
    RePEc:wly:iecrev:v:57:y:2016:i:2:p:635-664.

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82. Real Exchange Rate Persistence and Country Characteristics. (2016). Velic, Adnan ; Curran, Michael.
    In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
    RePEc:vil:papers:31.

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83. The random walk as a forecasting benchmark: drift or no drift?. (2016). Moosa, Imad ; Burns, Kelly.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:43:p:4131-4142.

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84. Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard.
    In: MPRA Paper.
    RePEc:pra:mprapa:76382.

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85. Assessing forecast performance. (2016). Lees, Kirdan.
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:jun2016:10.

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86. “Total Assets” versus “Risk Weighted Assets”: Does it matter for MREL requirements?. (2016). De Grauwe, Paul ; DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2016_13.

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87. Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain. (2016). Dergiades, Theologos ; Mitianoudis, Nikolaos .
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2016_04.

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88. The Existence of Long-Run PPP: A Comparison between Developed and Developing Countries. (2016). Iskandar, Sulistiadi Dono.
    In: Economics and Finance in Indonesia.
    RePEc:lpe:efijnl:201608.

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89. Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K ; Peiris, Shelton.
    In: Risks.
    RePEc:gam:jrisks:v:4:y:2016:i:1:p:7-:d:65863.

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90. The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: EcoMod2016.
    RePEc:ekd:009007:9226.

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91. Institutional performance and ship registration. (2016). Arghyrou, Michael ; Mitroussi, Kyriaki .
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:85:y:2016:i:c:p:90-106.

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92. The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates. (2016). Ahmad, Ahmad Hassan ; Aworinde, Olalekan Bashir .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:144-159.

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93. Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015. (2016). Lera, Sandro Claudio ; Sornette, Didier.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:63:y:2016:i:c:p:28-47.

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94. Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359.

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95. Dynamic allocations for currency futures under switching regimes signals. (2016). Reus, Lorenzo ; Mulvey, John M.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:253:y:2016:i:1:p:85-93.

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96. Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:84-109.

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97. Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis. (2016). Medel, Carlos A. ; Kania, Stefan ; Hsu, Hsiang-Ling ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:784.

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98. PREDICTING STOCK RETURNS — THE INFORMATION CONTENT OF PREDICTORS ACROSS HORIZONS. (2015). Deng, Kaihua ; Kim, Chang-Jin.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s201049521550013x.

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99. Fundamentals and Exchange Rate Prediction Revisited. (2015). Wang, Yichiuan ; Wu, Jyhlin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:8:p:1651-1671.

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100. Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat .
     In: Economics Working Paper Series.
     RePEc:usg:econwp:2014:36.

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101. Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K ; Peiris, Shelton.
     In: Tinbergen Institute Discussion Papers.
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102. Revisiting purchasing power parity in major oil-exporting countries. (2015). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao ; Cheng, Shu-Ching .
     In: Macroeconomics and Finance in Emerging Market Economies.
     RePEc:taf:macfem:v:8:y:2015:i:1-2:p:108-116.

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103. Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble. (2015). Trunin, Pavel ; Bozhechkova, Alexandra.
     In: Published Papers.
     RePEc:rnp:ppaper:mn11.

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104. Analysis of Factors Affecting the Dynamics of the Real Ruble Exchange Rate. (2015). Trunin, Pavel ; Bozhechkova, Alexandra.
     In: Published Papers.
     RePEc:rnp:ppaper:mak13.

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105. HAS NONLINEARITY RESOLVED THE A NOMALY OF UNIT ROOT BEHAVIOUR IN FORWARD DISCOUNT ? NEW EMPIRICAL EVIDENCE. (2015). SHAHRIN, Aidil Rizal .
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2015:i:1:p:70-80.

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106. Working Paper – WP/15/03- A Revised Quarterly Projection Model for South Africa. (2015). de Jager, Shaun ; Steinbach, Rudi ; Johnston, Michael.
     In: Working Papers.
     RePEc:rbz:wpaper:6839.

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107. Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models. (2015). Issahaku, Haruna ; Harvey, Simon K ; Kriesie, Maryiam ; Abdulai, Hamdeeya ; Haruna, Issahaku.
     In: MPRA Paper.
     RePEc:pra:mprapa:97009.

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108. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis ; Kania, Stefan ; Hsu, Hsiang-Ling .
     In: MPRA Paper.
     RePEc:pra:mprapa:65290.

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109. Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability. (2015). Dutt, Swarna ; Austin, Adrian .
     In: Atlantic Economic Journal.
     RePEc:kap:atlecj:v:43:y:2015:i:1:p:147-159.

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110. Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model. (2015). Sibbertsen, Philipp ; Bertram, Philip ; Ma, Jun.
     In: Hannover Economic Papers (HEP).
     RePEc:han:dpaper:dp-565.

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111. Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2015-06.

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112. Unemployment Hysteresis and Structural Change in Europe. (2015). Akdoan, Kurma .
     In: EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey.
     RePEc:eyd:cp2015:266.

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113. Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies. (2015). McAleer, Michael ; Allen, David ; Singh, A K ; Peiris, S.
     In: Econometric Institute Research Papers.
     RePEc:ems:eureir:79217.

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114. A Sharpe-ratio-based measure for currencies. (2015). Prado-Dominguez, Javier ; Fernandez-Herraiz, Carlos .
     In: European Journal of Government and Economics.
     RePEc:egr:ejge00:v:4:i:1:p:67-75.

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115. A nonparametric study of real exchange rate persistence over a century. (2015). Kim, Hyeongwoo ; Ryu, Deockhyun .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:37:y:2015:i:c:p:406-418.

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116. Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle. (2015). Morley, James ; Lo, Ming Chien.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:51:y:2015:i:c:p:285-302.

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117. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2015). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:31:y:2015:i:3:p:664-679.

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118. Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Pascalau, Razvan ; Enders, Walter.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

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119. Do foreign exchange interventions work as coordinating signals in Colombia?. (2015). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David.
     In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
     RePEc:col:000107:014117.

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120. Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen.
     In: Boston University - Department of Economics - Working Papers Series.
     RePEc:bos:wpaper:wp2015-012.

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121. Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). AkdoÄŸan, KurmaÅŸ ; Akdoan, Kurma .
     In: Scottish Journal of Political Economy.
     RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504.

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122. EXPANSIONARY VERSUS CONTRACTIONARY GOVERNMENT SPENDING. (2015). Makin, Anthony.
     In: Contemporary Economic Policy.
     RePEc:bla:coecpo:v:33:y:2015:i:1:p:56-65.

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123. Do foreign exchange interventions work as coordinating signals in Colombia?. (2015). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David.
     In: Revista ESPE - Ensayos sobre Política Económica.
     RePEc:bdr:ensayo:v:33:y:2015:i:78:p:169-175.

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124. Currency target zone modeling: An interplay between physics and economics. (2015). Lera, Sandro Claudio ; Sornette, Didier.
     In: Papers.
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129. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2014). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel.
     In: IWH Discussion Papers.
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130. Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation. (2014). Stillwagon, Josh.
     In: Working Papers.
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131. Regional inflation, spatial location and the Balassa-Samuelson effect. (2014). Nagayasu, Jun.
     In: MPRA Paper.
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132. Predictive modeling in turbulent times – What Twitter reveals about the EUR/USD exchange rate. (2014). Janetzko, Dietmar .
     In: Netnomics.
     RePEc:kap:netnom:v:15:y:2014:i:2:p:69-106.

