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Forecast evaluation of nonlinear models : the case of long-span real exchange rates

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of forecasting 31 (2012) 7, pp. 580-595

Persistent link: https://www.econbiz.de/10009722656

Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009

Persistent link: https://www.econbiz.de/10003879555

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

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

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

Nonlinearities in emerging stock markets and its implications : a case study of the Greek stock exchange

Siriopoulos, Costas - In: Statistics in transition : an international journal of … 4 (1999) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10001515847

Nonlinear forecast of financial time series through dynamical calendar correction

Leontitsis, Alexandros; Siriopoulos, Costas - In: Applied financial economics letters 2 (2006) 5, pp. 337-340

Persistent link: https://www.econbiz.de/10003369904

Stock markets and effective exchange rates in European countries : threshold cointegration findings

Kollias, Chrēstos; Papadamou, Stephanos; Siriopoulos, … - In: Eurasian economic review : a journal in applied … 6 (2016) 2, pp. 215-274

Persistent link: https://www.econbiz.de/10011587642

Nonlinear Noise Estimation in International Capital Markets

Siriopoulos, Costas - 2016

We analyzed six stock exchange markets through the nonlinear dynamics concept. We used daily data from the Toronto Stock Exchange, NYSE, London Stock Exchange, Hong Kong Stock Market, Tokyo Stock Exchange, and the Singapore Stock Exchange. The period studied is from January 1, 1988 to June 30,...

Persistent link: https://www.econbiz.de/10013004314

Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies

Peel, David; Speight, Alan E. H. - In: Applied economics 32 (2000) 6, pp. 705-715

Persistent link: https://www.econbiz.de/10001521059