Similar Search Results

An empirical examination of long-run purchasing power parity using cointegration techniques

Taylor, Mark P. - In: Applied economics 20 (1988) 10, pp. 1369-1381

Persistent link: https://www.econbiz.de/10001055505

Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics

Kilian, Lutz - 1998 - Preliminary, version March 3, 1998

Persistent link: https://www.econbiz.de/10000993763

Confidence intervals for impulse responses under departures from normality

Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10001237560

Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

Taylor, Mark P.; Peel, David - In: Journal of international money and finance 19 (2000) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10001452589

Estimating the mean-reverting component in stock prices : a cross-country comparison

Gallagher, Liam - In: Scottish journal of political economy : the journal of … 44 (1997) 5, pp. 566-582

Persistent link: https://www.econbiz.de/10001239983

Random walk components in output and exchange rates : some robust tests on UK data

Mills, Terence C. - In: Bulletin of economic research 41 (1989) 2, pp. 123-135

Persistent link: https://www.econbiz.de/10001064374

Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles

Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042

Persistent link: https://www.econbiz.de/10001624480

Metals prices, efficiency and cointegration : some evidence from the London Metal Exchange

MacDonald, Ronald - In: Bulletin of economic research 40 (1988) 3, pp. 235-239

Persistent link: https://www.econbiz.de/10001063162

Nonlinear permanent - temporary decompositions in macroeconomics and finance

Clarida, Richard H.; Taylor, Mark P. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 125-139

Persistent link: https://www.econbiz.de/10001748266

Real Exchange Rates, Non-Linearities and Balassa-Samuelson Effects

Lothian, James R.; Taylor, Mark P. - 2010

Using random simulations with artificial data with identical sample characteristics to the long-sample exchange rate data employed by Lothian and Taylor(Lothian, J.R. and Taylor, M.P.(1996). The recent float from the perspective of the past two centuries. Journal of Political Economy 104,...

Persistent link: https://www.econbiz.de/10014068765