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133. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
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134. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
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135. How much Fiscal Discipline in a Monetary Union?. (2014). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:39:y:2014:i:pb:p:348-360.

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136. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:44:y:2014:i:c:p:230-250.

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137. Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics. (2014). Bekiros, Stelios.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:39:y:2014:i:c:p:117-134.

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138. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
     In: CEPR Discussion Papers.
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139. NON-PARAMETRIC SIGN TEST AND PAIRED SAMPLES TEST OF EFFECTIVENESS OF OFFICIAL FX INTERVENTION. (2014). Marinkovi, Sran .
     In: Economic Annals.
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140. Using Twitter to Model the EUR/USD Exchange Rate. (2014). Janetzko, Dietmar.
     In: Papers.
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141. Testing Timber Market Linkages with a STAR Model with Housing Start-Controlled Transitions. (2014). Dorfman, Jeffrey ; Hood, Harrison B..
     In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
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142. A Nonparametric Study of Real Exchange Rate Persistence over a Century. (2014). Kim, Hyeongwoo ; Ryu, Deockhyun .
     In: Auburn Economics Working Paper Series.
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146. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
     In: Ruhr Economic Papers.
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147. Exchange rates in target zones: Evidence from the Danish Krone. (2013). Taylor, Mark ; Reitz, Stefan.
     In: Kiel Working Papers.
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148. Model-Free Evaluation of Directional Predictability in Foreign Exchange. (2013). Hong, Yongmiao ; Chung, Jaehun.
     In: Working Papers.
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149. Causes of Nonlinearities in low order models of the real exchange rate. (2013). Staveley-O'Carroll, Olena ; Ahmad, Yamin.
     In: Working Papers.
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150. Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values. (2013). Stillwagon, Josh.
     In: Working Papers.
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151. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
     In: Working Papers.
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152. The policy (in)effectiveness of government spending in a dependent economy. (2013). Makin, Anthony.
     In: Journal of Economic Policy Reform.
     RePEc:taf:jpolrf:v:16:y:2013:i:3:p:287-301.

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153. Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle. (2013). Morley, James ; Lo, Ming Chien.
     In: Discussion Papers.
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154. Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum. (2013). van Huellen, Sophie.
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155. Does Uncovered Interest Rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
     In: SBP Working Paper Series.
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156. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
     In: MPRA Paper.
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157. Behavioural Asymmetries in the G7 Foreign Exchange Market. (2013). mamatzakis, emmanuel ; Christodoulakis, G.
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158. Does Uncovered Interest rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
     In: MPRA Paper.
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159. Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
     In: Cahiers de recherche.
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160. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
     In: Discussion Paper Series.
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161. Fundamentals, forecast combinations and nominal exchange-rate predictability. (2013). Wu, Jyh-lin ; Wang, Yi-Chiuan.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:25:y:2013:i:c:p:129-145.

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162. Exchange rate predictability and a monetary model with time-varying cointegration coefficients. (2013). Park, Cheolbeom.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:37:y:2013:i:c:p:394-410.

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163. Exchange rate pass-through and inflation: A nonlinear time series analysis. (2013). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:32:y:2013:i:c:p:512-527.

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164. Predictability of currency carry trades and asset pricing implications. (2013). Panayotov, George ; Bakshi, Gurdip .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:110:y:2013:i:1:p:139-163.

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165. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693.

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166. Purchasing power parity in transition countries: Old wine with new bottle. (2013). Ranjbar, Omid ; Chang, Tsangyao ; He, Huizhen .
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:28:y:2013:i:c:p:24-32.

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167. Are Southeast Asian real exchange rates mean reverting?. (2013). ZENG, SONGLIN ; Bec, Frédérique.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:23:y:2013:i:c:p:265-282.

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168. Causes of nonlinearities in low-order models of the real exchange rate. (2013). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena .
     In: Journal of International Economics.
     RePEc:eee:inecon:v:91:y:2013:i:1:p:128-141.

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169. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model. (2013). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:30:y:2013:i:c:p:109-120.

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170. Behavioural asymmetries in the G7 foreign exchange market. (2013). mamatzakis, emmanuel ; Christodoulakis, George .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:29:y:2013:i:c:p:261-270.

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171. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
     In: Energy Economics.
     RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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172. Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices. (2013). Beckmann, Joscha.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:24:y:2013:i:c:p:176-190.

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173. Commodity prices and the macroeconomy: An extended dependent economy approach. (2013). Makin, Anthony.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:24:y:2013:i:c:p:80-88.

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174. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2013). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9313.

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175. Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu. (2013). Londoño, Charle ; Charle Augusto Londoño Henao, ; Sergio Ivan Restrepo Ochoa, ; Ramon Javier Mesa Callejas, ; Castao, Mauricio Lopera .
     In: REVISTA CUADERNOS DE ECONOMÍA.
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176. Exchange rates and commodity prices: measuring causality at multiple horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2013s-39.

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177. Off-the-record target zones: theory with an application to Hong Kong’s currency board. (2013). Glanemann, Nicole ; Funke, Michael ; Chen, Yu-Fu ; Nicole, Glanemann .
     In: Studies in Nonlinear Dynamics & Econometrics.
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178. The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations. (2013). Taylor, Mark ; Reitz, Stefan ; Stefan, Reitz ; Taylor Mark P., .
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:17:y:2013:i:3:p:239-249:n:1.

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179. Real-Time Out-of-Sample Exchange Rate Predictability. (2013). Molodtsova, Tanya ; Ince, Onur.
     In: Working Papers.
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180. Exchange Rate Predictability. (2013). Rossi, Barbara.
     In: Journal of Economic Literature.
     RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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181. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
     In: ZEW Discussion Papers.
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182. FX intervention in the yen-US dollar market: A coordination channel perspective. (2012). Reitz, Stefan ; Taylor, Mark P.
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1765.

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183. A New Method for Identifying the Effects of Foreign Exchange Interventions. (2012). Yabu, Tomoyoshi ; Watanabe, Tsutomu ; CHEN, CHIHNAN .
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:44:y:2012:i:8:p:1507-1533.

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184. LINEAR RELATIONSHIP BETWEEN THE AUD/USD EXCHANGE RATE AND THE RESPECTIVE STOCK MARKET INDICES: A COMPUTATIONAL FINANCE PERSPECTIVE. (2012). Ahmed, Abdullahi ; Guo, William ; Imam, Tasadduq ; Tickle, Kevin .
     In: Intelligent Systems in Accounting, Finance and Management.
     RePEc:wly:isacfm:v:19:y:2012:i:1:p:19-42.

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185. Volatility and Persistence of Simulated DSGE Real Exchange Rates. (2012). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena .
     In: Working Papers.
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186. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
     In: Working papers.
     RePEc:uct:uconnp:2012-46.

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187. Large data sets, nonlinearity and the speed of adjustment to real exchange rate shocks. (2012). Kim, Hyeyoen.
     In: Applied Economics.
     RePEc:taf:applec:44:y:2012:i:5:p:631-639.

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188. Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
     In: Applied Economics.
     RePEc:taf:applec:44:y:2012:i:25:p:3263-3273.

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189. Testing the validity of the monetary model for ASEAN with structural break. (2012). Lee, Chin ; Azali, M. ; Chin, Lee.
     In: Applied Economics.
     RePEc:taf:applec:44:y:2012:i:25:p:3229-3236.

