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Testing the expectations hypothesis of the term structure using instrumental variables

Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325

Persistent link: https://www.econbiz.de/10001434233

A reconciliation of some paradoxical empirical results on the expectations model of the term structure

Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001223732

Assessing the credibility of a target zone : evidence from EMS countries

Tronzano, Marco; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10001519412

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G. - In: Economic modelling 14 (1997) 4, pp. 517-527

Persistent link: https://www.econbiz.de/10001238063

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997

Persistent link: https://www.econbiz.de/10000961097

Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 3, pp. 423-437

Persistent link: https://www.econbiz.de/10002807278

Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2004

This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing the unbiased forward exchange rate (UFER) hypothesis. Using US/UK data, it is shown that the UFER...

Persistent link: https://www.econbiz.de/10014068295

The current state of UK monetary policy

Driffill, John - In: The economic review 4 (1987) 3, pp. 24-29

Persistent link: https://www.econbiz.de/10001019207

The term structure of interest rates : structural stability and macroeconomic policy changes in the UK

Driffill, John - 1990

Persistent link: https://www.econbiz.de/10000128452

Why increasing government expenditure may have little effect on unemployment

Driffill, John - In: The economic review 3 (1985) 2, pp. 34-37

Persistent link: https://www.econbiz.de/10002096804