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Long run recursive VAR models and QR decompositions
Hoffmann, Mathias - In: Economics Letters 73 (2001) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10005275779
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The velocity of money and the random walk hypothesis
MacDonald, R.; Peel, D. A. - In: Economics Letters 20 (1986) 1, pp. 63-66
Persistent link: https://www.econbiz.de/10005355889
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The efficiency of the forward exchange market : Some evidence for the pound sterling-US dollar exchange rate using residuals from the LUS class
McAvinchey, I. D.; MacDonald, R. - In: Economics Letters 25 (1987) 1, pp. 71-74
Persistent link: https://www.econbiz.de/10005307566
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Covered interest parity and UK monetary 'news'
MacDonald, R.; Torrance, T. S. - In: Economics Letters 26 (1988) 1, pp. 53-56
Persistent link: https://www.econbiz.de/10005307668
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On the specification of granger-causality tests using the cointegration methodology
MacDonald, Ronald; Kearney, Colm - In: Economics Letters 25 (1987) 2, pp. 149-153
Persistent link: https://www.econbiz.de/10005355982
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Foreign exchange market efficiency and cointegration : Some evidence from the recent float
MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 29 (1989) 1, pp. 63-68
Persistent link: https://www.econbiz.de/10005307241
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'News' and the 1920's experience with floating exchange rates
Macdonald, Ronald - In: Economics Letters 17 (1985) 4, pp. 379-383
Persistent link: https://www.econbiz.de/10005307410
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The demand for international reserves in a regime of floating exchange rates : Some empirical evidence
MacDonald, Ronald - In: Economics Letters 23 (1987) 2, pp. 189-192
Persistent link: https://www.econbiz.de/10005257672
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A stable US money demand function, 1874-1975
MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 39 (1992) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10005269785
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Panel unit root tests and real exchange rates
MacDonald, Ronald - In: Economics Letters 50 (1996) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10005270273