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190. Revisiting purchasing power parity for 18 African countries: sequential panel selection method. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Pan, Guochen.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:9:p:877-881.

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191. Purchasing power parity with nonlinear threshold unit root test. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:9:p:839-842.

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192. Nonlinear adjustment to purchasing power parity in transition countries: the ADL test for threshold cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Lu, Yang-Cheng Ralph .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:7:p:629-633.

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193. Purchasing power parity with nonlinear and asymmetric smooth adjustment for the Middle Eastern countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:5:p:487-491.

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194. Nonlinear adjustment to purchasing power parity for Germanys real exchange rate relative to its major trading partners. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Hung, Ken.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:2:p:197-202.

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195. Purchasing power parity in major OPEC countries: flexible Fourier stationary test. (2012). Su, Chi-Wei ; Liu, Yu-Shao ; Zhu, Meng-Nan ; Lee, Kuei-Chiu.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:1:p:19-24.

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196. Purchasing power parity -- nonlinear threshold unit root test for transition countries. (2012). Chang, Tsangyao ; Zhang, Dongxiang ; Liu, Siyue .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:18:p:1781-1785.

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197. Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate. (2012). Pierdzioch, Christian ; Stadtmann, Georg ; Jan-Christoph Rülke, .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:18:p:1759-1763.

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198. Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Lee, Chia-Hao.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:19:y:2012:i:12:p:1111-1116.

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199. Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate. (2012). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
     In: DUTH Research Papers in Economics.
     RePEc:ris:duthrp:2012_005.

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200. The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911. (2012). Holt, Matthew ; Craig, Lee / A., ; Holt, Matthew / T,, .
     In: MPRA Paper.
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201. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis.
     In: PIER Working Paper Archive.
     RePEc:pen:papers:12-035.

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202. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
     In: Working Papers.
     RePEc:nlv:wpaper:1208.

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203. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18391.

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204. Can Oil Prices Forecast Exchange Rates?. (2012). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:17998.

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205. Dynamic Estimation of Trade Costs from Real Exchange Rates. (2012). Pavlidis, Efthymios.
     In: Working Papers.
     RePEc:lan:wpaper:21883757.

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206. Contracting foreign exchange rate risks: a behavioral law and economics perspective on KIKO forward contracts. (2012). Moon, William ; Ko, Haksoo .
     In: European Journal of Law and Economics.
     RePEc:kap:ejlwec:v:34:y:2012:i:2:p:391-412.

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207. Assessing the Anchoring of Inflation Expectations. (2012). Winkelmann, Lars ; Strohsal, Till.
     In: SFB 649 Discussion Papers.
     RePEc:hum:wpaper:sfb649dp2012-022.

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208. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
     In: Working Papers.
     RePEc:hal:wpaper:hal-00685812.

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209. Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico.. (2012). Ruiz-Porras, Antonio ; Lorenzo-Valdes, Arturo .
     In: Ensayos Revista de Economia.
     RePEc:ere:journl:v:xxxi:y:2012:i:2:p:87-113.

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210. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
     In: THEMA Working Papers.
     RePEc:ema:worpap:2012-25.

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211. Predictive regressions with time-varying coefficients. (2012). Halling, Michael ; Dangl, Thomas .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:106:y:2012:i:1:p:157-181.

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212. Nonlinear adjustment to purchasing power parity for ASEAN countries. (2012). Lee, Chia-Hao ; Chang, Tsangyao ; Liu, Wen-Chi .
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:24:y:2012:i:4:p:325-331.

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213. Cross-section dependence and the monetary exchange rate model – A panel analysis. (2012). Dobnik, Frauke ; Beckmann, Joscha ; Belke, Ansgar.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:23:y:2012:i:1:p:38-53.

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214. Has Australias floating exchange rate regime been optimal?. (2012). Rohde, Nicholas ; Makin, Anthony.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:29:y:2012:i:4:p:1338-1343.

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215. Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental. (2012). Ordóñez, Javier ; Camarero, Mariam ; Ordez, Javier .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:29:y:2012:i:2:p:444-449.

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216. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area. (2012). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
     In: Working Papers ECARES.
     RePEc:eca:wpaper:2013/112202.

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217. Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Pan, Guochen.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-11-00406.

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218. Money, credit, monetary policy and the business cycle in the euro area. (2012). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8944.

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219. The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests. (2012). Kim, Hyeongwoo ; Moh, Young-Kyu.
     In: Economic Analysis (Quarterly).
     RePEc:bok:journl:v:18:y:2012:i:4:p:1-22.

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220. The Efficiency of the Global Markets for Final Goods and Productive Capabilities. (2012). Strasser, Georg.
     In: Boston College Working Papers in Economics.
     RePEc:boc:bocoec:766.

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221. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2012). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
     In: Working papers.
     RePEc:bfr:banfra:383.

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222. Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices. (2011). Beckmann, Joscha.
     In: Ruhr Economic Papers.
     RePEc:zbw:rwirep:272.

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223. Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis. (2011). Dobnik, Frauke ; Beckmann, Joscha ; Belke, Ansgar.
     In: Ruhr Economic Papers.
     RePEc:zbw:rwirep:252.

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224. Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries. (2011). Chang, Tsangyao ; Tang, D. P. ; Lu, Yang-Cheng ; Liu, Wen-Chi .
     In: Applied Economics.
     RePEc:taf:applec:v:43:y:2011:i:2:p:231-242.

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225. Covariate selection for testing purchasing power parity. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
     In: Applied Economics.
     RePEc:taf:applec:v:43:y:2011:i:15:p:1923-1933.

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226. Searching for nonlinearities in real exchange rates. (2011). Ahmad, Yamin ; Glosser, Stuart .
     In: Applied Economics.
     RePEc:taf:applec:v:43:y:2011:i:15:p:1829-1845.

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227. Re-examining long-run purchasing power parity for Central and Eastern European countries: nonlinear panel unit root tests. (2011). Su, Chi-Wei ; Liu, Pei ; Zhu, Meng-Nan ; Chang, Hsu-Ling.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:18:y:2011:i:5:p:411-415.

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228. Revisiting purchasing power parity for 16 Latin American countries: panel SURADF tests. (2011). Chang, Tsangyao ; Chiu, Chi-Chen ; Lu, Yang-Cheng Ralph ; Tzeng, Han-Wen .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:18:y:2011:i:3:p:251-255.

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229. Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests. (2011). Chang, Tsangyao ; Kang, Shu-Chen ; Lu, Yang-Cheng ; Liu, Wen-Chi .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:18:y:2011:i:1:p:63-67.

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230. Purchasing power parity in Mainland China and Taiwan: an empirical note based on threshold unit root test. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Zhang, Yi-Chun ; Chen, Tsung-Hsien .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:18:y:2011:i:18:p:1807-1812.

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231. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
     RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

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232. Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test. (2011). Chang, Tsangyao.
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2011:i:4:p:5-14.

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233. 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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234. Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration. (2011). Chang, Tsangyao ; Chiu, Chi Chen ; Tzeng, HanWen .
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2011:i:2:p:19-30.

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235. The Efficiency of the Global Markets for Final Goods and Productive Capabilities. (2011). Strasser, Georg.
     In: 2011 Meeting Papers.
     RePEc:red:sed011:576.

