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isPartOf:"Journal of international money and finance"
subject:"Estimation"
~subject:"Exchange rate"
~subject:"USA"
~type:"article"
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Estimation theory
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Baillie, Richard
2
Beyer, Robert
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Diebold, Francis X.
1
Fang, Xu
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Finn, Mary G.
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Journal of international money and finance
Journal of econometrics
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Economics letters
124
Applied economics letters
59
Journal of applied econometrics
59
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
The review of economics and statistics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of banking & finance
33
Quantitative economics : QE ; journal of the Econometric Society
31
The econometrics journal
31
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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Econometric theory
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Journal of the American Statistical Association : JASA
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
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American journal of agricultural economics
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Journal of forecasting
24
International journal of economics and financial issues : IJEFI
22
Computational economics
20
Energy economics
20
European journal of operational research : EJOR
19
Finance research letters
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics
19
Journal of macroeconomics
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Insurance / Mathematics & economics
18
The journal of futures markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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The journal of finance : the journal of the American Finance Association
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Journal of productivity analysis
15
The empirical economics letters : a monthly international journal of economics
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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
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:
4
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:
5
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:
6
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
Saved in:
7
A functional coefficient model view of the FeldsteinHorioka puzzle
Herwartz, Helmut
;
Fang, Xu
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003938657
Saved in:
8
A rational explanation for home country bias
Hasan, Iftekhar
;
Simaan, Yusif E.
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 331-361
Persistent link: https://www.econbiz.de/10001485268
Saved in:
9
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
10
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
Saved in:
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