| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error |
0 |
0 |
0 |
421 |
0 |
2 |
14 |
1,532 |
| Cointegration and joint efficiency of international commodity markets |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
158 |
| Cointegration and predictability of asset prices1 |
0 |
0 |
0 |
47 |
0 |
0 |
9 |
128 |
| Cointegration, variance shifts and the limiting distribution of the OLS estimator |
0 |
0 |
0 |
13 |
0 |
0 |
10 |
118 |
| Common stochastic trends and inflation convergence in the EMS |
0 |
0 |
0 |
17 |
0 |
0 |
7 |
76 |
| Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
66 |
| Domestic and external factors in interest rate determination |
0 |
0 |
0 |
40 |
0 |
0 |
22 |
204 |
| Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity |
0 |
0 |
0 |
14 |
0 |
0 |
9 |
95 |
| Estimator Choice and Fisher's Paradox: A Monte Carlo Study |
0 |
0 |
0 |
49 |
1 |
1 |
10 |
267 |
| Exogeneity and measurement of persistence |
0 |
0 |
0 |
21 |
1 |
3 |
6 |
118 |
| Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market |
0 |
0 |
0 |
58 |
1 |
1 |
7 |
231 |
| Forward versus reverse regression and cointegration |
0 |
1 |
1 |
37 |
0 |
1 |
7 |
118 |
| IGARCH models and structural breaks |
0 |
0 |
1 |
354 |
0 |
2 |
19 |
1,011 |
| Inflation convergence in the EMS: Some additional evidence. A reply |
0 |
0 |
0 |
2 |
1 |
3 |
11 |
54 |
| Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS |
0 |
0 |
0 |
34 |
1 |
1 |
7 |
131 |
| Interest rate linkages within the European Monetary System: an alternative interpretation |
0 |
0 |
0 |
16 |
0 |
0 |
6 |
89 |
| KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD |
0 |
0 |
0 |
26 |
0 |
0 |
9 |
175 |
| Long‐Run PPP under the Presence of Near‐to‐Unit Roots: The Case of the British Pound–US Dollar Rate* |
0 |
0 |
0 |
25 |
0 |
1 |
17 |
140 |
| Looking far in the past: revisiting the growth-returns nexus with non-parametric tests |
0 |
0 |
0 |
8 |
1 |
1 |
10 |
145 |
| Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences |
0 |
0 |
0 |
48 |
2 |
4 |
15 |
220 |
| Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails |
0 |
0 |
0 |
21 |
0 |
0 |
6 |
202 |
| Nominal exchange rate regimes and the stochastic behavior of real variables |
0 |
0 |
1 |
38 |
2 |
2 |
8 |
123 |
| On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
170 |
| Parameter instability, superexogeneity, and the monetary model of the exchange rate |
0 |
0 |
0 |
4 |
0 |
1 |
11 |
58 |
| Persistence in macroeconomic time series: Is it a model invariant property? |
0 |
0 |
0 |
41 |
0 |
1 |
13 |
282 |
| Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence |
0 |
0 |
0 |
13 |
1 |
1 |
8 |
73 |
| Term structure and interest differentials as predictors of future inflation changes and inflation differentials |
0 |
0 |
0 |
16 |
0 |
1 |
13 |
100 |
| Testing for Causality-in-Variance: An Application to the East Asian Markets |
0 |
0 |
1 |
216 |
2 |
2 |
10 |
466 |
| Testing for Granger causality in variance in the presence of causality in mean |
0 |
0 |
1 |
76 |
0 |
0 |
13 |
195 |
| Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan |
0 |
0 |
0 |
117 |
0 |
0 |
5 |
336 |
| Testing for PPP: the erratic behaviour of unit root tests |
0 |
0 |
0 |
27 |
0 |
1 |
5 |
97 |
| Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
75 |
| Testing for a unit root under errors with just barely infinite variance |
0 |
0 |
0 |
17 |
0 |
0 |
15 |
121 |
| Testing for exchange rate bubbles using variance inequalities |
0 |
0 |
0 |
15 |
0 |
0 |
7 |
88 |
| The Feldstein-Horioka puzzle revisited: A Monte Carlo study |
0 |
0 |
0 |
64 |
0 |
0 |
4 |
263 |
| Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
129 |
| Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
155 |
| Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited |
0 |
0 |
1 |
51 |
1 |
1 |
10 |
203 |
| Unit roots and long-run causality: investigating the relationship between output, money and interest rates |
0 |
0 |
0 |
35 |
1 |
2 |
9 |
140 |
| Total Journal Articles |
0 |
1 |
6 |
2,037 |
16 |
34 |
367 |
8,352 |
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