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236. Panel unit root tests of purchasing power parity hypothesis: Evidence from Turkey. (2011). Gözgör, Giray.
     In: MPRA Paper.
     RePEc:pra:mprapa:34370.

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237. Determinants of the Dinar-Euro Nominal Exchange Rate. (2011). Urosevic, Branko ; Nedeljkovic, Milan.
     In: Working papers.
     RePEc:nsb:wpaper:18.

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238. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:17150.

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239. On the stability of the CRRA utility under high degrees of uncertainty. (2011). Spiru, A M.
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     RePEc:lan:wpaper:2442.

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240. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
     In: International Advances in Economic Research.
     RePEc:kap:iaecre:v:17:y:2011:i:4:p:397-412:10.1007/s11294-011-9315-2.

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241. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Belke, Ansgar ; Kuhl, Michael ; Beckmann, Joscha.
     In: International Advances in Economic Research.
     RePEc:kap:iaecre:v:17:y:2011:i:4:p:397-412.

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242. Different Approaches to Forecast Interval Time Series: A Comparison in Finance. (2011). Maté, Carlos.
     In: Computational Economics.
     RePEc:kap:compec:v:37:y:2011:i:2:p:169-191.

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243. Productivity Differential and Bilateral Real Exchange Rate between India and US. (2011). Pal, Soubarna.
     In: Journal of Quantitative Economics.
     RePEc:jqe:jqenew:v:9:y:2011:i:1:p:146-155.

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244. Inflation Targeting and Monetary Policy Transmission Mechanisms in Emerging Market Economies. (2011). Mukherjee, Sanchita ; Bhattacharya, Rina.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2011/229.

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245. Can oil prices forecast exchange rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
     In: Working Papers.
     RePEc:fip:fedpwp:11-34.

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246. Nonlinearity and time-variation in the monetary model of exchange rates. (2011). Korhonen, Marko ; Junttila, Juha.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:33:y:2011:i:2:p:288-302.

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247. Real exchange rates and time-varying trade costs. (2011). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:30:y:2011:i:6:p:1157-1179.

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248. Nonlinear exchange rate predictability. (2011). Rodriguez-Lopez, Antonio ; Lopez-Suarez, Carlos Felipe .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:30:y:2011:i:5:p:877-895.

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249. Temporal aggregation and purchasing power parity persistence. (2011). Craighead, William ; Ahmad, Yamin.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:30:y:2011:i:5:p:817-830.

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250. Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Tang, Dai-Piao ; Chou, Pei-I, .
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:23:y:2011:i:4:p:259-264.

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251. Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:21:y:2011:i:5:p:707-723.

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252. Purchasing power parity in LDCs: An empirical investigation. (2011). Arize, Augustine C..
     In: Global Finance Journal.
     RePEc:eee:glofin:v:22:y:2011:i:1:p:56-71.

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253. Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model. (2011). Nicolau, Jo o.
     In: Economics Letters.
     RePEc:eee:ecolet:v:110:y:2011:i:3:p:182-185.

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254. Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries. (2011). Chang, Tsangyao ; Tzeng, Han-Wen .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:3:p:1383-1391.

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255. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290.

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256. Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-10-00766.

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257. Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
     In: Working Papers.
     RePEc:duk:dukeec:11-05.

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258. Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8635.

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259. Purchasing Power Parity Analyzed from a Continuous-Time Model. (2011). Nicolau, Jo o.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:15:y:2011:i:3:n:3.

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260. Exchange rates and prices in the Netherlands and Britain over the past four centuries. (2011). Lothian, James ; JamesR. Lothian, ; Devereux, John .
     In: Working Papers.
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261. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
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262. Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern. (2010). Pierdzioch, Christian ; Stadtmann, Georg ; Schafer, Dirk .
     In: Discussion Papers.
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263. On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates. (2010). Taylor, Mark ; Reitz, Stefan ; Ruelke, Jan C..
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:201008.

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264. Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion. (2010). Peel, David A ; Paya, Ivan ; Nobay, Bob.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:42:y:2010:i:1:p:135-150.

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265. Random Walk Theory and Exchange Rate Dynamics in Transition Economies. (2010). Gradojevic, Nikola ; Djakovic, Vladimir ; Andjeli, Goran .
     In: Panoeconomicus.
     RePEc:voj:journl:v:57:y:2010:i:3:p:303-320.

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266. Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes. (2010). Yoon, Gawon .
     In: Applied Economics.
     RePEc:taf:applec:v:42:y:2010:i:4:p:489-496.

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267. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
     In: Applied Economics.
     RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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268. Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate. (2010). Baghestani, Hamid.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:20:y:2010:i:24:p:1879-1889.

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269. Does nonlinearity help resolve the Fisher effect puzzle?. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:8:p:823-828.

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270. Nonlinear mean reversion in real exchange rates: threshold autoregressive models and stochastic unit root processes. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:8:p:797-804.

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271. Purchasing power parity for 15 COMESA and SADC countries: evidence based on panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Tang, De-Piao .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:17:p:1721-1727.

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272. On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:14:p:1389-1396.

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273. Revisiting purchasing power parity for East Asian countries: panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:13:p:1329-1334.

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274. Purchasing power parity for G-7 countries: panel SURADF tests. (2010). Chang, Tsangyao ; Yu, Chin-Ping ; Liu, Wen-Chi ; Tzeng, Han-Wen .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:12:p:1223-1228.

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275. Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test. (2010). Yoon, Gawon .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:11:p:1125-1132.

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276. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries. (2010). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:11:p:1073-1077.

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277. Forecasting the Polish Zloty with Non-Linear Models. (2010). Skrzypczyński, Paweł ; Rubaszek, Michał ; Koloch, Grzegorz ; Michal Rubaszek, Pawel Skrzypczynski, Grzegorz Kol, .
     In: Central European Journal of Economic Modelling and Econometrics.
     RePEc:psc:journl:v:2:y:2010:i:4:p:151-167.

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278. Re-examination of the long-run purchasing power parity: further evidence from Turkey. (2010). KORAP, LEVENT ; Aslan, zgur .
     In: MPRA Paper.
     RePEc:pra:mprapa:26273.

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279. Currency Carry Trades. (2010). Taylor, Alan ; Jorda, Oscar ; Berge, Travis.
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280. Currency Carry Trades. (2010). Taylor, Alan M. ; Berge, Travis ; Jorda, scar .
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     RePEc:nbr:nberch:12216.

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281. Further empirical evidence on the consumption-real exchange rate anomaly.. (2010). Peel, David ; Paya, Ivan ; Pavlidis, Efthymios .
     In: Working Papers.
     RePEc:lan:wpaper:447022.

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282. Forecast comparisons in unstable environments. (2010). Rossi, Barbara ; Giacomini, Raffaella.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620.

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283. Nonlinear Exchange Rate Predictability. (2010). Rodriguez-Lopez, Antonio ; Carlos Felipe Lopez Suarez, .
     In: Working Papers.
     RePEc:irv:wpaper:080911.

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284. Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries. (2010). Chang, Tsangyao ; Liu, Wen-Chi .
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:263-274.

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285. 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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286. Reality checks and nested forecast model comparisons. (2010). McCracken, Michael ; Clark, Todd.
     In: Working Papers.
     RePEc:fip:fedlwp:2010-032.

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287. Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:6:p:1076-1093.

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288. Current account sustainability in the US: What did we really know about it?. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:3:p:442-459.

