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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina; Assenmacher, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
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ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis; Tzeremes, Nickolaos G. - In: Journal of applied econometrics 37 (2022) 5, pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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Efficiency of the California electricity reserves market
Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of applied econometrics 22 (2007) 6, pp. 1127-1144
Persistent link: https://www.econbiz.de/10003565290
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M. - In: Journal of applied econometrics 15 (2000) 1, pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
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Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn; Lee, Junsoo - In: Journal of applied econometrics 16 (2001) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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A new poolability test for cointegrated panels
Westerlund, Joakim; Hess, Wolfgang - In: Journal of applied econometrics 26 (2011) 1, pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
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Permanent vs transitory components and economic fundamentals
Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542
Persistent link: https://www.econbiz.de/10003338662