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Real exchange rates and time-varying trade costs

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179

Persistent link: https://www.econbiz.de/10009373951

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

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

Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437

Persistent link: https://www.econbiz.de/10001776806

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338

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

Exchange rates, transactions bands and Cassel's doctrine of PPP

Michael, Panos; Nobay, A. Robert; Peel, David - 1994

Persistent link: https://www.econbiz.de/10000925640

Exchange rates, transactions bands and Cassel's doctrine of ppp

Michael, Panos; Nobay, A. Robert; Peel, David - 1994

Persistent link: https://www.econbiz.de/10000907408