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289. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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290. A stochastic dominance analysis of yen carry trades. (2010). Fong, Wai Mun.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:6:p:1237-1246.

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291. Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study. (2010). Moh, Young-Kyu ; Min, Hong-Ghi ; Kim, Bong-Han.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:27:y:2010:i:5:p:1167-1177.

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292. Off-the-Record Target Zones: Theory with an Application to Hong Kongs Currency Board. (2010). Glanemann, Nicole ; Funke, Michael ; Chen, Yu-Fu.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:169.

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293. Methodological advances in the assessment of equilibrium exchange rates. (2010). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Bussiere, Matthieu.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20101151.

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294. Carry Trade. (2010). Jorda, Oscar.
     In: Working Papers.
     RePEc:cda:wpaper:196.

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295. Carry Trade. (2010). Jorda, Oscar.
     In: Working Papers.
     RePEc:cda:wpaper:10-19.

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296. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2010). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:14:y:2010:i:3:n:3.

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297. Off-the-record target zones : Theory with an application to Hong Kongs currency board. (2010). Funke, Michael ; Chen, Yu-Fu ; Glanemann, Nicole .
     In: BOFIT Discussion Papers.
     RePEc:bof:bofitp:2010_006.

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298. Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis. (2010). Silva Junior, Antonio Francisco ; Antonio Francisco A. Silva Jr., .
     In: Working Papers Series.
     RePEc:bcb:wpaper:207.

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299. Dividend predictability around the world. (2010). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper .
     In: CREATES Research Papers.
     RePEc:aah:create:2010-03.

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300. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
     In: Ruhr Economic Papers.
     RePEc:zbw:rwirep:134.

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301. Nonlinearity, Nonstationarity, and Spurious Forecasts. (2009). Marmer, Vadim.
     In: Microeconomics.ca working papers.
     RePEc:ubc:pmicro:vadim_marmer-2009-60.

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302. Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries. (2009). Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M..
     In: Applied Economics.
     RePEc:taf:applec:v:41:y:2009:i:14:p:1771-1783.

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303. Essay in dividend modelling and forecasting: does nonlinearity help?. (2009). JAWADI, Fredj.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343.

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304. Functional forms and PPP: new evidence for eight Asian countries. (2009). Hsing, YU.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:16:y:2009:i:1:p:95-98.

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305. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:16:y:2009:i:1:p:51-54.

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306. Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM. (2009). Li, Leon.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:16:y:2009:i:18:p:1867-1873.

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307. Exchange rates in the modern floating era: what do we really know?. (2009). Rogoff, Kenneth.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
     RePEc:spr:weltar:v:145:y:2009:i:1:p:1-12.

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308. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:600537.

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309. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:599040.

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310. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, David ; Paya, Ivan ; Pavlidis, E.
     In: Working Papers.
     RePEc:lan:wpaper:2596.

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311. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, David ; Paya, Ivan ; Pavlidis, E.
     In: Working Papers.
     RePEc:lan:wpaper:2593.

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312. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Pavlidis, E ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2454.

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313. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, D ; Paya, Ivan ; Pavlidis, E.
     In: Working Papers.
     RePEc:lan:wpaper:2451.

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314. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, D ; Paya, Ivan ; Pavlidis, E.
     In: Working Papers.
     RePEc:lan:wpaper:2375.

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315. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, D ; Zhang, S ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2373.

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316. Real Exchange Rates and Time-Varying Trade Costs. (2009). Pavlidis, E ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2370.

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317. A New Method for Identifying the Effects of Foreign Exchange Interventions. (2009). Yabu, Tomoyoshi ; Chen, Chih-Nan ; Watanabe, Tsutomu.
     In: IMES Discussion Paper Series.
     RePEc:ime:imedps:09-e-06.

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318. Real exchange rates and developing countries. (2009). Kanas, Angelos.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:280-299.

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319. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: Working Papers.
     RePEc:gla:glaewp:2009_13.

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320. Understanding forecast failure of ESTAR models of real exchange rates. (2009). Buncic, Daniel.
     In: EERI Research Paper Series.
     RePEc:eei:rpaper:eeri_rp_2009_18.

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321. A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test. (2009). Wu, Jyh-lin ; Lee, Hsiu-Yun .
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:31:y:2009:i:4:p:591-601.

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322. New evidence on nominal exchange rate predictability. (2009). Wu, Jyh-lin ; Hu, Yu-Hau .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:28:y:2009:i:6:p:1045-1063.

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323. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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324. Evidence on the contrarian trading in foreign exchange markets. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:26:y:2009:i:6:p:1420-1431.

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325. Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity. (2009). Palomba, Giulio ; Lucchetti, Riccardo (Jack).
     In: Economic Modelling.
     RePEc:eee:ecmode:v:26:y:2009:i:3:p:659-667.

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326. Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach. (2009). Papadopoulos, Athanasios ; Giannellis, Nikolaos.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:26:y:2009:i:1:p:155-166.

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327. Exchange rate dynamics in a target zone--A heterogeneous expectations approach. (2009). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:2:p:329-344.

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328. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:123.

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329. Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K.. (2009). Hsing, Y.
     In: Applied Econometrics and International Development.
     RePEc:eaa:aeinde:v:9:y:2009:i:1_1.

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330. 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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331. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2615.

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332. Do markup dynamics reflect fundamentals or changes in conduct?. (2009). Kim, Moshe ; Juselius, John ; Ringbom, Staffan.
     In: Research Discussion Papers.
     RePEc:bof:bofrdp:2009_012.

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333. Foreign exchange rate risk in a small open economy. (2009). Sondergaard, Jens ; De Paoli, Bianca.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0365.

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334. Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf .
     In: German Economic Review.
     RePEc:bla:germec:v:10:y:2009:i::p:270-283.

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335. Non‐Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf.
     In: German Economic Review.
     RePEc:bla:germec:v:10:y:2009:i:3:p:270-283.

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336. Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor. (2008). Taylor, Mark P ; Sager, Michael .
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:40:y:2008:i:4:p:583-625.

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337. Monitoring and Forecasting Currency Crises. (2008). Rossi, Barbara ; Inoue, Atsushi.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:523-534.

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338. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod?Balassa?Samuelson Effect?. (2008). Taylor, Mark P ; Lothian, James R.
     In: Economic Journal.
     RePEc:wly:econjl:v:118:y:2008:i:532:p:1742-1763.

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339. Hybrid versus highbred: combined economic models with time-series analyses. (2008). Li, Leon.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:8:y:2008:i:6:p:637-647.

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340. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries. (2008). Narayan, Paresh ; Prasad, Biman Chand.
     In: Applied Economics.
     RePEc:taf:applec:v:40:y:2008:i:8:p:1053-1060.

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341. On the dynamic relationship of exchange rates and monetary fundamentals: an impulse-response analysis by local projections. (2008). Ho, Tsung-Wu .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:15:y:2008:i:14:p:1141-1145.

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342. INFLATION CONVERGENCE IN CENTRAL AND EASTERN EUROPEAN ECONOMIES. (2008). Spiru, Alina M..
     In: Romanian Economic Business Review.
     RePEc:rau:journl:v:3:y:2008:i:4:p:14-34.

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343. INFLATION CONVERGENCE IN CENTRAL AND EASTERN EUROPEAN ECONOMIES. (2008). Spiru, Alina M..
     In: Journal of Information Systems & Operations Management.
     RePEc:rau:jisomg:v:2:y:2008:i:1:p:289-316.

