Similar Search Results

Exchange rate commitments and forward rate unbiasedness : further evidence from EMS data

Tronzano, Marco - In: Economia internazionale 56 (2003) 1, pp. 83-118

Persistent link: https://www.econbiz.de/10001781330

Foreign exchange market efficiency : did the EMS make a difference? ; A cointegration-based empirical investigation

Tronzano, Marco - In: Economia internazionale 55 (2002) 1, pp. 69-103

Persistent link: https://www.econbiz.de/10001697810

The sustainability of Indian fiscal policy : a reassessment of the empirical evidence

Tronzano, Marco - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 63-76

Persistent link: https://www.econbiz.de/10009743728

Multicointegration and fiscal sustainability in India : evidence from standard and regime shifts models

Tronzano, Marco - In: Economia internazionale 67 (2014) 2, pp. 263-291

Persistent link: https://www.econbiz.de/10010401103

Interest rates, expected inflation and structural breaks : further evidence on the Fisher effect in India (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 67 (2014) 4, pp. 531-554

Persistent link: https://www.econbiz.de/10010502085

The expectations hypothesis of the term structure in emerging financial markets : some evidence from Malaysia (1999-2015)

Tronzano, Marco - In: Economia internazionale 68 (2015) 4, pp. 521-550

Persistent link: https://www.econbiz.de/10011428293

The term structure of interest rates in India : evidence from the post-liberalization period (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 68 (2015) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011304747

The expectations hypothesis of the term structure : further empirical evidence for India (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 68 (2015) 3, pp. 401-421

Persistent link: https://www.econbiz.de/10011348834

Interest Rates, Expected Inflation and Structural Breaks: Further Evidence on the Fisher Effect in India (1996-2013) - Tassi di interesse, inflazione attesa e cambiamenti strutturali: nuova evidenza empirica sull’effetto Fisher in India (1996-2013)

Tronzano, Marco - In: Economia Internazionale / International Economics 67 (2014) 4, pp. 531-554

I show that accounting for a structural monetary policy shock associated with the 2007-2008 global financial crisis is crucial in order to obtain moderate empirical support for the Fisher effect in India since the liberalization of the early 90’s. Additional empirical evidence about the...

Persistent link: https://www.econbiz.de/10011165630

Multicointegration and Fiscal Sustainability in India: Evidence from Standard and Regime Shifts Models - Multicointegrazione e sostenibilità fiscale in India: evidenze empiriche da modelli standard e modelli incorporanti cambiamenti di regime

Tronzano, Marco - In: Economia Internazionale / International Economics 67 (2014) 2, pp. 263-291

This paper assesses the sustainability of fiscal policy in India from 1950 to 2010 using multicointegration techniques. Starting from the seminal approach of Granger and Lee (1989), the analysis is extended through more powerful econometric methodologies, including several types of...

Persistent link: https://www.econbiz.de/10010991449