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Term effects and the time-varying risk premium in tests of forward foreign exchange rate unbiasedness

Boucher Breuer, Janice - In: International journal of finance & economics : IJFE 5 (2000) 3, pp. 211-220

Persistent link: https://www.econbiz.de/10001519403

Day-of-week effects in tests of forward foreign exchange rate unbiasedness

Boucher Breuer, Janice - In: International journal of finance & economics : IJFE 4 (1999) 3, pp. 193-204

Persistent link: https://www.econbiz.de/10001434332

Internal relative price stationarity in long-run purchasing power parity

Boucher Breuer, Janice; Lippert, Alston F. - In: Review of international economics 5 (1997) 2, pp. 195-203

Persistent link: https://www.econbiz.de/10001436996

The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness

Boucher Breuer, Janice - In: The economic journal : the journal of the Royal … 106 (1996) 434, pp. 26-38

Persistent link: https://www.econbiz.de/10001194054

Series-specific tests for a unit root in a panel setting with an application to real exchange rates

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 1999

Persistent link: https://www.econbiz.de/10001409627

Purchasing power parity and real factors

Lippert, Alston F. - In: Applied economics 26 (1994) 11, pp. 1029-1036

Persistent link: https://www.econbiz.de/10001172158

Series-specific unit root tests with panel data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 527-546

Persistent link: https://www.econbiz.de/10001741991

A revisit to the non-linear mean reversion of real exchange rates : evidence from a series-specific non-linear panel unit-root test

Wu, Jyh-lin; Lee, Hsiu-yun - In: Journal of macroeconomics 31 (2009) 4, pp. 591-601

Persistent link: https://www.econbiz.de/10003924143

Inter-temporal purchasing power parity

Boucher Breuer, Janice; Kumar, Vikram; Suresh, Shyam Gouri - In: Open economies review 26 (2015) 5, pp. 869-891

Persistent link: https://www.econbiz.de/10011481810

Series-Specific Unit Root Tests with Panel Data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 2003

A unit root testing procedure is presented that exploits the well-established power advantages of panel estimation while rectifying a deficiency in other panel unit root tests. This test (called SURADF) is based on seemingly unrelated regressions applied to Augmented Dickey-Fuller (ADF) tests...

Persistent link: https://www.econbiz.de/10014091917