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Asymmetric unemployment-output tradeoff in the Eurozone

Tang, Bo; Bethencourt, Carlos - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 3, pp. 461-481

Persistent link: https://www.econbiz.de/10011756729

Pricing Shocks to Conditional Market Beta

Maurer, Thomas Andreas - 2016

We estimate monthly conditional market beta of 10 momentum and 25 size and book-to-market portfolios between 1946 and 2016 using a multivariate GARCH model. In the ICAPM conditional market beta are important determinants of expected returns and covariances of assets. Thus, shocks to conditional...

Persistent link: https://www.econbiz.de/10012978183

The EU real exchange rates: asymmetries and crises

Cuestas, Juan Carlos - 2020

Persistent link: https://www.econbiz.de/10012317337

Purchasing power parity in OECD countries : nonlinear unit root tests revisited

Cuestas, Juan Carlos; Regis, Paulo José - In: Economic modelling 32 (2013), pp. 343-346

Persistent link: https://www.econbiz.de/10009761526

Smooth transitions, asymmetric adjustment and unit roots

Cuestas, Juan Carlos; Ordóñez, Javier - In: Applied economics letters 21 (2014) 13/15, pp. 969-972

Persistent link: https://www.econbiz.de/10010418290

A non-linear approach with long range dependence based on Chebyshev polynomials

Cuestas, Juan Carlos; Gil-Alaña, Luis A. - 2012

Persistent link: https://www.econbiz.de/10009529483

Smooth transitions, asymmetric adjustment and unit roots

Cuestas, Juan Carlos; Ordóñez, Javier - 2012

Persistent link: https://www.econbiz.de/10009529484

Economic class and the distribution of income : a time-series analysis of the UK economy, 1955 - 2010

Cuestas, Juan Carlos; Philp, Bruce - In: International review of applied economics 26 (2012) 5, pp. 565-578

Persistent link: https://www.econbiz.de/10009612127

The credibility of a soft pegged exchange rate in emerging market economies : evidence from a panel data study

Abu Asab, Nora; Cuestas, Juan Carlos - In: Annals of economics and finance 18 (2017) 1, pp. 29-51

Persistent link: https://www.econbiz.de/10012109971

Has the relationship between the real exchange rate and its fundamentals changed over time?

Cuestas, Juan Carlos; Monfort, Mercedes; Shimbov, Bojan - In: Baltic journal of economics 22 (2022) 2, pp. 68-89

In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We find that the estimated coefficients for the...

Persistent link: https://www.econbiz.de/10014319295