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Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437

Persistent link: https://www.econbiz.de/10001776806

Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach

Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206

Persistent link: https://www.econbiz.de/10001778669

Further empirical analysis of the time series properties of financial ratios based on a panel data approach

Peel, David; Peel, Michael J.; Venetis, Ioannis A. - In: Applied financial economics 14 (2004) 3, pp. 155-163

Persistent link: https://www.econbiz.de/10001915446

ESTAR model with multiple fixed points : testing and estimation

Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009

Persistent link: https://www.econbiz.de/10003817115

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338