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Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
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Testing rational expectations and efficiency in the foreign exchange market
Baillie, Richard T. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 3, pp. 553-563
Persistent link: https://www.econbiz.de/10001855803
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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard; Han, Young Wook - In: The Korean economic review 35 (2019) 1, pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
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Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867176
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Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
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The forecasting performance of the OECD composite leading indicators for France, Germany, Italy and the UK
Camba-Méndez, Gonzalo (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558168
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Import prices and exchange rate pass-through : theory and evidence from the United Kingdom
Herzberg, Valerie (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001775675
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Rational expectations and fixed-event forecasts : an application to UK inflation
Bakhshi, Hasan; Kapetanios, George; Yates, Anthony - 2003
Persistent link: https://www.econbiz.de/10001736985
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Import prices and exchange rate pass-through : theory and evidence from the United Kingdom
Herzberg, Valerie; Kapetanios, George; Price, Simon - 2003
Persistent link: https://www.econbiz.de/10001746821