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Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert; Leybourne, Stephen James; Newbold, Paul - In: Journal of money, credit and banking : JMCB 34 (2002) 3,1, pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
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More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa; Leybourne, Stephen James; Kim, Tae-hwan - In: Journal of applied econometrics 19 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
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Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
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US dollar real exchange rates : nonlinearity revisited
Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528
Persistent link: https://www.econbiz.de/10003717294
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The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert; Wohar, Mark E. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
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Mean reversion of real exchange rates in high-inflation countries
Bleaney, Michael F.; Leybourne, Stephen James; Mizen, Paul - In: Southern economic journal 65 (1999) 4, pp. 839-854
Persistent link: https://www.econbiz.de/10001408295
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Real exchange rate dynamics under the current float : a re-examinaton
Bleaney, Michael F.; Leybourne, Stephen James - In: The Manchester School 71 (2003) 2, pp. 156-171
Persistent link: https://www.econbiz.de/10001748930
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David; Leybourne, Stephen James; McCabe, … - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10003193432