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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

Persistent link: https://www.econbiz.de/10001776806

Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach

Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206

Persistent link: https://www.econbiz.de/10001778669

Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting

Payá, Ivan; Venetis, Ioannis A.; Peel, David - In: Journal of forecasting 23 (2004) 5, pp. 373-384

Persistent link: https://www.econbiz.de/10002194877

Non-linear in stock index returns : the volatility and serial correlation relationship

Venetis, Ioannis A.; Peel, David - In: Economic modelling 22 (2005) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10002561649

Smooth transition models and arbitrage consistency

Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430

Persistent link: https://www.econbiz.de/10003015359

Further empirical analysis of the time series properties of financial ratios based on a panel data approach

Peel, David; Peel, Michael J.; Venetis, Ioannis A. - In: Applied financial economics 14 (2004) 3, pp. 155-163

Persistent link: https://www.econbiz.de/10001915446

Asymmetry in the link between the yield spread and industrial production : threshold effects and forecasting

Payá, Ivan (contributor); Venetis, Ioannis A. (contributor) - 2004 - [Elektronische Ressource], 1. ed.

Persistent link: https://www.econbiz.de/10002384290

ESTAR model with multiple fixed points : testing and estimation

Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009

Persistent link: https://www.econbiz.de/10003817115

Deterministic impulse response in a nonlinear model : an analytical expression

Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: Economics letters 95 (2007) 3, pp. 315-319

Persistent link: https://www.econbiz.de/10003476236

Smooth Transition Models and Arbitrage Consistency

Peel, David; Venetis, Ioannis A. - 2005

Slow adjustment of real exchange rate towards equilibrium in linear models has long puzzled researchers, stimulating the adoption of nonlinear models. The exponential smooth transition model has been particularly successful, providing faster adjustment speeds. This paper discusses some of its...

Persistent link: https://www.econbiz.de/10014063527