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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation

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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

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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

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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

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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...

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Nonlinear error-correction models in the Greek money market

Markellos, Raphaēl N. - In: New operational approaches for financial modelling, (pp. 173-181). 1997

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The demand for tourism to Greece : a cointegration approach

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Stock prices, exchange rate and market efficiency

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Testing the convergence hypothesis using time series techniques: the case of Greece 1971 - 1996

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A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach

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