On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Year of publication: |
2006
|
---|---|
Authors: | Payá, Ivan ; Peel, David |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 90.2006, 2, p. 272-277
|
Subject: | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Welt | World | Bootstrap-Verfahren | Bootstrap approach |
-
Nonlinear PPP under the gold standard
Payá, Ivan, (2004)
-
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan, (2004)
-
Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan, (2006)
- More ...
-
Alan Walters and the demand for money : an empirical retrospective
Matthews, Kent, (2004)
-
Real exchange rates and time-varying trade costs'
Pavlidis, Efthymios G., (2009)
-
Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear
Pavlidis, Efthymios G., (2009)
- More ...