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Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN; TAYLOR, MARK P. - In: Economica 79 (2012) 314, pp. 378-411
Persistent link: https://www.econbiz.de/10009846852
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Large data sets, nonlinearity and the speed of adjustment to real exchange rate shocks
Kim, Hyeyoen - In: Applied economics 44 (2012) 5, pp. 631-640
Persistent link: https://www.econbiz.de/10009817691
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NONLINEARITY, MACROECONOMIC FACTORS AND THE DOLLAR‐STERLING REAL EXCHANGE RATE
Kim, Hyeyoen - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 337-347
Persistent link: https://www.econbiz.de/10010024313
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The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis
Sager, Michael J.; Taylor, Mark P. - In: Journal of international money and finance 23 (2004) 7, pp. 1043-1052
Persistent link: https://www.econbiz.de/10006878974
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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. 1-26
Persistent link: https://www.econbiz.de/10006884203
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Policy Issues in the Operation of Currency Unions
Masson, Paul R.; Taylor, Mark P.; Haan, Jakob de - In: De economist : Netherlands economic review ; quarterly … 142 (1994) 4, pp. 516-517
Persistent link: https://www.econbiz.de/10006637799
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Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
Sarno, Lucio; Taylor, Mark P.; Peel, D. - In: Journal of money, credit and banking : JMCB 35 (2003) 5, pp. 787-800
Persistent link: https://www.econbiz.de/10006649612
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Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks
Gallagher, Liam A.; Taylor, Mark P. - In: Southern economic journal 69 (2002) 2, pp. 345-362
Persistent link: https://www.econbiz.de/10006653144
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ARTICLES - Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
Peel, David A.; Taylor, Mark P. - In: Journal of money, credit and banking : JMCB 34 (2002) 1, pp. 51-75
Persistent link: https://www.econbiz.de/10006655773
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Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates
Artis, Michael J.; Taylor, Mark P. - In: National Institute economic review (1995) 153, pp. 73-83
Persistent link: https://www.econbiz.de/10006532945