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Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets

Ferreira, Alex Luiz (contributor); … - 2003 - [Elektronische Ressource]

Evidence is presented on the Real Interest Parity Hypothesis for a set of emerging and developed countries. This is done by carrying out a set of unit-root tests on the real interest differentials with respect to Germany and the US. Our results support the hypothesis of a rapid reversion towards...

Persistent link: https://www.econbiz.de/10001877121

Current account sustainability in the US : what do we really know about its?

Christopulos, Dēmētrēs K. (contributor); … - 2004 - [Elektronische Ressource]

We revisit the debate on the sustainability of the current account dynamics in the US. Using the concept of sustainability as the ability to meet the long run intertemporal budget constraint, we test for unit roots in the US current account for the 1960-2004 period. We argue that there are...

Persistent link: https://www.econbiz.de/10002364771

Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets

León-Ledesma, Miguel A.; Ferreira, Alex L. - 2003

Persistent link: https://www.econbiz.de/10014075532

Smooth breaks and non-linear mean reversion : post-Bretton-Woods real exchange rates

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of international money and finance 29 (2010) 6, pp. 1076-1093

Persistent link: https://www.econbiz.de/10009238986

International output convergence, breaks, and asymmetric adjustment

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10009521862

Non-linearities and unit roots in G7 macroeconomic variables

Aksoy, Yunus; León-Ledesma, Miguel A. - In: The B.E. journal of macroeconomics 8 (2008) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10009574858

Time-series output convergence tests and stationary covariates

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Economics letters 101 (2008) 3, pp. 297-299

Persistent link: https://www.econbiz.de/10003801449

Non-linearities and unit roots in G7 macroeconomic variables

Aksoy, Yunus (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003485096

Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets

Ferreira, Alex Luiz; León-Ledesma, Miguel A. - In: Journal of international money and finance 26 (2007) 3, pp. 364-382

Persistent link: https://www.econbiz.de/10003442003

Unemployment hysteresis in EU countries : what do we really know about it?

Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of economic studies 34 (2007) 2, pp. 80-89

Persistent link: https://www.econbiz.de/10003555473