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Can the Taylor rules explain exchange rate movements? : evidence from Central and Eastern European countries
Su, Chi-Wei; Si, Dengkui; Chang, Hsu-Ling; Li, Xiao-Lin - In: Argumenta oeconomica 41 (2018) 2, pp. 35-60
Persistent link: https://www.econbiz.de/10012284754
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The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
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Did the Bundesbank react to the US dollar exchange rate?
Eleftheriou, Maria - In: International review of economics & finance : IREF 51 (2017), pp. 235-244
Persistent link: https://www.econbiz.de/10011754441
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The forward exchange rate unbiasedness hypothesis : a single break unit root and cointegration analysis
Mazur, Michael E.; Ramírez, Miguel D. - In: Modern economy 4 (2013) 9, pp. 605-626
Persistent link: https://www.econbiz.de/10010243180
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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
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Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326
Persistent link: https://www.econbiz.de/10003753387
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Purchasing power parity : a unit root, cointegration and VAR analysis in emerging and advanced countries
Loukopoulos, Georgios; Antonopoulos, Dimitrios - In: Business and Economic Research : BER 5 (2015) 1, pp. 262-279
Persistent link: https://www.econbiz.de/10011344182
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Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics
Nielsen, Morten Ørregaard - 2004
We propose a Lagrange Multiplier test of the null hypothesis of cointegration in fractionally cointegrated models. The …
Persistent link: https://www.econbiz.de/10014071206
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Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics
Nielsen, Morten Ørregaard - 2004
We propose a Lagrange Multiplier (LM) test of the null hypothesis of cointegration in fractionally cointegrated models …
Persistent link: https://www.econbiz.de/10014116819
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Does the Fisher hypothesis hold for the G7? : evidence from the panel cointegration test
Ozcan, Burcu; Ari, Ayse - In: Economic research 28 (2015) 1, pp. 271-283
Persistent link: https://www.econbiz.de/10012220723