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344. Exchange Rates Predictability in Developing Countries. (2008). Sarmidi, Tamat.
     In: MPRA Paper.
     RePEc:pra:mprapa:16580.

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345. Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity. (2008). Palomba, Giulio ; Lucchetti, Riccardo (Jack).
     In: MPRA Paper.
     RePEc:pra:mprapa:11571.

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346. Working Paper 143. (2008). Wagner, Christian.
     In: Working Papers.
     RePEc:onb:oenbwp:y::i:143:b:1.

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347. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets. (2008). Wagner, Christian.
     In: Working Papers.
     RePEc:onb:oenbwp:143.

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348. Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?. (2008). Mourelle, Estefanía ; Cuestas, Juan.
     In: Working Papers.
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349. Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case. (2008). Hassan, Shakill ; Bergman, Michael U..
     In: EPRU Working Paper Series.
     RePEc:kud:epruwp:08-01.

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350. Threshold adjustment in deviations from the law of one price. (2008). Taylor, Mark ; Juvenal, Luciana.
     In: Working Papers.
     RePEc:fip:fedlwp:2008-027.

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351. The international role of the euro: a status report. (2008). Portes, Richard ; Papaioannou, Elias.
     In: European Economy - Economic Papers 2008 - 2015.
     RePEc:euf:ecopap:0317.

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352. Order flows, news, and exchange rate volatility. (2008). Menkhoff, Lukas ; Mende, Alexander ; Frömmel, Michael ; Frommel, Michael.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:27:y:2008:i:6:p:994-1012.

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353. Evidence of purchasing power parity for the floating regime period. (2008). Lopez, Claude.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:27:y:2008:i:1:p:156-164.

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354. Effective fair pricing of international mutual funds. (2008). Wu, Yangru ; Chua, Choong Tze ; Lai, Sandy .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:32:y:2008:i:11:p:2307-2324.

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355. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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356. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
     In: European Economic Review.
     RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

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357. Bayesian Model Averaging and exchange rate forecasts. (2008). Wright, Jonathan.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:146:y:2008:i:2:p:329-341.

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358. Nonlinearity, nonstationarity, and spurious forecasts. (2008). Marmer, Vadim.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:142:y:2008:i:1:p:1-27.

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359. The effects of small sample bias in Threshold Autoregressive models. (2008). Ahmad, Yamin.
     In: Economics Letters.
     RePEc:eee:ecolet:v:101:y:2008:i:1:p:6-8.

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360. A structural time series test of the monetary model of exchange rates under four big inflations. (2008). Tawadros, George B..
     In: Economic Modelling.
     RePEc:eee:ecmode:v:25:y:2008:i:6:p:1216-1224.

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361. Nonlinearities or outliers in real exchange rates?. (2008). López Villavicencio, Antonia.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:25:y:2008:i:4:p:714-730.

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362. Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market. (2008). Suardi, Sandy.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:25:y:2008:i:4:p:628-642.

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363. European business cycles and economic policy, 1945-2007. (2008). Kling, Gerhard ; foreman-peck, james ; Battilossi, Stefano.
     In: IFCS - Working Papers in Economic History.WH.
     RePEc:cte:whrepe:wp08-13.

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364. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2502.

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365. Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life. (2008). Lo, Ming Chien.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:12:y:2008:i:4:n:5.

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366. Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8.

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367. 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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368. The Exchange Rate Targeting of Central Banks Revised: The Role of Long-term Interest Rates. (2007). Lahtinen, Markus ; Maki-Frant, Petri.
     In: Economics Discussion Papers.
     RePEc:zbw:ifwedp:5733.

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369. Exchange rate dynamics in a target zone: a heterogeneous expectations approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:5864.

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370. TO PEG OR NOT TO PEG?. (2007). Makin, Anthony.
     In: The Singapore Economic Review (SER).
     RePEc:wsi:serxxx:v:52:y:2007:i:01:n:s0217590807002555.

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371. Exchange-Rate Economics for the Resources Sector. (2007). Clements, Kenneth ; Roberts, John ; Lan, Yihui.
     In: Economics Discussion / Working Papers.
     RePEc:uwa:wpaper:07-13.

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372. 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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373. The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates. (2007). Rodríguez, Gabriel ; Gabriel Rodríguez, ; Romero, Indira.
     In: Applied Economics.
     RePEc:taf:applec:v:39:y:2007:i:21:p:2713-2722.

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374. The monetary model of exchange rate: evidence from The Philippines. (2007). Yusop, Zulkornain ; Lee, Chin ; Azali, M. ; Chin, Lee ; Yusoff, Mohammed .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:14:y:2007:i:13:p:993-997.

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375. The NOK/euro exhange rate after inflation targeting: The interest rate rules. (2007). Jansen, Eilev ; Bjørnstad, Roger ; Bjornstad, Roger .
     In: Discussion Papers.
     RePEc:ssb:dispap:501.

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376. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana.
     In: Working Papers.
     RePEc:qmw:qmwecw:wp595.

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377. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana ; Galvo, Ana Beatriz.
     In: Working Papers.
     RePEc:qmw:qmwecw:595.

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378. Non-linear adjustment in law of one price deviations and physical characteristics of goods. (2007). Berka, Martin.
     In: MPRA Paper.
     RePEc:pra:mprapa:8606.

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379. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?. (2007). Haug, Alfred ; Basher, Syed.
     In: Working Papers.
     RePEc:otg:wpaper:0712.

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380. The behaviour of the real exchange rate: Evidence from regression quantiles. (2007). Nikolaou, Kleopatra .
     In: Money Macro and Finance (MMF) Research Group Conference 2006.
     RePEc:mmf:mmfc06:46.

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381. Inflation convergence in the new EU member states. (2007). Spiru, A M.
     In: Working Papers.
     RePEc:lan:wpaper:590260.

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382. Inflation convergence in the new EU member states. (2007). Spiru, A M.
     In: Working Papers.
     RePEc:lan:wpaper:2668.

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383. Inflation convergence in the new EU member states. (2007). Spiru, A M.
     In: Working Papers.
     RePEc:lan:wpaper:2522.

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384. Inflation convergence in the new EU member states. (2007). Spiru, A M.
     In: Working Papers.
     RePEc:lan:wpaper:2440.

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385. PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: AN ANALYSIS OF UNIT ROOTS AND NONLINEARITIES. (2007). Cuestas, Juan.
     In: Working Papers. Serie AD.
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386. Exchange rates and fundamentals: a non-linear relationship?. (2007). Vansteenkiste, isabel ; De Grauwe, Paul ; DeGrauwe, Paul.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:37-54.

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387. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
     In: Hannover Economic Papers (HEP).
     RePEc:han:dpaper:dp-376.

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388. What prompts Japan to intervene in the Forex market? A new approach to a reaction function. (2007). Yabu, Tomoyoshi ; Ito, Takatoshi.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:26:y:2007:i:2:p:193-212.

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389. A Cardans discriminant approach to predicting currency crashes. (2007). Chan, Fabrice ; Fong, Wai Mun ; Koh, Seng Kee.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:26:y:2007:i:1:p:131-148.

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390. Heterogeneous expectations, exchange rate dynamics and predictability. (2007). Westerhoff, Frank ; Manzan, Sebastiano .
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:64:y:2007:i:1:p:111-128.

