Narrow search
Showing 1 - 10 of 13
Cover Image
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Cover Image
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Cover Image
The spurious effect of ARCH errors on linearity tests : a theoretical note and an alternative maximum likelihood approach
Pavlidis, Efthymios G.; Tsionas, Efthymios G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10011897447
Cover Image
A non-linear error correction mechanism based on the bilinear model
Peel, David - In: Economics letters 58 (1998) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
Cover Image
Modelling business cycle nonlinearity in conditional mean and conditional variance : some international and sectoral evidence
Peel, David - In: Economica 65 (1998) 258, pp. 211-229
Persistent link: https://www.econbiz.de/10001242307
Cover Image
Rationality testing under asymmetric loss
Batchelor, Roy A. - In: Economics letters 61 (1998) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001250905
Cover Image
Critical bounds for MA(2) and MA(3) processes
Lane, J. A. - In: Economics letters 2 (1988), pp. 133-140
Persistent link: https://www.econbiz.de/10001051289
Cover Image
Transactions costs and nonlinear adjustment in real exchange rates : an empirical investigation
Michael, Panos - In: Journal of political economy 105 (1997) 4, pp. 862-879
Persistent link: https://www.econbiz.de/10001225251
Cover Image
Purchasing power parity adjustment speeds in high frequency data when the equilibrium real exchange rate is proxied by a deterministic trend
Payá, Ivan; Peel, David - In: Papers in money, macroeconomics and finance : … 71 (2003), pp. 39-53
Persistent link: https://www.econbiz.de/10003361478
Cover Image
Testing for market efficiency in gambling markets : some observations and new statistical tests based on a bootstrap method
Paya, Ivan A.; Peel, David; Law, David; Peirson, John - In: Information efficiency in financial and betting markets, (pp. 346-365). 2005
Persistent link: https://www.econbiz.de/10003238566