Search Results - subject:"G-10 Countries"

Are the bubbles in exchange rates? : some evidence from G10 and emerging markets countries

Hu, Yang; Oxley, Les - 2016

Persistent link: https://www.econbiz.de/10011771327

Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function

Chang, Chih Kai - In: Journal for Economic Forecasting (2012) 3, pp. 58-68

This study applies the Sequential Panel Selection Method (SPSM) to test the mean reversion properties in the real interest rates for the G-20 countries. SPSM classifies the whole panel into a group of stationary countries and a group of non-stationary countries. In doing so, we can clearly...

Persistent link: https://www.econbiz.de/10010583873

Are there bubbles in exchange rates? : some new evidence from G10 and emerging market economies

Hu, Yang; Oxley, Les - In: Economic modelling 64 (2017), pp. 419-442

Persistent link: https://www.econbiz.de/10011761289

Linear or nonlinear cointegration in the purchasing power parity relationship?

Haug, Alfred Albert; Basher, Syed Abul - 2007

Persistent link: https://www.econbiz.de/10003525544

Linear or nonlinear cointegration in the purchasing power parity relationship?

Haug, Alfred Albert; Basher, Syed Abul - In: Applied economics 43 (2011) 1/3, pp. 185-196

Persistent link: https://www.econbiz.de/10009011196