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391. Forecasting exchange rates: A robust regression approach. (2007). Franck, Raphael ; Preminger, Arie.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:23:y:2007:i:1:p:71-84.

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392. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

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393. Exchange Rate Analysis in Practice. (2007). Valdés, Rodrigo ; Caputo, Rodrigo ; Nuez, Marco ; Valdes, Rodrigo .
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:434.

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394. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables. (2007). Tkacz, Greg ; Galbraith, John.
     In: Staff Working Papers.
     RePEc:bca:bocawp:07-1.

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395. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2007). Taylor, Mark ; Menkhoff, Lukas.
     In: Journal of Economic Literature.
     RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972.

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396. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:4245.

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397. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:769.

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398. Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:768.

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399. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment. (2006). Peel, David A ; Paya, Ivan.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:21:y:2006:i:5:p:655-668.

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400. A Yield Curve Perspective on Uncovered Interest Parity. (2006). Krippner, Leo.
     In: Working Papers in Economics.
     RePEc:wai:econwp:06/16.

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401. Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets. (2006). Jose Eduardo de A. Ferreira, .
     In: Studies in Economics.
     RePEc:ukc:ukcedp:0604.

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402. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael J..
     In: Trinity Economics Papers.
     RePEc:tcd:tcduee:tep2006.

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403. 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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404. Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity. (2006). Maki, Daiki .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:16:y:2006:i:8:p:607-615.

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405. Can fluctuations in the consumption-wealth ratio help to predict exchange rates?. (2006). Tuesta, Vicente ; Selaive, Jorge.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:16:y:2006:i:17:p:1251-1263.

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406. The Purchasing Power Parity puzzle: a sudden nonlinear perspective. (2006). Lahtinen, Marcus .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:119-125.

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407. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
     In: Computing in Economics and Finance 2006.
     RePEc:sce:scecfa:16.

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408. 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.
     RePEc:sce:scecfa:12.

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409. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
     In: Departmental Working Papers.
     RePEc:rut:rutres:200618.

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410. Forecasting and Combining Competing Models of Exchange rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
     In: Discussion Papers.
     RePEc:prt:dpaper:5_2006.

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411. Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12333.

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412. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment. (2006). Peel, David ; Paya, Ivan.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:21:y:2006:i:5:p:655-668.

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413. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
     In: Hannover Economic Papers (HEP).
     RePEc:han:dpaper:dp-352.

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414. Profits and Speculation in Intra-Day Foreign Exchange Trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
     In: Hannover Economic Papers (HEP).
     RePEc:han:dpaper:dp-339.

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415. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
     In: Working Papers.
     RePEc:fip:fedlwp:2005-025.

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416. Exchange rate uncertainty and monetary transmission in the Philippines. (2006). Bayangos, Veronica.
     In: ISS Working Papers - General Series.
     RePEc:ems:euriss:19193.

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417. Nonlinear adjustment in the forward premium: evidence from a threshold unit root test. (2006). Sekioua, Sofiane H..
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:15:y:2006:i:2:p:164-183.

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418. Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:20:y:2006:i:4:p:508-547.

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419. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?. (2006). Baillie, Richard ; Kilic, Rehim .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:25:y:2006:i:1:p:22-47.

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420. What defines `news in foreign exchange markets?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., ; Panthaki, Freyan.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:25:y:2006:i:1:p:168-198.

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421. Profits and speculation in intra-day foreign exchange trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:9:y:2006:i:3:p:223-245.

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422. Exchange rate puzzles: A tale of switching attractors. (2006). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
     In: European Economic Review.
     RePEc:eee:eecrev:v:50:y:2006:i:1:p:1-33.

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423. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186.

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424. On the speed of adjustment in ESTAR models when allowance is made for bias in estimation. (2006). Peel, David ; Paya, Ivan.
     In: Economics Letters.
     RePEc:eee:ecolet:v:90:y:2006:i:2:p:272-277.

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425. Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:2006694.

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426. The behaviour of the real exchange rate: evidence from regression quantiles. (2006). Nikolaou, Kleopatra .
     In: Working Paper Series.
     RePEc:ecb:ecbwps:2006667.

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427. Real exchange rates and real interest rates : a nonlinear perspective. (2006). MacDonald, Ronald ; Bec, Frédérique ; Ben Salem, Melika.
     In: Discussion Papers (REL - Recherches Economiques de Louvain).
     RePEc:ctl:louvre:2006024.

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428. Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach.. (2006). Papadopoulos, Athanasios ; Giannellis, Nikolaos.
     In: Working Papers.
     RePEc:crt:wpaper:0717.

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429. Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:5734.

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430. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:5527.

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431. Forecasting and Combining Competing Models of Exchange Rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_1747.

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432. Computational Intelligence in Exchange-Rate Forecasting. (2006). ZOMBANAKIS, GEORGE ; Andreou, Andreas S..
     In: Working Papers.
     RePEc:bog:wpaper:49.

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433. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
     In: Birkbeck Working Papers in Economics and Finance.
     RePEc:bbk:bbkefp:0616.

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434. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
     In: Economic Research Papers.
     RePEc:ags:uwarer:269739.

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435. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James R.
     In: Economic Research Papers.
     RePEc:ags:uwarer:269738.

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436. Biases in FX-Forecasts: Evidence from Panel Data. (2005). Audretsch, David ; Stadtmann, Georg.
     In: Research Notes.
     RePEc:zbw:dbrrns:19.

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437. Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?. (2005). Horvath, Roman.
     In: International Finance.
     RePEc:wpa:wuwpif:0509006.

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438. FORECASTING EXCHANGE RATE :A Uni-variate out of sample Approach. (2005). Tambi, Mahesh Kumar.
     In: International Finance.
     RePEc:wpa:wuwpif:0506005.

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439. Unit Roots, Nonlinear Cointegration and Purchasing Power Parity. (2005). Haug, Alfred ; Basher, Syed.
     In: Econometrics.
     RePEc:wpa:wuwpem:0401006.

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440. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:20:y:2005:i:3:p:345-376.

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441. Valuation ratios and long?horizon stock price predictability. (2005). Wohar, Mark E ; Rapach, David E.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:20:y:2005:i:3:p:327-344.

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442. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
     In: Canadian Journal of Economics/Revue canadienne d'économique.
     RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.

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443. The process followed by PPP data. On the properties of linearity tests. (2005). Peel, David ; Paya, Ivan.
     In: Applied Economics.
     RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522.

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444. Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice. (2005). Carter, David ; Johnston, Ken ; Hatem, John .
     In: Applied Economics.
     RePEc:taf:applec:v:37:y:2005:i:16:p:1915-1924.

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445. Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis. (2005). Davradakis, Emmanuel .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:15:y:2005:i:7:p:439-446.

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446. Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?. (2005). Tuesta, Vicente ; Selaive, Jorge.
     In: Working Papers.
     RePEc:rbp:wpaper:2005-002.

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447. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Baillie, Richard ; Kilic, Rehim .
     In: Working Papers.
     RePEc:qmw:qmwecw:wp543.

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448. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Kilic, Rehim ; Baillie, Richard T.
     In: Working Papers.
     RePEc:qmw:qmwecw:543.

