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Forecasting French and German long-term rates using a rational expectations model
Jondeau, Eric; Sédillot, Franck - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 412-436
Persistent link: https://www.econbiz.de/10001408498
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Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity
Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605
Persistent link: https://www.econbiz.de/10001225026
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Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001896351
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric; Ricart, Roland - In: Journal of international money and finance 18 (1999) 5, pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
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Testing for the New Keynesian Phillips Curve : additional international evidence
Jondeau, Eric; Le Bihan, Hervé - In: Economic modelling 22 (2005) 3, pp. 521-550
Persistent link: https://www.econbiz.de/10002770207
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Systematic sampling and real exchange rates
Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
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Short- and long-run price level uncertainty under different monetary policy regimes : an international comparison
Chadha, Jagjit; Sarno, Lucio - In: Oxford bulletin of economics and statistics 64 (2002) 3, pp. 187-216
Persistent link: https://www.econbiz.de/10001694535
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Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine; Jondeau, Eric - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 545-568
Persistent link: https://www.econbiz.de/10001437430
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A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka; Sarno, Lucio; Taylor, Mark P. - In: Journal of international money and finance 26 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003416806