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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

Will dollar depreciation improve the US-Japanese trade deficit? : A disagree study

Clements, Leianne A.; Boucher Breuer, Janice - 1998

Persistent link: https://www.econbiz.de/10000989537

Tests of long-run purchasing power parity using alternative methodologies

Flynn, Nora A. - In: Journal of macroeconomics 15 (1993) 1, pp. 109-122

Persistent link: https://www.econbiz.de/10001140772

The commodity composition of US-Japanese trade and the yen/dollar real exchange rate

Boucher Breuer, Janice; Clements, Leianne A. - In: Japan and the world economy : international journal of … 15 (2003) 3, pp. 307-330

Persistent link: https://www.econbiz.de/10001776384

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

Concordance in Business Cycles

McDermott, C. John - 2000

We study the properties of a test that determines whether two time series comove. The test computes a simple nonparametric statistic for “concordance,” which describes the proportion of time that the cycles of two series spend in the same phase. We establish the size and power properties of...

Persistent link: https://www.econbiz.de/10014399826

Concordance in business cycles

McDermott, C. John; Scott, Alasdair - 2000

Persistent link: https://www.econbiz.de/10001503445

Concordance in business cycles

McDermott, C. John; Scott, Alasdair - 1999

Persistent link: https://www.econbiz.de/10001437761

Concordance in Business Cycles

McDermott, C. John; Scott, Alasdair - 2005

We study the properties of a test of that determines whether two time series co-move. The test computes a simple non-parametric statistic for 'concordance,' which describes the proportion of time that the cycles of two series spend in the same phase. We establish the size and power properties of...

Persistent link: https://www.econbiz.de/10014112611