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institution:"Queen Mary College / Department of Economics"
type_genre:"Working Paper"
~subject:"1966-2000"
~subject:"Purchasing power parity"
~subject:"Stochastic process"
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1966-2000
Purchasing power parity
Stochastic process
Estimation
14
Schätzung
14
Großbritannien
5
United Kingdom
5
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4
United States
4
Außenwirtschaftliches Gleichgewicht
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Einheitswurzeltest
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Inflation
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Kaufkraftparität
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Lateinamerika
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1963-1996
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1968-2004
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1983-2002
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ARCH model
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ARCH-Modell
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Aktienindex
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Kapetanios, George
3
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2
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1
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1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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8
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4
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A reappraisal of the inflation-unemployment tradeoff
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867515
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2
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Saved in:
3
Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
Saved in:
4
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
5
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
Saved in:
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