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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~person:"Sarno, Lucio"
~subject:"Exchange rate"
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United States
Exchange rate
Estimation
57
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Koopman, Siem Jan
Nelson, Charles R.
Sarno, Lucio
Bahmani-Oskooee, Mohsen
74
Gupta, Rangan
63
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
30
Hsing, Yu
28
Wohar, Mark E.
27
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19
Tiwari, Aviral Kumar
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Belke, Ansgar
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Cheung, Yin-Wong
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14
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13
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13
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9
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9
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Journal of money, credit and banking : JMCB
3
The journal of futures markets
3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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ECONIS (ZBW)
32
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21
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
22
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
23
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
24
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
25
Interaction between structural and cyclical shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10001594753
Saved in:
26
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
27
Systematic sampling and real exchange rates
Sarno, Lucio
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
136
(
2000
)
1
,
pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
Saved in:
28
Friedman's plucking model of business fluctuations : tests and estimates of permanent and transitory components
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
3,1
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001411981
Saved in:
29
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
30
Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching
Kim, Chang-jin
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 188-201
Persistent link: https://www.econbiz.de/10001240858
Saved in:
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