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Nonlinear stationarity of real interest rates in the EMU countries

Zhou, Su - In: Journal of Economic Studies 38 (2011) November, pp. 691-702

Purpose – This paper aims to examine two hypotheses that have not been well investigated in the existing literature. One hypothesis is that the real interest rates of industrial countries tend to be mean-reverting during the current floating exchange rate period. Another hypothesis is that the...

Persistent link: https://www.econbiz.de/10010610880

Gold and Commodity Prices as Leading Indicators of inflation: Tests of Long-Run Relationship and Predictive Performance

Mahdavi, Saeid; Zhou, Su - In: Journal of economics and business 49 (1997) 5, pp. 475-490

Persistent link: https://www.econbiz.de/10005981842

The Relations Among Canadian, Mexican, and United States Short-Term Money Markets : A Pre-NAFTA Analysis

Zhou, Su; Truett, Lila; Truett, Dale - In: Journal of economic integration 11 (1996) 3, pp. 268-299

Persistent link: https://www.econbiz.de/10006101263

Interest rate linkages within the European Monetary System: new evidence incorporating long-run trends

Zhou, Su - In: Journal of international money and finance 22 (2003) 4, pp. 571-590

Persistent link: https://www.econbiz.de/10006888613

Articles - The Power of Cointegration Tests Versus Data Frequency and Time Spans

Zhou, Su - In: Southern economic journal 67 (2001) 4, pp. 906-921

Persistent link: https://www.econbiz.de/10006659323

Purchasing Power Parity in High-Inflation Countries: A Cointegration Analysis of Integrated Variables with Trend Breaks

Zhou, Su - In: Southern economic journal 64 (1997) 2, pp. 450-467

Persistent link: https://www.econbiz.de/10006672737

The Response of Real Exchange Rates to Various Economic Shocks

Zhou, Su - In: Southern economic journal 61 (1995) 4, pp. 936-954

Persistent link: https://www.econbiz.de/10006682657

Stationarity of Asian-Pacific real exchange rates

Zhou, Su - In: Economics letters 98 (2008) 1, pp. 16-22

Persistent link: https://www.econbiz.de/10007895192

Simple vs. Generalized Interest Rate and Purchasing Power Parity Models of Exchange Rates

Zhou, Su; Mahdavi, Saeid - In: The quarterly review of economics and finance : journal … 36 (1996) 2, pp. 197-218

Persistent link: https://www.econbiz.de/10007623346

Purchasing Power Parity in High-Inflation Countries: Further Evidence

Mahdavi, Saeid; Zhou, Su - In: Journal of macroeconomics 16 (1994) 3, pp. 403-422

Persistent link: https://www.econbiz.de/10007710903

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