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449. Les économistes sont-ils chartistes ou fondamentalistes ? Une enquête auprès de quatre-vingt chercheurs français. (2005). Bessec, Marie.
     In: Économie et Prévision.
     RePEc:prs:ecoprv:ecop_0249-4744_2005_num_169_3_7022.

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450. General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence. (2005). Berka, Martin.
     In: MPRA Paper.
     RePEc:pra:mprapa:234.

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451. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. (2005). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
     In: MPRA Paper.
     RePEc:pra:mprapa:15530.

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452. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:11769.

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453. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
     In: NBER Technical Working Papers.
     RePEc:nbr:nberte:0305.

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454. The microstructure approach to exchange rates: a survey from a central bank’s viewpoint. (2005). Kiss M., Norbert ; Gyomai, Gyorgy ; Gereben, Áron.
     In: MNB Occasional Papers.
     RePEc:mnb:opaper:2005/42.

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455. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra .
     In: Money Macro and Finance (MMF) Research Group Conference 2005.
     RePEc:mmf:mmfc05:77.

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456. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
     In: Working Papers.
     RePEc:mie:wpaper:547.

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457. Federal Funds Rate Prediction.. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
     In: Journal of Money, Credit and Banking.
     RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:449-71.

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458. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Peel, David ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:565953.

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459. Temporal aggregation of an ESTAR process. (2005). Peel, David ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:565938.

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460. Temporal aggregation of an ESTAR process. (2005). Peel, David ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2624.

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461. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Peel, David ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2623.

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462. Temporal aggregation of an ESTAR process. (2005). Peel, D ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2482.

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463. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Peel, D ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2481.

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464. Temporal aggregation of an ESTAR process. (2005). Peel, D ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2403.

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465. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Peel, D ; Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2402.

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466. Temporal aggregation of an ESTAR process. (2005). Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2401.

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467. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Paya, Ivan.
     In: Working Papers.
     RePEc:lan:wpaper:2400.

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468. ARDL Approach to the Exchange Rate Overshooting in Taiwan. (2005). Wang, Yu-Shan ; Nieh, Chien-Chung.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:25:y:2005:i:1:p:55-71.

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469. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:20:y:2005:i:3:p:345-376.

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470. Valuation ratios and long-horizon stock price predictability. (2005). Wohar, Mark ; Rapach, David E..
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:20:y:2005:i:3:p:327-344.

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471. 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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472. A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994. (2005). Peel, David ; Paya, Ivan.
     In: Working Papers. Serie AD.
     RePEc:ivi:wpasad:2005-16.

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473. The real exchange rate and real interest differentials: the role of nonlinearities. (2005). Moh, Young-Kyu ; Mark, Nelson.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:323-335.

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474. The Brazilian currency turmoil of 2002: a nonlinear analysis. (2005). Goretti, Manuela.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:289-306.

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475. TESTING FOR LONG-RUN PURCHASING POWER PARITY IN THE POST BRETTON WOODS ERA: EVIDENCE FROM OLD AND NEW TESTS. (2005). Ramajo, Julian ; Ferré, Montserrat.
     In: Working Papers.
     RePEc:hpe:wpaper:y:2005:i:24.

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476. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2005). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio.
     In: Working Papers.
     RePEc:hkm:wpaper:122005.

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477. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
     In: SSE/EFI Working Paper Series in Economics and Finance.
     RePEc:hhs:hastef:0598.

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478. Fiscal Policy in New EU Member States: Go East, Prudent Man!. (2005). Zapal, Jan ; Schneider, Ondrej.
     In: Working Papers IES.
     RePEc:fau:wpaper:wp076.

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479. Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?. (2005). Horvath, Roman.
     In: Working Papers IES.
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480. Sources of exchange-rate volatility: Impulses or propagation?. (2005). Stokes, Houston ; Lee, Jin Man ; Karras, Georgios.
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481. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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482. Empirical exchange rate models and currency risk: some evidence from density forecasts. (2005). Valente, Giorgio ; Sarno, Lucio.
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483. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2005). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
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484. Biases in FX-forecasts: Evidence from panel data. (2005). Audretsch, David ; Stadtmann, Georg.
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485. The power of tests of predictive ability in the presence of structural breaks. (2005). McCracken, Michael ; Clark, Todd.
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486. Markov switching regimes in a monetary exchange rate model. (2005). Menkhoff, Lukas ; MacDonald, Ronald ; Frömmel, Michael.
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487. Whose afraid of a renminbi float?. (2005). , Davidaltig ; Altig, David.
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488. Non-Linearities in the Relation between the Exchange Rate and its Fundamentals. (2005). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
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489. Concepts of equilibrium exchange rates. (2005). Westaway, Peter ; Driver, Rebecca.
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490. Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?. (2004). Tuesta, Vicente ; Selaive, Jorge.
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491. Current Account Sustainability in the US: What Do We Really Know About It?. (2004). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
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492. Technical trading and the volatility of exchange rates. (2004). Herz, Bernhard ; Bauer, Christian.
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493. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2004). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
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494. Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
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495. Exchange Rates and Fundamentals. (2004). West, Kenneth ; Engel, Charles.
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496. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
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497. TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT. (2004). Peel, David ; Paya, Ivan.
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498. Empirical Exchange Rate Models of the Nineties; Are Any Fit to Survive?. (2004). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
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499. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo.
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500. Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices. (2004). Bofinger, Peter ; Leitner, Johannes ; Schmidt, Robert.
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501. The Modern Theory of the LOP and PPP: Some Implications. (2004). Pippenger, John .
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502. THE PURCHASING POWER PARITY DEBATE. (2004). Taylor, Alan.
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503. Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship. (2004). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
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504. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
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505. Revenue Potential of the Currency Transaction Tax for Development Finance: A Critical Appraisal. (2003). Nissanke, Machiko .
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506. Limited participation and exchange rate dynamics : does theory meet the data ?. (2003). Sopraseuth, Thepthida ; Patureau, Lise ; Karamé, Frédéric ; Karame, Frederic.
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507. Befektetői horizont és a „forwardrejtély”. (2003). Schepp, Zoltan .
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508. Time-Varying Thresholds; An Application to Purchasing Power Parity. (2003). Najarian, Serineh ; Leon, Gene L.
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509. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
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510. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
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511. Bayesian Model Averaging and exchange rate forecasts. (2003). Wright, Jonathan.
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512. Purchasing Power Parity Revisited. (2003). Sosvilla-Rivero, Simon ; García, Emma.
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513. Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?. (2003). Sopraseuth, Thepthida ; Patureau, Lise ; Karamé, Frédéric ; Karame, Frederic.
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514. Should Central Banks React to Exchange Rate Movements? An Analysis of the Robustness of Simple Policy Rules under Exchange Rate Uncertainty. (2003). Wollmershäuser, Timo ; Wollmershaeuser, Timo.
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515. Is Official Exchange Rate Intervention Effective?. (2003). Taylor, Mark.
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516. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
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517. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
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518. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
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519. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
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520. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
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521. Off-the-Record Target Zones: Theory with an Application to Hong Kong´s Currency Board. (2002). Glanemann, Nicole ; Funke, Michael ; Chen, Yu-Fu.
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522. Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates. (2002). Darvas, Zsolt ; Schepp, Zoltan .
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523. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
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524. Heterogeneous Expectations, Exchange Rate Dynamics and Predictability. (2002). Westerhoff, Frank ; Manzan, S..
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525. Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads. (1994). Wei, Shang-Jin.
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