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Nonlinear PPP under the gold standard
Payá, Ivan, (2004)
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan, (2006)
Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A., (2003)
Estimates of US monetary policy rules with allowance for changes in the output gap
Peel, David, (2004)
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting