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7 research outputs found
Is the adjustment to real interest rate parity asymmetric?
Author
Arusha Cooray
B Hansen
+21 more
D Kwiatkowski
DA Dickey
DG McMillan
FS Mishkin
FS Mishkin
I Paya
JL Wu
KS Chan
M Feldstein
MJ Holmes
MK Pippenger
NS Balke
PCB Phillip
PL Siklos
RF Engle
S Chung
S Sekioua
W Enders
W Enders
W Enders
W Rhee
Publication venue
Publication date
01/01/2009
Field of study
Get PDF
E43, F36, F41, Real interest parity, Threshold cointegration, Threshold error correction, Asymmetric adjustment, Non-linear adjustment,
Crossref
Research Papers in Economics
Research Online
Unit Root Testing in Presence of a Double Threshold Process
Author
Cosimo Damiano Vitale
D Maki
+22 more
DA Dickey
E Paparoditis
F Bec
F Bec
Francesco Giordano
G Kapetanios
H Tong
H Tong
J Gao
JD Petruccelli
JY Pitarakis
KS Chan
L Zhengyan
M Caner
Marcella Niglio
MH Seo
MK Pippenger
P Hall
RB Davies
TG Kurtz
W Enders
W Liu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Link with the Macroeconomy
Author
AD Ellerman
AK Bera
+73 more
B Bernanke
CWJ Granger
D Dijk Van
DB Nelson
DM Keenan
E Alberola
E Alberola
E Alberola
E Basci
E Benz
E Berndt
EF Fama
EF Fama
EF Fama
EF Fama
G Dufrenot
G Koop
H Bessembinder
H Lütkepohl
H Tong
H Tong
H Tong
H Tong
J Cai
J Chevallier
J Chevallier
J Fleming
J Stock
J Stock
JD Cryer
JD Hamilton
JD Hamilton
JD Hamilton
JM Zakoian
KS Chan
KS Chan
KS Chan
KS Chan
KS Chan
L Godfrey
M Caner
MD Bradley
MK Pippenger
MK Pippenger
MS Paolella
P Sadorsky
P Sadorsky
P Zagaglia
PH Franses
PJ Deschamps
R Caballero
R Luukkonen
RF Engle
RF Engle
RF Engle
RF Engle
RS Tsay
RS Tsay
SC Ludvigson
SC Ludvigson
T Bollerslev
T Bollerslev
T Bollerslev
T Teräsvirta
T Teräsvirta
T Teräsvirta
T Teräsvirta
W Bailey
W Ploberger
WA Brock
WA Brock
WK Li
Z Ding
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2012
Field of study
No full text
Crossref
On the determinants of data breaches: A cointegration analysis
Author
A Abhyankar
A Marotta
+28 more
B Chen
B Edwards
C Ciner
CA Sims
CH Weiß
CS Hakkio
CW Granger
CW Granger
G Elliott
G Niu
GS Shea
H Lütkepohl
H Lütkepohl
H Meng
H-C Xu
JY Campbell
K Chan
K Fokianos
M Eling
M Eling
M Xu
MK Pippenger
S Johansen
S Wheatley
S Zhou
T Maillart
TC Mills
YK Tse
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Exchange-Rate Determination
Author
B Balassa
CN Noussair
+45 more
E Jong De
F Klaassen
FY Edgeworth
G Cassel
G Gandolfo
G Gandolfo
G Gandolfo
G Gandolfo
G Gandolfo
G Gandolfo
G Gandolfo
H Faruquee
I Elbadawi
J Williamson
JA Frankel
JA Frankel
JA Frankel
JF Helliwell
JL Stein
JL Stein
KA Froot
LH Officer
M Blaug
MD Chinn
MK Pippenger
P Clark
P Isard
PA Samuelson
PE Howrey
PGJ O’Connell
PJK Kouri
R Dornbusch
R Dornbusch
R MacDonald
R Nurkse
RA Meese
RA Meese
RA Meese
RF Harrod
RP Flood
S Edwards
T Bayoumi
T Choudhry
VL Smith
Y-W Cheung
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2002
Field of study
No full text
Crossref
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
Author
AM Taylor
BT Ewing
+38 more
C Lopez
DA Dickey
E Zivot
Hassan Mohammadi
HC Bjorland
I Korhonen
J Lee
J Zalduendo
JD Sachs
JE Payne
K Kalcheva
KS Chan
M Bruno
M Fardmanesh
MH Pesaran
MK Pippenger
MM Hutchinson
Mohammad R. Jahan-Parvar
MP Taylor
MP Taylor
MR Jahan-Parvar
O Bajo-Rubio
P Cashin
P Perron
R Issa
RF Engle
RJ Brunstad
S Edwards
S Johansen
T Koranchelian
W Enders
W Enders
W Enders
W Enders
WH Buiter
WM Corden
WM Corden
Y Chen
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Price transmission analysis using threshold models: an application to local rice markets in Benin and Mali
Author
A Abdulai
A Abdulai
+42 more
Aliou Diagne
B Baulch
B Hansen
BK Goodwin
CB Barrett
CB Barrett
CB Barrett
CB Barrett
CB Barrett
D Aguiar
D Boughton
D Dickey
Didier Y. Alia
GJ Holloway
GJ Holloway
H Alderman
H Tong
H Tong
J Meyer
J Petrucelli
JG Mackinnon
JM Campa
K Balcombe
K Chan
K McNew
KS Chan
M Cutts
M Fafchamps
MK Pippenger
N Key
OV Pede
Papa A. Seck
PCB Phillips
PL Fackler
R Fiamohe
RF Engle
Rose Fiamohe
S Johansen
SN Balke
W Enders
W Enders
WE Kuiper
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref