Similar Search Results

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

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338