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Interest rate pass-through : a nonlinear vector error-correction approach
Popiel, Michal Ksawery, (2017)
Popiel, Michal Ksawery, (2015)
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G., (2009)
Threshold nonlinear interest rates
Shively, Philip A., (2005)
International evidence of temporary and permanent stock-price innovations : a mulivariate approach
Shively, Philip A., (2003)
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A., (2001)