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Modelling nonlinear economic relationships
Granger, C. W. J., (2023)
Modelling nonlinearities in cointegration relationships
Schweikert, Karsten, (2017)
Three Essays on Nonlinear Time-series Econometrics
Shaw, Charles, (2019)
Testing multi-country exchange rate models
Groen, Jan J. J., (2000)
Long run exchange rate predictability : a critical assessment
Groen, Jan J. J., (1997)
Exchange rate predictability and monetary fundamentals in a small multi-country panel
Groen, Jan J. J., (2005)