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Vector autogressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity

Taylor, Mark P. - In: Scottish journal of political economy : the journal of … 36 (1989) 3, pp. 238-252

Persistent link: https://www.econbiz.de/10001068491

On the reinterpretation of money demand regressions

Taylor, Mark P. - In: Journal of money, credit and banking : JMCB 26 (1994) 4, pp. 851-866

Persistent link: https://www.econbiz.de/10001175616

Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification

Taylor, Mark P. - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 229-244

Persistent link: https://www.econbiz.de/10002146001

Macro-economic shocks, the ERM and tri-polarity

Bayoumi, Tamim A. - In: The review of economics and statistics 77 (1995) 2, pp. 321-331

Persistent link: https://www.econbiz.de/10001182056

Estimating growth equations for previously centrally planned economies : dealing with dubious data and disparate information

Leamer, Edward E.; Taylor, Mark P. - In: Journal of macroeconomics 21 (1999) 4, pp. 639-671

Persistent link: https://www.econbiz.de/10001419104

A comparison of the rational expectations and the general-to-specific approaches to modelling the demand for M1

Cuthbertson, Keith - In: The Manchester School of Economic and Social Studies 60 (1992) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001119936

A multivariate GARCH in mean estimation of the capital asset pricing model

Hall, Stephen G.; Miles, David; Taylor, Mark P. - 1988

Persistent link: https://www.econbiz.de/10000756699

Perspectives on econometrics and applied economics : a tribute to Sir Clive Granger

Taylor, Mark P. (contributor) - 2012

Persistent link: https://www.econbiz.de/10009409410

Estimating Growth Equations for Previously Centrally Planned Economies : Dealing with Dubious Data and Disparate Information

Leamer, Edward E.; Taylor, Mark P. - 1999

Rigorous analysis of the previously centrally planned economies (PCPEs) is one of the most important but at the same time difficult tasks currently facing macroeconomists. We develop applied techniques appropriate to situations typically faced by Western analysts of PCPEs, as well as by...

Persistent link: https://www.econbiz.de/10014195227

Exchange rates and fundamentals : what do we learn from long-horizon regressions?

Kilian, Lutz (contributor) - 1997

Persistent link: https://www.econbiz.de/10000972191