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A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests

Albulescu, Claudiu Tiberiu; Pepin, Dominique; Tiwari, … - arXiv.org - 2014

This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs' real interest rates, respectively....

Persistent link: https://www.econbiz.de/10010752303

Revisiting the financial volatility : derivative products relationship on Euronext.liffe using a frequency domain analysis

Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Brussels economic review 56 (2013) 3/4, pp. 349-364

Persistent link: https://www.econbiz.de/10010400880

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733

Persistent link: https://www.econbiz.de/10010354948

Revisiting the inflation-output gap relationship for France using a wavelet transform approach

Tiwari, Aviral Kumar; Oros, Cornel; Albulescu, Claudiu … - In: Economic modelling 37 (2014), pp. 464-475

Persistent link: https://www.econbiz.de/10010417628

Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577

A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests

Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150

Persistent link: https://www.econbiz.de/10011496421

Forecasting the growth rate, the exchange rate and the inflation rate in Romania : a comparison of different forecasting models

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar - In: Selected issues in macroeconomic and regional modeling …, (pp. 21-39). 2016

Persistent link: https://www.econbiz.de/10011504665

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

Continuous wavelet transform and rolling correlation of European stock markets

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 42 (2016), pp. 237-256

Persistent link: https://www.econbiz.de/10011625112

Frequency domain causality analysis of stock market and economic activity in India

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 39 (2015), pp. 224-238

Persistent link: https://www.econbiz.de/10011572440