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The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001868157

A three-dimensional asymmetric power HEAVY model

Yfanti, Stavroula; Chortareas, Georgios E.; Karanasos, … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2737-2761

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013329825

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003378760

The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests

Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002069702

The Yen Real Exchange Rate May Be Stationary After All : Evidence from Nonlinear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2007

The empirical literature that tests for purchasing power parity (PPP) by focusing on the stationarity of real exchange rates has so far provided, at best, mixed results. The behaviour of the yen real exchange rate has most stubbornly challenged the PPP hypothesis and deepened this puzzle. This...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014093375

The Yen Real Exchange Rate May Be Stationary after All : Evidence from Non-Linear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2004

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014072900

The Beveridge-Nelson decomposition of economic time series : another economical computational method

Miller, Stephen M. - In: Journal of monetary economics 1 (1988), pp. 141-142

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001039718

Forecasting and analyzing economic activity with coincident and leading indexes : the case of Connecticut

Dua, Pami - In: Journal of forecasting 15 (1996) 7, pp. 509-526

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001216511

Monetary dynamics : an application of cointegration and error-correction modeling

Miller, Stephen M. - In: Journal of money, credit and banking : JMCB 23 (1991) 2, pp. 139-154

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001106896

Cross-Country Evidence on Output Growth Volatility : Nonstationary Variance and Garch Models

Fang, Wen-shwo; Miller, Stephen M.; Lee, ChunShen - 2009

This paper revisits the issue of conditional volatility in real GDP growth rates for Canada, Japan, the United Kingdom, and the United States. Previous studies find high persistence in the volatility. This paper shows that this finding largely reflects a nonstationary variance. Output growth in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014051340