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isPartOf:"Journal of international money and finance"
subject:"Estimation"
~isPartOf:"American journal of agricultural economics"
~subject:"Exchange rate"
~subject:"USA"
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Baillie, Richard
2
Chalfant, James Allen
2
Green, Richard D.
2
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2
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2
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2
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Journal of international money and finance
American journal of agricultural economics
Journal of econometrics
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Economics letters
124
Discussion paper series / IZA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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37
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Journal of the American Statistical Association : JASA
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
- In:
Journal of international money and finance
94
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012135121
Saved in:
3
Efficient estimation of risk preferences
Wu, Feng
;
Guan, Zhengfei
- In:
American journal of agricultural economics
100
(
2018
)
4
,
pp. 1172-1185
Persistent link: https://www.econbiz.de/10011959849
Saved in:
4
Bayesian estimation of possibly similar yield densities : implications for rating crop insurance contracts
Ker, Alan P.
;
Tolhurst, Tor N.
;
Liu, Yong
- In:
American journal of agricultural economics
98
(
2016
)
2
,
pp. 360-382
Persistent link: https://www.econbiz.de/10011595810
Saved in:
5
Endogeneity corrected stochastic production frontier and technical efficiency
Shee, Apurba
;
Stefanou, Spiro E.
- In:
American journal of agricultural economics
97
(
2015
)
3
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011296125
Saved in:
6
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
7
The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Liu, Philip
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
Journal of international money and finance
46
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010391033
Saved in:
8
The estimation of threshold models in price transmission analysis
Greb, Friederike
;
Cramon-Taubadel, Stephan von
; …
- In:
American journal of agricultural economics
95
(
2013
)
4
,
pp. 900-916
Persistent link: https://www.econbiz.de/10010203445
Saved in:
9
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
10
Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva
;
Tourinho, Octávio Augusto Fontes
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
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