Similar Search Results - EconBiz

Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity

Okimoto, Tatsuyoshi; Shimotsu, Katsumi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 395-411

Persistent link: https://www.econbiz.de/10009247722

Decline in the persistence of real exchange rates : but not sufficient for purchasing power parity

Okimoto, Tatsuyoshi; Shimotsu, Katsumi - 2010

The paper investigates the possibility of decline in the persistence of real exchange rates, or deviations from PPP. To this end, we test the null hypothesis of no decline in the PPP deviation persistence between two subsamples using a fractional integration framework. In addition, our...

Persistent link: https://www.econbiz.de/10008702781

Common and country-specific fluctuations in productivity, investment, and the current account

Gregory, Allan W.; Head, Allen - In: Journal of monetary economics 44 (1999) 3, pp. 423-451

Persistent link: https://www.econbiz.de/10001434982

Endogenous work hours and practice patterns of Canadian physicians

Ferrall, Christopher - In: The Canadian journal of economics 31 (1998) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001238802

Sources of variation in international real interest rates

Gregory, Allan W. - In: The Canadian journal of economics 28 (1995), pp. 120-140

Persistent link: https://www.econbiz.de/10001333990

Accounting for forward rates in markets for foreign currency

Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908

Persistent link: https://www.econbiz.de/10001155919

Measuring business cycles with business-cycle models

Gregory, Allan W. - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1007-1025

Persistent link: https://www.econbiz.de/10001200772

Calibration as testing : type I error in the equity premium puzzle

Gregory, Allan W.; Smith, Gregor W. - 1988

Persistent link: https://www.econbiz.de/10000125028

Accounting for forward rates in markets for foreign currency

Backus, David; Gregory, Allan W.; Telmer, Chris I. - 1990 - rev.

Persistent link: https://www.econbiz.de/10000129403

Common and country-specific fluctuations in productivity, investment, and the current account

Gregory, Allan W.; Head, Allen - 1995

Persistent link: https://www.econbiz.de/10000574273

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