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Peel, David A.
43
Paya, Ivan
25
Law, David
7
Venetis, Ioannis A.
6
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5
Taylor, Mark P.
5
Cain, Michael
4
Pavlidis, Efthymios G.
4
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4
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2
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Economics letters
8
Applied financial economics
4
Journal of money, credit and banking : JMCB
4
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3
Economica
3
Journal of business finance & accounting : JBFA
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of gambling business and economics
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The Manchester School
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Bulletin of economic research
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Economic affairs : journal of the Institute of Economic Affairs
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International economic review
1
International journal of forecasting
1
International review of economics & finance : IREF
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1
Journal of international money and finance
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Journal of macroeconomics
1
Journal of political economy
1
Oxford bulletin of economics and statistics
1
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Revue économique
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Southern economic journal
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The European journal of finance
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The economic journal : the journal of the Royal Economic Society
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
2
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
; …
- In:
The European journal of finance
19
(
2013
)
6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010122868
Saved in:
3
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009949971
Saved in:
4
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 580-596
Persistent link: https://www.econbiz.de/10010033964
Saved in:
5
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
Paya, Ivan
;
Venetis, Ioannis A.
;
Peel, David A.
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 373
Persistent link: https://www.econbiz.de/10006880575
Saved in:
6
Nonlinear Purchasing Power Parity under the Gold Standard
Paya, Ivan
;
Peel, David A.
- In:
Southern economic journal
71
(
2004
)
2
,
pp. 302-313
Persistent link: https://www.econbiz.de/10006645417
Saved in:
7
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Paya, Ivan
;
Peel, David A.
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10006748317
Saved in:
8
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
Paya, Ivan
;
Venetis, Ioannis A.
;
Peel, David A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10006433541
Saved in:
9
The forward premium puzzle in the interwar period and deviations from covered interest parity
Paya, Ivan
;
Peel, David A.
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-58
Persistent link: https://www.econbiz.de/10008422811
Saved in:
10
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
Venetis, Ioannis A.
;
Paya, Ivan
;
Peel, David A.
- In:
International review of economics & finance : IREF
12
(
2003
)
2
,
pp. 187-206
Persistent link: https://www.econbiz.de/10007657046
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